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Advances in Applied Mathematics

Volumn 7, Issue 2, 1986, Pages 170-181

Empirical Bayes stock market portfolios

(2) Cover, Thomas M a Gluss, David H a

a STANFORD UNIVERSITY (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008241596 PISSN: 01968858 EISSN: 10902074 Source Type: Journal
DOI: 10.1016/0196-8858(86)90029-1 Document Type: Article

Times cited : (61)

References (16)

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2
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- Asymptotically subminimax solutions of compound statistical decision problems
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- (1951) Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability
- Robbins¹

3
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- H. Robbins, An empirical Bayes approach to statistics, in “Proceedings of the Third Berkeley Symposium on Mathematical Statistics and Probability,” Vol. 1, pp. 157–164, Univ. of California Press, Berkeley.

4
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- Asymptotic solutions of the compound decision problem
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- Hannan¹ Robbins²

5
- 0013371249
- Controlled random walks
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- Blackwell¹

6
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- An analog of the minimax theorem for vector payoffs
- (1956) Pacific Journal of Mathematics , vol.6 , pp. 1-8
- Blackwell¹

7
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- General proof that diversification pays
- (1967) The Journal of Financial and Quantitative Analysis , vol.2 , pp. 1-13
- Samuelson¹

8
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- A characterization of optimal multiperiod portfolio policies
- Elton, Gruber, TIMS Studies in the Management Sciences, North-Holland, Amsterdam, New York/Oxford
- (1979) Portfolio Theory, 25 Years After: Essays in Honor of Harry Markowitz , vol.11 , pp. 169-177
- Hakansson¹

9
- 0003626859
- North-Holland/American Elsevier
- (1974) Essays in the Theory of Risk Bearing
- Arrow¹

10
- 84995186518
- Portfolio selection
- (1952) J. Finan. , vol.8 , Issue.1 , pp. 77-91
- Markowitz¹

11
- 0000792387
- Optimal multiperiod portfolio policies
- (1968) The Journal of Business , vol.41 , pp. 215-229
- Mossin¹

12
- 0001217228
- A simplified model for portfolio analysis
- (1963) Management Science , vol.9 , pp. 277-293
- Sharpe¹

13
- 3242865938
- Portfolio choice and the Kelly criterion
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- Thorp¹

14
- 0001450283
- Competitive optimality of logarithmic investment
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- Bell¹ Cover²

15
- 0021393382
- An algorithm for maximizing expected log investment return
- (1984) IEEE Transactions on Information Theory , vol.30 IT , Issue.2 , pp. 369-373
- Cover¹

16
- 0040955012
- Optimal strategies for repeated games
- (1981) Advances in Applied Probability , vol.13 , pp. 415-428
- Finkelstein¹ Whitley²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.