Bayesian Parametric Portfolio Policies

arXiv:2602.21173 · q-fin.PM · Submitted 2026-02-24 · Read on arXiv

q-fin.PM

Submitted: 2026-02-24

Updated: 2026-10-26

Terminology

• Parametric Portfolio Policies — 3× in this paper
• Bayesian Parametric Portfolio Policies — 2× in this paper

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