A general approach to Bayesian portfolio optimization
Publication date
2008-11-07
Document type
Forschungsartikel
Author
Organisational unit
University of Cologne
Scopus ID
Publisher
Springer
Series or journal
Mathematical Methods of Operations Research
ISSN
Periodical volume
70
Periodical issue
2
First page
337
Last page
356
Part of the university bibliography
Nein
Language
English
Keyword
Bayesian portfolio optimization
Gordin's condition
Markov chain Monte Carlo
Stylized facts
Version
Published version
Access right on openHSU
Metadata only access