Bayesian methods in finance

The Bayesian paradigm

Prior and posterior information, predictive inference

Bayesian linear regression model

Bayesian numerical computation

Bayesian framework for portfolio allocation

Prior beliefs and asset pricing models

The Black-Litterman portfolio selection framework

Market efficiency and return predictability

Volatility models

Bayesian estimation of ARCH-type volatility models

Bayesian estimation of stochastic volatility models

Advanced techniques for Bayesian portfolio selection

Multifactor equity risk models.