Robust Bayesian Portfolio Construction. Josh Davis, PIMCO Jan 12, 2009 UC Santa Barbara Seminar on Statistics and Applied Probability. Introduction. Modern portfolio theory Markowitz’s seminal work (1952, JoF) Sharpe’s CAPM (1964, JoF) Ross’s APT (1976,JET)
Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author.While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server.
Josh Davis, PIMCO
Jan 12, 2009
UC Santa Barbara
Seminar on Statistics and Applied Probability
—Donald Rumsfeld, Feb. 12, 2002, Department of Defense news briefing