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Nicolle, Johann

  1. Bayesian learning for the Markowitz portfolio selection problem
    2018/11/16 by De Franco, Carmine, Nicolle, Johann, Pham, Huyên · 1 citation
    #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)