Bayesian portfolio selection with multi-variate random variance models (Q819095)
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scientific article; zbMATH DE number 5014267
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian portfolio selection with multi-variate random variance models |
scientific article; zbMATH DE number 5014267 |
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Bayesian portfolio selection with multi-variate random variance models (English)
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22 March 2006
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portfolio optimization
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Bayesian inference
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decision analysis
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stochastic volatility
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dynamic programming
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