University Park
State College, PA 16802
United States
Pennsylvania State University, University Park
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Bayesian decision problem, multivariate skewness, parameter uncertainty, optimal portfolios, utility function maximization, resampling, resampled portfolios, estimation error, mean-variance portfolios, expected returns, Markowitz optimization
Bayesian decision problem, parameter uncertainty, optimal portfolios, utility function maximization, resampling
Hedge Funds, Smoothing, Performance Persistence, Bayesian Model
Hedge funds, return smoothing, performance persistence, Bayesian analysis, time-varying betas
derivative pricing, local volatility models, closed form solutions, asymptotics
Segmentation, Mixture Models, Hierarchical Bayes, Conjoint Analysis, Reversible Jump MCMC
Multinomial Logit, Conjoint Analysis, Data Quality, Finite Mixture Models
market liquidity, commonalities, Markov chain Monte Carlo
heterogeneity, mixture models, hierarchical Bayes, conjoint analysis, reversible jump MCMC, segmentation
Agent Based Models, heterogeneous agent macroeconomics
Bayesian multidimensional scaling, structural heterogeneity, preference heterogeneity, multidimensional unfolding model, multidimensional vector model, pharmaceutical marketing
heterogeneity, empirical utility functions, dynamic models, Bayesian analysis, conjoint analysis, unbiased dynamic estimates
preference analysis, dynamic models, bayesian analysis, sequential measurement
Cluster analysis, hierarchical Bayesian analysis, finite mixture models, consumer psychology
