Bayesian meanâvariance analysis: optimal portfolio selection under parameter uncertainty
Bauder, David, Bodnar, Taras, Parolya, Nestor, Schmid, WolfgangJournal:
Quantitative Finance
DOI:
10.1080/14697688.2020.1748214
Date:
May, 2020
File:
PDF, 4.23 MB
2020