Year: 2000
Type: book-chapter
Abstract: ...................................................................................................................................... 1 1. Introduction ............................................................................................................................ 1 2. Traditional Portfolio Return Models........................................................................................ 3 3. Bayesian Networks ................................................................................................................. 4 3.1. Semantics of Bayesian Networks ..................................................................................... 4 3.2. Making Inferences in Bayesian Networks......................................................................... 6 4. A Bayesian Network Model of Multi-Factor Portfolio Return ................................................. 7 4.1. Description of a Gold Stock Portfolio Network ..................................................
Authors: Catherine Shenoy, Prakash P. Shenoy
Language: German
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2168089220