Bayesian approach to decision making on investing in bonds

被引：0

作者：

Bach, MP

机构：

来源：

SOR '97 - THE 4TH INTERNATIONAL SYMPOSIUM ON OPERATIONAL RESEARCH, PROCEEDINGS | 1997年

关键词：

Bayesian decision analysis; investing; bonds; combining forecasts;

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In decision making on investing in bonds point estimates of interest rates labeiled as ''forecasts'' are often produced by human experts, who tend to overreact and overestimate future interest rates. Therefore; combination of judgemental forecasts and other forecasts (statistical, market, survey) may be superior. Bayesian decision aiding technique using normal distribution is presented to illustrate how investors may better combine forecasts and in doing so boost their chance of success.

引用

页码：309 / 314

页数：6

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