Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Max Speck"'
Publikováno v:
Mathematics, Vol 12, Iss 11, p 1611 (2024)
This paper develops a methodology to accommodate uncertainty in a GARCH model with the goal of improving portfolio decisions via Bayesian learning. Given the abundant evidence of uncertainty in estimating expected returns, we focus our analyses on th
Externí odkaz:
https://doaj.org/article/104ac398bb2b4290bb2d53b8a966c767
