Jared Fisher

University of California, Berkeley

United States

SCHOLARLY PAPERS

2

DOWNLOADS

265

SSRN CITATIONS

0

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 139 (212,622)

Abstract:

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Optimal Asset Allocation, Bayesian Econometrics, Dynamic Linear Models

2.

Monotonic Effects of Characteristics on Returns

Number of pages: 27 Posted: 01 Aug 2018 Last Revised: 13 Jun 2019
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 126 (228,303)
Citation 2

Abstract:

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Cross Section of Returns, posterior summarization, Bayesian modeling, Bayesian econometrics