The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
type: Item
instance of: scholarly article
title: The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
zbMATH Open document ID: 0393.62003
DOI: 10.1080/03610917808812081
author: Stephen J. Brown
publication date: 1978-01-01T00:00:00Z
Mathematics Subject Classification ID: 62C10
zbMATH DE Number: 3610593
zbMATH Keywords: Security Returns
zbMATH Keywords: Comparison
zbMATH Keywords: Diffuse Prior
zbMATH Keywords: Optimal Bayes Fortfolios
zbMATH Keywords: Portfolio Choice Problem
zbMATH Keywords: Risk Function
zbMATH Keywords: Certainty Equivalence
zbMATH Keywords: Single Risky Asset
zbMATH Keywords: Predictive Distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610917808812081
OpenAlex ID: W2051769598
cites work: Q5531577
published in: Communications in Statistics. Simulation and Computation
description: scientific article; zbMATH DE number 3610593