Open AccessIncorporating Economic Objectives into Bayesian Priors: Portfolio Choice Under Parameter Uncertainty
Author(s) -
Jun Tu,
Guofu Zhou
Publication year - 2008
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.968223
Subject(s) - prior probability , portfolio , bayesian probability , econometrics , economics , statistics , computer science , mathematics , actuarial science , financial economics
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