Title of article
Portfolio selection using hierarchical Bayesian analysis and MCMC methods
Author/Authors
Alex Greyserman، نويسنده , , Douglas H. Jones، نويسنده , , William E. Strawderman، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
10
From page
669
To page
678
Keywords
Hierarchical Bayes , portfolio theory , Monte Carlo Markov Chain , Gibbs sampling
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193840
Link To Document