- Title
- Optimal asset allocation with multivariate Bayesian dynamic linear models
- Creators
- Jared D FisherDavide PettenuzzoCarlos M Carvalho
- Publication Details
- The annals of applied statistics, Vol.14(1), pp.299-338
- Identifiers
- 9924037161801921
- Academic Unit
- Department of Economics; Brandeis International Business School
- Language
- English
- Resource Type
- Journal article
Journal article
Optimal asset allocation with multivariate Bayesian dynamic linear models
The annals of applied statistics, Vol.14(1), pp.299-338
03/01/2020
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