Explicit coupling of informative prior and likelihood...

Explicit coupling of informative prior and likelihood functions in a Bayesian multivariate framework and application to a new non-orthogonal formulation of the Black–Litterman model

Ogliaro, François, Rice, Robert K, Becker, Stewart, de Carvalho, Raul Leote
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Volume:
13
Language:
english
Journal:
Journal of Asset Management
DOI:
10.1057/jam.2011.19
Date:
April, 2012
File:
PDF, 263 KB
english, 2012
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