Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection

Shubhangi Sikaria, Rituparna Sen, N. S. Upadhye

Type: Article

Publication Date: 2021-03-11

Citations: 1

DOI: https://doi.org/10.1007/s42519-021-00175-2

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Journal of Statistical Theory and Practice - View
arXiv (Cornell University) - View - PDF

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