Bayesian inference of the multi-period optimal portfolio for an exponential utility
| Autor: | Bauder, David, Bodnar, Taras, Parolya, Nestor, Schmid, Wolfgang |
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| Zdroj: | In Journal of Multivariate Analysis January 2020 175 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect