Jared Fisher

University of California, Berkeley

United States

SCHOLARLY PAPERS

2

DOWNLOADS

367

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models

Number of pages: 53 Posted: 18 Oct 2018
University of Texas at Austin - Red McCombs School of Business, University of California, Berkeley and Brandeis University - International Business School
Downloads 199 (166,997)
Citation 1

Abstract:

Loading...

Optimal Asset Allocation, Bayesian Econometrics, Dynamic Linear Models

2.

Monotonic Effects of Characteristics on Returns

Number of pages: 33 Posted: 01 Aug 2018 Last Revised: 08 Apr 2020
Jared Fisher, David Puelz and Carlos M. Carvalho
University of California, Berkeley, University of Chicago - Booth School of Business and University of Texas at Austin - Red McCombs School of Business
Downloads 168 (194,121)
Citation 3

Abstract:

Loading...

Cross Section of Returns, posterior summarization, Bayesian modeling