A Bayesian learning model of hedge fund performance
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Publication:6491672
DOI10.1007/S10479-023-05667-XMaRDI QIDQ6491672
Unnamed Author, Emmanuel C. Mamatzakis, Mike G. Tsionas
Publication date: 24 April 2024
Published in: Annals of Operations Research (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)
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