Peter Mueller

The University of Texas M. D. Anderson Cancer Center

Professor

Houston, TX 77030

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 11,454

SSRN RANKINGS

Top 11,454

in Total Papers Downloads

4,084

CITATIONS
Rank 14,257

SSRN RANKINGS

Top 14,257

in Total Papers Citations

51

Scholarly Papers (2)

1.

Portfolio Selection with Higher Moments

Number of pages: 50 Posted: 29 Dec 2004 Last Revised: 16 Mar 2010
Duke University - Fuqua School of Business, Pennsylvania State University, University Park, Drexel University - Department of Decision Sciences and The University of Texas M. D. Anderson Cancer Center
Downloads 3,999 (2,203)
Citation 69

Abstract:

Loading...

Bayesian decision problem, multivariate skewness, parameter uncertainty, optimal portfolios, utility function maximization, resampling, resampled portfolios, estimation error, mean-variance portfolios, expected returns, Markowitz optimization

2.

Modeling Covariates with Nonparametric Bayesian Methods

Number of pages: 28 Posted: 26 Mar 2010
Capital One Auto Finance, University of Texas at Houston - MD Anderson Cancer Center, The University of Texas M. D. Anderson Cancer Center and affiliation not provided to SSRN
Downloads 85 (292,435)

Abstract:

Loading...

Dirichlet process mixture, Hierarchical model, Nonparametric Bayes, Covariates modeling, Dependent Dirichlet process