A Bayesian information criterion for portfolio selection (Q429627)
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scientific article; zbMATH DE number 6048218
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Bayesian information criterion for portfolio selection |
scientific article; zbMATH DE number 6048218 |
Statements
A Bayesian information criterion for portfolio selection (English)
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20 June 2012
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Bayesian information criterion
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minimal variance portfolio
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portfolio selection
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risk diversification
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selection consistency
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