Bayesian Portfolio Analysis is a portfolio optimization framework that employs Bayesian inference to update asset return distributions and risk estimates by integrating prior beliefs with observed market data, thereby enabling adaptive decision-making under uncertainty.
92
Publications
7.7K
Citations
137
Authors
99
Institutions
Publications per year
2017–2026
13
Parents
Publications
92
Portfolio Selection and Asset Pricing Models
Ľuboš Pástor · The Journal of Finance · 2000 · 592 citations
1–5 of 92
Authors
137
- GZ
7
h-index
- TB
4
h-index
- PC
4
h-index
- JT
4
h-index
- UH
4
h-index
1–5 of 137
Institutions
99
Duke University
Durham, United States
7 h-index
7 publications
691 citations
University of Chicago
Chicago, United States
6 h-index
7 publications
954 citations
Washington University in St. Louis
St Louis, United States
6 h-index
7 publications
338 citations
National Bureau of Economic Research
Cambridge, United States
5 h-index
6 publications
280 citations
Erasmus University Rotterdam
Rotterdam, The Netherlands
4 h-index
6 publications
222 citations
Maastricht University
Maastricht, The Netherlands
4 h-index
9 publications
333 citations
University of Pennsylvania
Philadelphia, United States
4 h-index
5 publications
830 citations
Stockholm University
Stockholm, Sweden
4 h-index
7 publications
272 citations
1–8 of 99
Venues
- SSRN Electronic Journal
Repository · 14 publications · 691 citations
13
h-index
- The Journal of Finance
6 publications · 2K citations
6
h-index
- Journal of Business and Economic Statistics
JBES · 5 publications · 672 citations
5
h-index
- Journal of Banking & Finance
5 publications · 385 citations
5
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 4 publications · 1.2K citations
4
h-index
1–5