Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility

18 May 2017

Papers citing "Bayesian Inference of the Multi-Period Optimal Portfolio for an Exponential Utility"

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Title
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting Taras Bodnar Solomiia Dmytriv Nestor Parolya W. Schmid 26 25 0 26 Oct 2017
Testing for Independence of Large Dimensional Vectors Taras Bodnar Holger Dette Nestor Parolya 31 36 0 13 Aug 2017