Bayesian Methods in Finance
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17

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Published By John Wiley & Sons, Inc.

9781119202141, 9780471920830

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Front Matter

Bayesian Methods in Finance ◽

10.1002/9781119202141.fmatter ◽

2015 ◽

pp. i-xix

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Multifactor Equity Risk Models

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch14 ◽

2015 ◽

pp. 280-297

Keyword(s):

Risk Models ◽

Equity Risk

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Introduction

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch1 ◽

2015 ◽

pp. 1-5

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The Black-Litterman Portfolio Selection Framework

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch8 ◽

2015 ◽

pp. 141-161

Keyword(s):

Portfolio Selection ◽

Selection Framework

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Prior and Posterior Information, Predictive Inference

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch3 ◽

2015 ◽

pp. 22-42

Keyword(s):

Predictive Inference

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The Bayesian Paradigm: Likelihood Function and Bayes' Theorem

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch2 ◽

2015 ◽

pp. 6-21 ◽

Cited By ~ 1

Keyword(s):

Likelihood Function ◽

Bayes Theorem ◽

Bayesian Paradigm

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References

Bayesian Methods in Finance ◽

10.1002/9781119202141.refs ◽

2015 ◽

pp. 298-309

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Bayesian Framework for Portfolio Allocation: The Mean-Variance Setting

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch6 ◽

2015 ◽

pp. 92-117

Keyword(s):

Bayesian Framework ◽

Portfolio Allocation ◽

The Mean ◽

Mean Variance

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Bayesian Linear Regression Model

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch4 ◽

2015 ◽

pp. 43-60

Keyword(s):

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Bayesian Linear Regression

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Market Efficiency and Return Predictability

Bayesian Methods in Finance ◽

10.1002/9781119202141.ch9 ◽

2015 ◽

pp. 162-184

Keyword(s):

Market Efficiency ◽

Return Predictability

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