The Likelihood of Various Stock Market Return Distributions, Part 1: Principles of Inference.

B-Tier
Journal: Journal of Risk and Uncertainty
Year: 1996
Volume: 13
Issue: 3
Pages: 207-19

Authors (2)

Markowitz, Harry M Usmen, Nilufer (not in RePEc)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This is the first of two articles which apply certain principles of inference to a practical, financial question. The present article argues and cites arguments which contend that decision making should be Bayesian, that classical (R. A. Fisher, Neyman-Pearson) inference can be highly misleading for Bayesians as can the use of diffuse priors, and that Bayesian statisticians should show remote clients with a variety of priors how a sample implies shifts in their beliefs. We also consider practical implications of the fact that human decision makers and their statisticians cannot fully emulate Savage's rational decision maker. Copyright 1996 by Kluwer Academic Publishers

Technical Details

RePEc Handle
repec:kap:jrisku:v:13:y:1996:i:3:p:207-19
Journal Field
Theory
Author Count
2
Added to Database
2026-01-25