Bayesian estimation of the efficient frontier (Q5242893)
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scientific article; zbMATH DE number 7128037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian estimation of the efficient frontier |
scientific article; zbMATH DE number 7128037 |
Statements
Bayesian estimation of the efficient frontier (English)
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7 November 2019
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Bayesian estimation
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credible set
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efficient frontier
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parameter uncertainty
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stochastic presentation, optimal portfolio weights
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