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Bayesian Versus Michaud Resampling Methods in Portfolio Optimization Essay Preview: Bayesian Versus Michaud Resampling Methods in Portfolio Optimization Report this essay Bayesian versus Michaud resampling methods in portfolio optimization. UNIVERSITY OF BOLOGNA Bayesian versus Michaud resampling methods in portfolio optimization. A Comparative Analysis Abel Zerihun Shiferaw- ID No. 0000701625 6/5/2015 Contents ABSTRACT There have been.