Applications of Bayesian Econometrics to Financial Economics
Popular Abstract in Swedish Denna doktorsavhandling består av fyra fristående artiklar. Artiklarna har det gemensamt att de alla använder Bayesiansk ekonometri, i kombination med s.k. Markov chain Monte Carlo (MCMC) metoder, för att studera olika problem inom finansiell ekonomi. De första två artiklarna är ytterligare relaterade till varandra genom att de båda handlar om portföljvalsteori och skatThis PhD thesis consists of four separate papers. What these papers have in common is that Bayesian Econometrics, in combination with Markov chain Monte Carlo (MCMC) methods, is applied to study various problems in financial economics. The first two papers are further related in that they both deal with portfolio selection and estimation risk, as are the last two papers in that they both deal with
