Bayesian methods in analysis of fund management performance
This thesis develops a model of fund management performance that incorporates market behaviour, beliefs, opinions and economic index into measurement. Given that some of the measure will be subjective, it is inappropriate to use Bayesian methodology. Traditionally modelling of fund management perfor...
| Main Author: | |
|---|---|
| Published: |
University of Edinburgh
2008
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.650481 |