Pages that link to "Item:Q855247"
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The following pages link to An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach (Q855247):
Displaying 3 items.
- Does a Bayesian approach generate robust forecasts? Evidence from applications in portfolio investment decisions (Q904072) (← links)
- Dominance of a class of Stein type estimators for optimal portfolio weights when the covariance matrix is unknown (Q2268394) (← links)
- Estimation of the optimal portfolio weights by shrinking the mean vector towards a linear subspace (Q5402494) (← links)