Mean-variance theory with imprecise accounting information
Author:
Funder
Social Sciences and Humanities Research Council of Canada
University of Manitoba
Publisher
Elsevier BV
Subject
Finance
Reference19 articles.
1. On the sensitivity of mean-variance-efficient portfolios to changes in asset means: some analytical and computational results;Best;Rev. Financial Stud.,1991
2. The effect of errors in means, variances, and covariances on optimal portfolio choice;Chopra;J. Portfolio Manage.,1993
3. Is accruals quality a priced risk factor;Core;J. Account. Econ.,2008
4. News and Noise in G-7 GDP Announcements (International Finance Discussion Paper 2000–690);Faust,2000
5. The market pricing of accruals quality;Francis;J. Account. Econ.,2005
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