View in EDS HTML Full Text PDF Full Text

Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection.

Saved in:
Bibliographic Details
Title: Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection.
Authors: Sikaria, Shubhangi1 (AUTHOR), Sen, Rituparna2 (AUTHOR) ritupar.sen@gmail.com, Upadhye, Neelesh S.1 (AUTHOR)
Source: Journal of Statistical Theory & Practice. Jun2021, Vol. 15 Issue 2, p1-16. 16p.
Database: Mathematics Source
Full text is not displayed to guests.
Description
ISSN:15598608
DOI:10.1007/s42519-021-00175-2