SMEAL WIKI

BAYES VS. RESAMPLING: A REMATCH

Campbell R. Harvey, John Liechty, Merrill W. Liechty
Year2008
Venue
Typearticle
Citations38
DOI(no DOI)
OpenAlexW1507168176

Topics

Risk and Portfolio OptimizationResamplingBayes' theoremBayesian probabilityPortfolioComputer science