Bayesian Portfolio Analysis

By Doron Avramov, Guofu Zhou. 2010

131 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/cb465fcc7293760e74fe49e020cc9653d33f27a6

How researchers see this paper

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In Finance

1. Frank Xing
2. Roy E. Welsch
3. Erik Cambria

Citations in the corpus

• Natural language based financial forecasting: a survey (2017, methodology): “More probabilistic modeling of how the rebalance actions can be taken will result in more complicated (hence more general) portfolio representations, such as Bayesian Portfolio Analysis [3] and Stochastic Portfolio Theory [100].”