Bayesian performance evaluation - Baks, Klaas; Metrick, Andrew; Wachter, Jessica (National Bureau of Economic Research, 1999)
Keywords: Analyse financière - Méthodes statistiques; Gestion de portefeuille - Méthodes statistiques; Statistique bayésienne; Bayesian statistical decision theory; Investment analysis -- Statistical methods; Portfolio management -- Statistical methods; Bayes-Entscheidungstheorie