Title of article :
Bayesian portfolio selection with multi-variate random variance models
Author/Authors :
Refik Soyer، نويسنده , , Kadir Tanyeri، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Keywords :
Portfolio optimization , decision analysis , Stochastic Volatility , Dynamic Programming , Bayesian inference
Journal title :
European Journal of Operational Research
Journal title :
European Journal of Operational Research
