Constructing Bayesian tangency portfolios under short-selling restrictions
Authors:
- Olha BodnarOBOlha Bodnar
- Taras BodnarTBTaras Bodnar
- Vilhelm NiklassonVNVilhelm Niklasson
Open Access
- 1 February 2024
- journal article
- research article
- Published by Elsevier in Finance Research Letters
- Vol. 62
Abstract
No abstract availableKeywords
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