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

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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
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      – Type: doi
        Value: 10.1007/s42519-021-00175-2
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      – Code: eng
        Text: English
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        PageCount: 16
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      – TitleFull: Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection.
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            NameFull: Sikaria, Shubhangi
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            NameFull: Sen, Rituparna
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            NameFull: Upadhye, Neelesh S.
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              Text: Jun2021
              Type: published
              Y: 2021
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