Variational Bayes Inference for Volatility-Managed Portfolios

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Presentations

Financial Econometrics Conference to mark Stephen Taylor’s Retirement — Lancaster University Management School, 10th Italian Congress of Econometrics and Empirical Economics.

Citation

Bianchi, Daniele, Mauro Bernardi, and Nicolas Bianco. “Variational Bayes Inference for Volatility-Managed Portfolios.” Working paper.

@unpublished{BBB22,
author = {Daniele Bianchi and Mauro Bernardi and Nicolas Bianco},
year = {2022},
title = {Variational Bayes Inference for Volatility-Managed Portfolios}}