Bayesian estimation of risk premia in an APT context

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Bibliographische Detailangaben
Veröffentlicht in:	Knight, John Linear factor models in finance
1. Verfasser:	Darsinos, Theofanis (VerfasserIn)
Weitere Verfasser:	Satchell, Stephen (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2005
Schlagworte:	Bayes-Statistik > Risikoprämie > Arbitrage Pricing > Theorie > Aufsatz im Buch
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