Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.

Suggested Citation

Sarayut Nathapana, Varumpa Temaismithi, Pornchai Chunhachinda, Charlie Charoenwongc (2008). Shrinkage Bayesian portfolio incorporating factor model in optimal portfolio selection: an empirical study.. Retrieved from: https://repository.li.mahidol.ac.th/handle/123456789/40193

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