http://www.inquiriesjournal.com/authors/3485/daniel-roeder Inquiries Journal provides undergraduate and graduate students around the world a platform for the wide dissemination of academic work over a range of core disciplines. en-us Sun, 24 May 2026 14:59:53 -0400 Sun, 24 May 2026 14:59:53 -0400 http://www.inquiriesjournal.com/articles/1399/bayesian-portfolio-analysis-analyzing-the-global-investment-market By Daniel Roeder - The goal of portfolio optimization is to determine the ideal allocation of assets to a given set of possible investments. Many optimization models use classical statistical methods, which do not fully account for estimation risk in historical returns or the stochastic nature of future returns. By using a fully Bayesian analysis, however, I am able to account for these aspects and incorporate a complete information set as a basis for the investment decision. I use Bayesian methods to combine different estimators into a succinct portfolio optimization model that takes into account an investor's... Wed, 15 Apr 2015 12:00 EDT http://www.inquiriesjournal.com/articles/1399/bayesian-portfolio-analysis-analyzing-the-global-investment-market