Johann Nicolle

OSSIAM

80 Avenue de la Grande Armée

Paris, 75017

France

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Scholarly Papers (1)

1.

Dealing with Drift Uncertainty: A Bayesian Learning Approach

Number of pages: 19 Posted: 10 Dec 2018
Carmine De Franco, Johann Nicolle and Huyên Pham
OSSIAM, OSSIAM and Université Paris VII Denis Diderot
Downloads 108 (250,146)

Abstract:

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Bayesian learning, optimal portfolio, Markowitz problem, portfolio selection