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08/09/2021
Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution
Harvey et al. (2010) extended the Bayesian estimation method by Sahu et ...
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03/10/2021
A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data
Managing a large-scale portfolio with many assets is one of the most cha...
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01/14/2020
