Young Martin R.

Martin R. Young

Information about the author Martin R. Young will soon be added to the site.
Found 4 papers in total
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
Hierarchical Bayes methods for multifactor model estimation and portfolio selection
1998
The factor model is an important construct for both portfolio managers and researchers...
A minimax portfolio selection rule with linear programming solution
A minimax portfolio selection rule with linear programming solution
1998
A new principle for choosing portfolios based on historical returns data is...
The stochastic modeling of purchase intentions and behavior
The stochastic modeling of purchase intentions and behavior
1998
A common objective of social science and business research is the modeling of the...
Robust seasonal adjustment by Bayesian modelling
Robust seasonal adjustment by Bayesian modelling
1996
Akaike’s BAYSEA approach to seasonal decomposition is designed to capture the...
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