Bayesian performance evaluation
By: Klaas Baks, Andrew Metrick, Jessica Wachter.
Contributors: Metrick, Andrew.; Wachter, Jessica.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 7069; Working paper series (National Bureau of Economic Research) -- working paper no. 7069.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 54
Subjects: Investment analysis -- Statistical methods.; Portfolio management -- Statistical methods.; Bayesian statistical decision theory.
Notes: "April 1999."

JEL no. G11, G14, G23.

Includes bibliographical references (p. 45-47).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.
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