Vilhelm Niklasson
Biographic Data
| ID | 8921024 |
|---|---|
| NAME | Vilhelm Niklasson |
| GIVEN NAMES | Vilhelm |
| FAMILY NAME | Niklasson |
| SIGNATURE | NIKLASSON V |
| AFFILIATIONS | Stockholm University |
| ORCID | 0000-0001-9228-0369 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2025 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection
This article introduces Bayesian inference procedures for tangency portfolios, with a primary focus on deriving a new conjugate prior for portfolio weights. This approach not only enables direct inference about the weights but also seamlessly integrates additional information into the prior specification. Specifically, it automatically incorporates high-frequency returns and a market condition metric (MCM), exemplified by the CBOE Volatility Inde…
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Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection
This article introduces Bayesian inference procedures for tangency portfolios, with a primary focus on deriving a new conjugate prior for portfolio weights. This approach not only enables direct inference about the weights but also seamlessly integrates additional information into the prior specification. Specifically, it automatically incorporates high-frequency returns and a market condition metric (MCM), exemplified by the CBOE Volatility Inde…
Artificial Intelligence (1 work) · Bayesian probability (1 work) · Computer Science (1 work) · Econometrics (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Market Dynamics and Volatility (1 work) · Mathematics (1 work) · Portfolio (1 work)