Bayesian Inference and Portfolio Efficiency
收藏NBER1993-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0134
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资源简介：
A Bayesian approach is used to investigate a sample's information about a portfolio's degree of inefficiency. With standard diffuse priors, posterior distributions for measures of portfolio inefficiency can concentrate well away from values consistent with efficiency, even when the portfolio is
提供机构：
美国国家经济研究局
创建时间：
1993-05-01
