Bayesian Performance Evaluation
收藏NBER1999-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w7069
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资源简介：
This paper proposes a Bayesian method of performance evaluation for investment managers. We begin with a flexible set of prior beliefs that can be elicited without any reference to probability distributions or their parameters. We then combine these prior beliefs with a general multi-factor model
提供机构：
美国国家经济研究局
创建时间：
1999-04-01
