Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty (Q90173)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian mean–variance analysis: optimal portfolio selection under parameter uncertainty |
scientific article |
Statements
21
0 references
2
0 references
221-242
0 references
13 May 2020
0 references