Peter Mueller

The University of Texas M. D. Anderson Cancer Center

Professor

Houston, TX 77030

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 12,547

SSRN RANKINGS

Top 12,547

in Total Papers Downloads

4,166

SSRN CITATIONS
Rank 16,874

SSRN RANKINGS

Top 16,874

in Total Papers Citations

17

CROSSREF CITATIONS

41

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 4,077 (2,468)
Citation 89

Abstract:

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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

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 89 (311,538)

Abstract:

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