Latent Variable Estimation in Bayesian Black-Litterman Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lin, Thomas Y. L., Hu, Jerry Yao-Chieh, Chiou, Paul W., Lin, Peter
Format:	Preprint
Published:	2025
Subjects:	Portfolio Management Machine Learning Econometrics Methodology
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2505.02185