Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Optimal asset allocation with multivariate Bayesian dynamic linear models - MaRDI portal

Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Optimal asset allocation with multivariate Bayesian dynamic linear models
scientific article

    Statements

    title
    Optimal asset allocation with multivariate Bayesian dynamic linear models (English)
    0 references
    author
    Jared D. Fisher
    0 references
    Davide Pettenuzzo
    0 references
    publication date
    13 May 2020
    0 references
    zbMATH Keywords
    asset allocation
    0 references
    multivariate Bayesian dynamic linear model
    0 references
    describes a project that uses
    bvarsv
    0 references
    rSGDLM
    0 references

    Identifiers

    DOI
    10.1214/19-AOAS1303
    0 references
    Mathematics Subject Classification ID
    62P20
    0 references
    62H12
    0 references
    62M20
    0 references
    zbMATH DE Number
    7200173
    0 references
    OpenAlex ID
    W2907590904
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2179969&oldid=37122423"
    Powered by MediaWiki