"Bayesian inference of the multi-period optimal portfolio for an ..."

David Bauder et al. (2020)

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DOI: 10.1016/J.JMVA.2019.104544

access: closed

type: Journal Article

metadata version: 2023-08-28

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David Bauder, Taras Bodnar, Nestor Parolya, Wolfgang Schmid:
Bayesian inference of the multi-period optimal portfolio for an exponential utility. J. Multivar. Anal. 175 (2020)

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