"Bayesian portfolio selection with multi-variate random variance models."

Refik Soyer, Kadir Tanyeri (2006)

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DOI: 10.1016/J.EJOR.2005.01.012

access: closed

type: Journal Article

metadata version: 2020-02-21

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Refik Soyer, Kadir Tanyeri:
Bayesian portfolio selection with multi-variate random variance models. Eur. J. Oper. Res. 171(3): 977-990 (2006)

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