Bayesian inference of the multi-period optimal portfolio...

Journal of Multivariate Analysis 2020 / 01 Vol. 175

Bayesian inference of the multi-period optimal portfolio for an exponential utility

Bauder, David, Bodnar, Taras, Parolya, Nestor, Schmid, Wolfgang
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Volume:
175
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2019.104544
Date:
January, 2020
File:
PDF, 714 KB
english, 2020
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