Bayesian Asset Allocation is a portfolio optimization framework that distinguishes itself by incorporating Bayesian inference to dynamically update asset return distributions and integrate prior beliefs with observed market data in the allocation process.
47
Publications
5.2K
Citations
76
Authors
69
Institutions
Publications per year
2017–2026
5
Parents
Publications
47
Robert F. Stambaugh · Journal of Financial Economics · 1999 · 1.7K citations · Full text
Portfolio Selection and Asset Pricing Models
Ľuboš Pástor · The Journal of Finance · 2000 · 592 citations
1–5 of 47
Authors
76
- PC
4
h-index
- RF
3
h-index
- FC
2
h-index
- JA
2
h-index
- TS
2
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1–5 of 76
Institutions
69
National Bureau of Economic Research
Cambridge, United States
4 h-index
5 publications
1.9K citations
Maastricht University
Maastricht, The Netherlands
4 h-index
7 publications
196 citations
University of Pennsylvania
Philadelphia, United States
4 h-index
5 publications
2.4K citations
University of Chicago
Chicago, United States
3 h-index
3 publications
807 citations
New York University
New York, United States
2 h-index
2 publications
338 citations
University of Manchester
Manchester, United Kingdom
2 h-index
4 publications
92 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
2 h-index
4 publications
127 citations
University of Lausanne
Lausanne, Switzerland
2 h-index
4 publications
252 citations
1–8 of 69
Venues
- SSRN Electronic Journal
Repository · 8 publications · 396 citations
8
h-index
- The Journal of Finance
4 publications · 1.8K citations
4
h-index
- Journal of Business and Economic Statistics
JBES · 3 publications · 97 citations
3
h-index
- The Journal of Portfolio Management
JPM · 2 publications · 49 citations
2
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- Quantitative Finance
2 publications · 80 citations
2
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1–5