Bayesian Estimation of Capital Asset Pricing Models with Many Assets
Language: en
Pages: 21

Bayesian Estimation of Capital Asset Pricing Models with Many Assets

Authors: Michael Smith
Categories:
Type: BOOK - Published: 1999 - Publisher:

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Bayesian Estimation of Capital Asset Pricing Models with Many Assets
Language: en
Pages:

Bayesian Estimation of Capital Asset Pricing Models with Many Assets

Authors: Michael S. Smith
Categories:
Type: BOOK - Published: 1999 - Publisher:

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A Bayesian Approach to the Estimation of the Capital Asset Pricing Model
Language: en
Pages: 206

A Bayesian Approach to the Estimation of the Capital Asset Pricing Model

Authors: Kok Phun Yap
Categories: Bayesian statistical decision theory
Type: BOOK - Published: 1993 - Publisher:

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Multi-moment Asset Allocation and Pricing Models
Language: en
Pages: 258

Multi-moment Asset Allocation and Pricing Models

Authors: Emmanuel Jurczenko
Categories: Business & Economics
Type: BOOK - Published: 2006-10-02 - Publisher: John Wiley & Sons

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While mainstream financial theories and applications assume that asset returns are normally distributed and individual preferences are quadratic, the overwhelmi
Bayesian Estimation of Dynamic Asset Pricing Models with Informative Observations
Language: en
Pages: 55

Bayesian Estimation of Dynamic Asset Pricing Models with Informative Observations

Authors: Andras Fulop
Categories:
Type: BOOK - Published: 2018 - Publisher:

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In dynamic asset pricing models, when the model structure becomes complex and derivatives data are introduced in estimation, traditional Bayesian MCMC methods c