UID:
almafu_9959327067502883
Format:
1 online resource (xviii, 329 pages) :
,
illustrations, charts
ISBN:
9781119202141
,
1119202140
,
9780470249246
,
0470249242
,
1281217263
,
9781281217264
Series Statement:
Frank J. Fabozzi series
Content:
Provides an overview of the theory and practice of Bayesian methods in finance. This book explains and illustrates the foundations of the Bayesian methodology and provides a unified examination of the use of the Bayesian theory and practice to analyze and evaluate asset management.
Note:
The Bayesian paradigm -- Prior and posterior information, predictive inference -- Bayesian linear regression model -- Bayesian numerical computation -- Bayesian framework for portfolio allocation -- Prior beliefs and asset pricing models -- The Black-Litterman portfolio selection framework -- Market efficiency and return predictability -- Volatility models -- Bayesian estimation of ARCH-type volatility models -- Bayesian estimation of stochastic volatility models -- Advanced techniques for Bayesian portfolio selection -- Multifactor equity risk models.
Additional Edition:
Print version: Bayesian methods in finance. Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], ©2008 ISBN 0471920835
Additional Edition:
ISBN 9780471920830
Language:
English
Keywords:
Electronic books.
;
Electronic books.
;
Electronic books.
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202141
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202141
URL:
https://onlinelibrary.wiley.com/doi/book/10.1002/9781119202141
