223 citations · 335 across the 19 of their papers we have counts for
Showing 2015Show all
3 papers · 1 filter
q-fin.ST2015★ 2 cited
Optimal ETF Selection for Passive Investing
David Puelz, Carlos M. Carvalho, P. Richard Hahn
This paper considers the problem of isolating a small number of exchange traded funds (ETFs) that suffice to capture the fundamental dimensions of variation in U.S. financial marke…
stat.ME2015★ 37 cited
On recursive Bayesian predictive distributions
P. Richard Hahn, Ryan Martin, Stephen G. Walker
A Bayesian framework is attractive in the context of prediction, but a fast recursive update of the predictive distribution has apparently been out of reach, in part because Monte…
stat.ME2015
Model specification via sequential coherence and backward induction
P. Richard Hahn
This paper describes how to specify probability models for data analysis via a backward induction procedure. The new approach yields coherent, prior-free uncertainty assessment. Af…