Hierarchical Bayes Methods for Multifactor Model Estimation and Portfolio Selection

DOI10.1287/mnsc.44.11.S111zbMath0999.91042OpenAlexW2136303811MaRDI QIDQ2784082

Martin R. Young, Peter J. Lenk

Publication date: 5 December 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.44.11.s111

zbMATH Keywords

sensitivityMarkov chain Monte Carloshrinkagebetaestimation risk

Mathematics Subject Classification ID

Related Items (2)

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