Asset pricing model uncertainty and portfolio choice-Reference-Cited by-同舟云学术

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Asset pricing model uncertainty and portfolio choice

Published:2021-05 Issue: Volume: Page:102144
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Carrasco Ignacio,Hansen Erwin

Funder

CONICYT

Publisher

Elsevier BV

Subject

Finance

Reference17 articles.

1. Robust bayesian portfolio choices;Anderson;Rev. Finac. Stud.,2016

2. Stock return predictability and asset pricing models;Avramov;Rev. Financ. Stud.,2004

3. Which alpha?;Barillas;Rev. Financ. Stud.,2017

4. Comparing asset pricing models;Barillas;J. Financ.,2018

5. Asset pricing model uncertainty;Borup;J. Empir. Financ.,2019

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Factor models for Chinese A-shares;International Review of Financial Analysis;2024-01

2. Economic evaluation of asset pricing models under predictability;Journal of Empirical Finance;2022-09

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