Pages that link to "Item:Q2241542"
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The following pages link to Bayesian filtering for multi-period mean-variance portfolio selection (Q2241542):
Displaying 3 items.
- Bayesian inference of the multi-period optimal portfolio for an exponential utility (Q2293380) (← links)
- BAYESIAN INTERPRETATION OF CONTINUOUS-TIME UNIVERSAL PORTFOLIOS(Special Issue on Theory, Methodology and Applications in Financial Engneering) (Q4803737) (← links)
- Bayesian Estimation and Optimization for Learning Sequential Regularized Portfolios (Q5886361) (← links)