Open AccessBayesian Optimal Portfolio Selection in the MSF-SBEKK Model
Author(s) -
Anna Pajor
Publication year - 2011
Publication title -
dynamic econometric models
Language(s) - English
Resource type - Journals
eISSN - 2450-7067
pISSN - 1234-3862
DOI - 10.12775/dem.2011.003
Subject(s) - bivariate analysis , portfolio , context (archaeology) , portfolio optimization , econometrics , model selection , multivariate statistics , selection (genetic algorithm) , bayesian probability , scalar (mathematics) , computer science , mathematics , mathematical optimization , statistics , economics , machine learning , finance , paleontology , biology , geometry
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