Browsing Mathematics (Faculty of) by Author "Bhowmick, Kaushiki"
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Inverse Problems in Portfolio Selection: Scenario Optimization Framework
Bhowmick, Kaushiki (University of Waterloo, 2011-10-27)A number of researchers have proposed several Bayesian methods for portfolio selection, which combine statistical information from financial time series with the prior beliefs of the portfolio manager, in an attempt to ...