"Bayesian estimation of the global minimum variance portfolio."

Taras Bodnar, Stepan Mazur, Yarema Okhrin (2017)

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DOI: 10.1016/J.EJOR.2016.05.044

access: closed

type: Journal Article

metadata version: 2020-02-21

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Taras Bodnar, Stepan Mazur, Yarema Okhrin:
Bayesian estimation of the global minimum variance portfolio. Eur. J. Oper. Res. 256(1): 292-307 (2017)

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