Taras Bodnar, M. Lindholm, Vilhelm Niklasson, Erik Thorsén
{"title":"Bayesian portfolio selection using VaR and CVaR","authors":"Taras Bodnar, M. Lindholm, Vilhelm Niklasson, Erik Thorsén","doi":"10.1016/j.amc.2022.127120","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":7991,"journal":{"name":"Appl. Math. Comput.","volume":"147 1","pages":"127120"},"PeriodicalIF":0.0000,"publicationDate":"2022-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"6","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Appl. Math. Comput.","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1016/j.amc.2022.127120","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}