Browsing FGV EPGE - Escola Brasileira de Economia e Finanças by Subject "Teoria bayesiana de decisão estatística"
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Análise de portfólio: uma perspectiva bayesiana
2016-06-03This work has the objective to address the problem of asset allocation (portfolio analysis) under a Bayesian perspective. For this it was necessary to review all the theoretical analysis of the classical mean-variance model ...


