A general approach to Bayesian portfolio optimization
type: Item
instance of: scholarly article
title: A general approach to Bayesian portfolio optimization
zbMATH Open document ID: 1175.62111
author: Alexander Bade
author: Gabriel Frahm
author: Uwe Jaekel
published in: Mathematical Methods of Operations Research
publication date: 2009-11-25T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/44948
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5638454
zbMATH Keywords: Gordin's condition
zbMATH Keywords: Markov chain Monte Carlo
zbMATH Keywords: stylized facts
MaRDI profile type: Publication
OpenAlex ID: W3122317977
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DOI: 10.1007/S00186-008-0271-4
description: scientific article; zbMATH DE number 5638454