Estimation risk and optimal portfolio choice

Estimation risk and optimal portfolio choice

Saved in:

Bibliographic Details
Main Author:	Bawa, Vijay S
Other Authors:	Brown, Stephen J., Klein, Roger W.
Format:	Unknown
Published:	Amsterdam North-Holland Pub. Co. c1979
Series:	Studies in Bayesian econometrics v. 3
Subjects:	Bayesian statistical decision theory Investments Capital market Risk
Online Access:	Click Here to View Status and Holdings.
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Portfolio analysis a book of readings
Published: (1974)

The Bayesian choice from decision-theoretic foundations to computational implementation
by: Robert, Christian P. 1961-
Published: (2007)

The valuation of Shares and the efficient-markets theory
by: Firth, Michael Arthur
Published: (1977)

Investing in securities an efficient markets approach
by: Tinic, Seha M. 1941-
Published: (1979)

Bayesian spectrum analysis and parameter estimation
by: Bretthorst, G. Larry
Published: (1988)

Self-correcting problems in investment management
by: Jenkins, James W
Published: (1974)

Introduction to Bayesian statistics
by: Bolstad, William M. 1943-
Published: (2007)

Bayesian methods for data analysis
by: Carlin, Bradley P.
Published: (2009)

Bayes and empirical bayes method for data analysis
by: Carlin, Bradley P.
Published: (2002)

Bayesian data analysis
Published: (2004)

A Student's Guide to BAYESIAN STATISTICS
by: Lambert, Ben
Published: (2018)

Bayesian statistical inference
by: Iversen, Gudmund R
Published: (1984)

Bayesian ideas and data analysis an introduction for scientists and statisticians
Published: (2011)

Bayesian theory
by: Bernardo, Jose M
Published: (1994)

Statistics a Bayesian perspective
by: Berry, Donald A
Published: (1996)

Bayesian statistical modelling
by: Congdon, Peter
Published: (2001)

Bayesian statistics principles, models, and applications
by: Press, S. James
Published: (1989)

Subjective and objective Bayesian statistics principles, models, and applications
by: Press, S. James
Published: (2003)

Investment incentives and disincentives and the international investment process
Published: (1983)

Mathematical methods in investment and finance. ditors: Giorgio P. Szego and Karl Shell
Published: (1972)

Statistical design theory and Bayesian analysis
by: Berger, James O
Published: (1985)

Modelling operational risk using bayesian inference
by: Shevchenko, Pave V.
Published: (2011)

Bayesian process monitoring, control and optimization
Published: (2007)

Bayesian parametric inference
by: Bansal, Ashok K.
Published: (2007)

AN INTRODUCTION TO MODERN BAYESIAN ECONOMETRICS
by: Lancaster, Tony 1983-
Published: (2004)

An introduction to Bayesian inference in econometrics
by: Zellner, Arnold
Published: (1971)

Studies in Bayesian econometrics and statistics in honor of Leonard J. Savage
Published: (1977)

Bayesian statistics 7 proceedings of the Seventh Valencia International Meeting, June 2-6, 2002
Published: (2003)

Biostatistics a Bayesian introduction
by: Woodworth, George G. 1940-
Published: (2004)

Applied Bayesian modelling
by: Congdon, P
Published: (2003)

Bayesian nonparametrics
by: Ghosh, J. K
Published: (2003)

Contemporary Bayesian and frequentist statistical research methods for natural resource scientists
by: Stauffer, Howard B. 1941-
Published: (2008)

Tools for statistical inference methods for the exploration of posterior distributions and likelihood functions
by: Tanner, Martin A
Published: (1993)

Principles of uncertainty
by: Kadane, Joseph B.
Published: (2011)

Bayesian risk management a guide to model risk and sequential learning in financial markets
by: Sekerke, Matt
Published: (2015)

Lunar effects on ten emerging countries stock return Investigation before and during financial crisis (2004 - 2010)
by: Nur Liyana Mohamed Yousop
Published: (2011)

Bayesian bounds for parameter estimation and nonlinear filtering [and] tracking
Published: (2007)

Bayesian missing data problems EM, data augmentation, and noniterative computation
by: Tan, Ming T.
Published: (2010)

Pragmatics of Uncertainty
by: Kadane, Joseph B.
Published: (2017)

Applied bayesian hierarchical methods
by: Congdon, Peter D.
Published: (2010)