Bayesian portfolio selection: An empirical analysis of the sandp 500 index 1970–1996

Journal of Business and Economic Statistics

Volumn 18, Issue 2, 2000, Pages 164-173

  Polson, Nicholas Q ^a   Tew, Bernard V ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b Signal Solutions   (United States)

Author keywords

Asset allocation; Hierarchical models; Market efficiency; SandP 500 index; Volatility

Indexed keywords

EID: 0034394216     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.2000.10524859     Document Type: Article

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