✦ LIBER ✦

Bayesian Dynamic Factor Models and Portfolio Allocation

✍ Scribed by Omar Aguilar and Mike West

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Property portfolio allocation: A multi‐f

✍ Blundell, G.F.; Ward, C.W.R. 📂 Article 📅 1987 🏛 Informa UK (Taylor & Francis) 🌐 English ⚖ 722 KB

Forecasting in dynamic factor models usi

✍ Gary Koop; Simon Potter 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 116 KB

Dynamic Models of Energy Allocation and

✍ Perrin, Nicolas; Sibly, Richard M. 📂 Article 📅 1993 🏛 Annual Reviews 🌐 English ⚖ 960 KB

Objectivist misinterpretations of Bayesi

✍ Phillips, Herbert E. 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 635 KB

Dynamic portfolio optimization under mul

✍ Chen, Zhiping; Song, Zhenxia 📂 Article 📅 2012 🏛 Springer 🌐 German ⚖ 326 KB

A Bayesian Approach To Testing for Marko

✍ Chang-Jin Kim; Charles R. Nelson 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 243 KB