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Uberti, P., Elena De Giuli, M., Tarantola, C. (2007). Optimal Clustering in Bayesian Capital Asset Pricing Model. In Book of Abstracts of the 22nd European Conference on Operational Research (Euro XXIII) (pp.182-182).

Optimal Clustering in Bayesian Capital Asset Pricing Model

Pierpaolo Uberti;
2007
paper
Capital Asset Pricing Model, Markov Chain Monte Carlo, outlier identifi- cation, product partition models, score function
English
EURO 2007 - 22nd European Conference on Operational Research -
2007
Book of Abstracts of the 22nd European Conference on Operational Research (Euro XXIII)
2007
182
182
TE-16
https://www.euro-online.org/media_site/reports/EURO22_AB.pdf
none
Uberti, P., Elena De Giuli, M., Tarantola, C. (2007). Optimal Clustering in Bayesian Capital Asset Pricing Model. In Book of Abstracts of the 22nd European Conference on Operational Research (Euro XXIII) (pp.182-182).
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/394617
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