Hierarchical Bayes methods for multifactor model estimation and portfolio selection (Q2784082)
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scientific article; zbMATH DE number 1731091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hierarchical Bayes methods for multifactor model estimation and portfolio selection |
scientific article; zbMATH DE number 1731091 |
Statements
5 December 2002
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beta
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estimation risk
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Markov chain Monte Carlo
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sensitivity
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shrinkage
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Hierarchical Bayes methods for multifactor model estimation and portfolio selection (English)
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