Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970–1996

By Nicholas G. Polson, B. V. Tew. 2000

95 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/1a96e57bae724acfee06b7ff80cb02a32e4553bb

Citations in the corpus

• Portfolio selection with higher moments (2010, unknown): “Polson and Tew (2000) argue for the use of posterior predictive moments instead of point estimates for mean and variance of an assumed sampling model.”