Constructing Bayesian tangency portfolios under short-selling restrictions
Autor: | Bodnar, Olha, Bodnar, Taras, Niklasson, Vilhelm |
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Zdroj: | In Finance Research Letters April 2024 62 Part A |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Bodnar, Olha, Bodnar, Taras, Niklasson, Vilhelm |
---|---|
Zdroj: | In Finance Research Letters April 2024 62 Part A |
Databáze: | ScienceDirect |
Externí odkaz: |