Sparse portfolio selection via Bayesian multiple testing (Q2061782)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sparse portfolio selection via Bayesian multiple testing |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sparse portfolio selection via Bayesian multiple testing |
scientific article |
Statements
Sparse portfolio selection via Bayesian multiple testing (English)
0 references
21 December 2021
0 references
CAPM
0 references
discrete mixture prior
0 references
hierarchical Bayes
0 references
oracle
0 references
factor model
0 references
0 references
