Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.

Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.

Midwest Finance Research Conference. Texas, USA. February 26 - March 2, 2008

Saved in:
Bibliographic Details
Main Authors: Sarayut Nathapana, Varumpa Temaismithi, Pornchai Chunhachinda, Charlie Charoenwongc
Other Authors: Mahidol University International College, Business Administration Division.
Format: Proceeding Book
Language:English
Published: 2015
Subjects:
Estimation risk
Bayesian
Optimal portfolio
Online Access:https://repository.li.mahidol.ac.th/handle/123456789/40193
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Mahidol University
Language: English

Internet

https://repository.li.mahidol.ac.th/handle/123456789/40193

Similar Items