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

• Main Authors: Sarayut Nathapana, Varumpa Temaismithi, Pornchai Chunhachinda, Charlie Charoenwongc
• 其他作者: Mahidol University International College, Business Administration Division.
• 格式: Proceeding Book
• 語言: English
• 出版: 2015
• 主題: Estimation risk; Bayesian; Optimal portfolio
• 在線閱讀: https://repository.li.mahidol.ac.th/handle/123456789/40193

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