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
Pages
14
From page
977
To page
990
Keywords
Portfolio optimization , decision analysis , Stochastic Volatility , Dynamic Programming , Bayesian inference
Journal title
European Journal of Operational Research
Serial Year
2006
Journal title
European Journal of Operational Research
Record number
215919
Link To Document