The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios-Reference-Cited by-同舟云学术

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The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios

Published:1978-01 Issue:4 Volume:7 Page:321-334
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Brown Stephen J.

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610917808812081

Reference12 articles.

1. Basu, A. (1974). Control level determination in regression models. Tech. Report 139, Institute for Mathematical Studies in the Social Sciences, Stanford Univ., Stanford, CA.

2. From Theory to a New Financial Product

3. Brown, S. (1976). Optimal portfolio choice under uncertainty: a Bayesian approach. Ph. D. dissertation, Univ. Chicago, Chicago, IL.

4. Some New Stock-Market Indexes

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