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
下载链接
链接失效反馈官方服务：
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
