Pretražite po imenu i prezimenu autora, mentora, urednika, prevoditelja

Napredna pretraga

Pregled bibliografske jedinice broj: 4302

Bayesian Approach to Decision Making on Investing in Bonds


Pejić-Bach, Mirjana
Bayesian Approach to Decision Making on Investing in Bonds // SOR "97 Proceedings / Rupnik, V., Zadnik Stirn L., Drobne S. (ur.).
Ljubljana: Slovenian Society - INFORMATIKA - Section for Operational Resear, 1997. str. 309-314 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)


CROSBI ID: 4302 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Bayesian Approach to Decision Making on Investing in Bonds

Autori
Pejić-Bach, Mirjana

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
SOR "97 Proceedings / Rupnik, V., Zadnik Stirn L., Drobne S. - Ljubljana : Slovenian Society - INFORMATIKA - Section for Operational Resear, 1997, 309-314

Skup
The 4th International Symposium on Operational Research in Slovenia

Mjesto i datum
Predvor, Slovenija, 1.-3.10.1997

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Bayesian decision analysis; investing; bonds; combining forecasts

Sažetak
In decision making on investing in bonds point estimates of interest rates labelled as "forecasts" are often produced by human experts, who tend to overreact and overestimate future interest rates. Combination of judgemental forecasts and other forecasts (statistical, market, survey) under formal rules may be superior because it helps in avoiding judgemental biases. Bayesian decision aiding technique using normal distribution is presented to illustrate how investors may combine forecasts and in doing so boost their chance of success.

Izvorni jezik
Engleski

Znanstvena područja
Informacijske i komunikacijske znanosti



POVEZANOST RADA


Projekti:
067003

Ustanove:
Ekonomski fakultet, Zagreb

Profili:

Avatar Url Mirjana Pejić Bach (autor)


Citiraj ovu publikaciju:

Pejić-Bach, Mirjana
Bayesian Approach to Decision Making on Investing in Bonds // SOR "97 Proceedings / Rupnik, V., Zadnik Stirn L., Drobne S. (ur.).
Ljubljana: Slovenian Society - INFORMATIKA - Section for Operational Resear, 1997. str. 309-314 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Pejić-Bach, M. (1997) Bayesian Approach to Decision Making on Investing in Bonds. U: Rupnik, V., Zadnik Stirn L., Drobne S. (ur.)SOR "97 Proceedings.
@article{article, author = {Peji\'{c}-Bach, Mirjana}, year = {1997}, pages = {309-314}, keywords = {Bayesian decision analysis, investing, bonds, combining forecasts}, title = {Bayesian Approach to Decision Making on Investing in Bonds}, keyword = {Bayesian decision analysis, investing, bonds, combining forecasts}, publisher = {Slovenian Society - INFORMATIKA - Section for Operational Resear}, publisherplace = {Predvor, Slovenija} }
@article{article, author = {Peji\'{c}-Bach, Mirjana}, year = {1997}, pages = {309-314}, keywords = {Bayesian decision analysis, investing, bonds, combining forecasts}, title = {Bayesian Approach to Decision Making on Investing in Bonds}, keyword = {Bayesian decision analysis, investing, bonds, combining forecasts}, publisher = {Slovenian Society - INFORMATIKA - Section for Operational Resear}, publisherplace = {Predvor, Slovenija} }




Contrast
Increase Font
Decrease Font
Dyslexic Font