Portfolio selection for individual passive investing

DOI10.1002/ASMB.2483WikidataQ127240638 ScholiaQ127240638MaRDI QIDQ6576824

Carlos M. Carvalho, P. Richard Hahn, David W. Puelz

Publication date: 23 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

decision theorymodel selectionportfolio selectionBayesian methods

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Title not available (Why is that?)
• Variable selection in seemingly unrelated regressions with random predictors
• Dynamic financial index models: modeling conditional dependencies via graphs
• Dynamic dependence networks: Financial time series forecasting and portfolio decisions
• AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
• Decoupling Shrinkage and Selection in Bayesian Linear Models: A Posterior Summary Perspective
• Optimal portfolio choice and stochastic volatility
• Dynamic matrix-variate graphical models

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