Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model
Author:
Affiliation:
1. Chatham Research Alliance, Arlington, MA
2. RREEF, San Francisco, CA
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous),Management Information Systems
Link
https://www.tandfonline.com/doi/pdf/10.1080/10835547.2005.12089714
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4. Geweke, J., Bayesian Treatment of the Independent Studentt Linear Model,Journal of Applied Econometrics, 1993, 8, S19-S40. Bayesian Treatment of the Independent Studentt Linear ModelJournal of Applied Econometrics8
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