A general approach to Bayesian portfolio optimization (Q1040692)
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scientific article; zbMATH DE number 5638454
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach to Bayesian portfolio optimization |
scientific article; zbMATH DE number 5638454 |
Statements
A general approach to Bayesian portfolio optimization (English)
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25 November 2009
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Gordin's condition
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Markov chain Monte Carlo
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stylized facts
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