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  • Bayesian Methods in Finance (Frank J. Fabozzi Series) by Rachev, Svetlozar T.

    • Item No : 387282037548
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    • Preface. About the Authors. Chapter 1. Introduction. Chapter 2. The Bayesian Paradigm. Chapter 3. Prior and Posterior Information, Predicative Inference. Chapter 4. Bayesian Linear Regression Model. Chapter 5. Bayesian Numerical Computation. Chapter 6. Bayesian Framework for Portfolio Allocation. Chapter 7. Prior Beliefs and Asset Pricing Models. Chapter 8. The Black-Litterman Portfolio Selection Framework. Chapter 9. Market Efficiency and return Predictability. Chapter 10. Volatility Models. Chapter 11. Bayesian Estimation of ARCH-Type Volatility Models. Chapter 12. Bayesian Estimation of Stochastic Volatility Models. Chapter 13. Advanced Techniques for Bayesian Portfolio Selection. Chapter 14. Multifactor Equity Risk Models. References. Index.
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