Does a Bayesian approach generated robust forecasts? Evidence from applications in portfolio investment decisions

Tsai, Chih-Ling, Wang, Hansheng, Zhu, Ning . Annals of the Institute of Statistical Mathematics 2010. 62 (1) :109-116

Locate this article in:

Bibtex

@article{CIS-242918,
  Author = {Tsai, Chih-Ling and Wang, Hansheng and Zhu, Ning},
  Title = {Does a Bayesian approach generated robust forecasts? Evidence from applications in portfolio investment decisions},
  Journal = {Annals of the Institute of Statistical Mathematics},
  Volume = {62},
  Number = {1},
  Year = {2010},
  Pages = {109--116},
  Keywords = {Model selection, BIC, financial markets, Model averaging, Model mixing, Special issue in honor of Dr. Hirotugu Akaike, stock predictability}
}

Similar articles