I am required by my course to write a small paper on the Bayesian approach to portfolio optimization, I am following Applied statistical decision theory [by] Raiffa, Howard. Which can be consulted online here.
I begun following this text because I tried to read the paper by Zellner, Arnold, and V. Karuppan Chetty, 1965, Prediction and decision problems in regression models from the Bayesian point of view, and realized I was not following most of the math present in the paper.
My questions are: What is the recommended literature for understanding the Bayesian approach to portfolio management? any suggestions on the approach to the subject?