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Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches

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  • Ulf Herold
  • Raimond Maurer
Abstract
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Suggested Citation

  • Ulf Herold & Raimond Maurer, 2006. "Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches," Working Paper Series: Finance and Accounting 94, Department of Finance, Goethe University Frankfurt am Main.
    • Handle: RePEc:fra:franaf:94
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    File URL: http://www.finance.uni-frankfurt.de/wp/1225.pdf
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    Cited by:

    1. Damian Kisiel & Denise Gorse, 2021. "A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection," Papers 2111.05935, arXiv.org.

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