Resampled Frontiers versus Diffuse Bayes: An Experiment

By D. B. Cashion. 2004

54 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d89ed66ce5992ca349d96bf2618001e04ea08c9f

Citations in the corpus

• Portfolio selection with higher moments (2010, unknown): “…the decision that maximizes expected utility, versus a rule that plugs in the Bayes estimate for the weights or the parameters in the sampling distribution. zIn a related study, Markowitz and Usmen (2003) take a similar approach to ours for comparing Bayesian methods to Michaud’s (1998) approach.”