Journal of Mathematical Finance

Vol.3 No.1A(2013), Paper ID 29356, 7 pages

DOI:10.4236/jmf.2013.31A022

 

Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models

 

John Knight, Stephen Satchell, Jessica Qi Zhang

 

Department of Economics, University of Western Ontario, Ontario, Canada
Department of Finance, University of Sydney, Sydney, Australia
Department of Accounting and Finance, University of Greenwich, London, UK

 

Copyright © 2013 John Knight, Stephen Satchell, Jessica Qi Zhang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


J. Knight, S. Satchell and J. Zhang, "Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models," Journal of Mathematical Finance, Vol. 3 No. 1A, 2013, pp. 230-236. doi: 10.4236/jmf.2013.31A022.

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