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093017 (M10) Robust parameter learning in bayesian networks with missing data : Sebastiani P., Ramoni M., Statistical Research Paper N°9, Department of Actuarial Science and Statistics, City University, UK, 1997


Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
180 KB
Volume
20
Category
Article
ISSN
0167-6687

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An analysis is made of the effect on portfolio performance if assets are continually rebalanced to constant market value proportions, relative to the passive "buy and hold" strategy. The probability that one strategy outperforms the other is evaluated on the basis of a geometric diffusion model of m