The effect of estimation risk on optimal portfolio choice-Reference-Cited by-同舟云学术

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The effect of estimation risk on optimal portfolio choice

Published:1976-06 Issue:3 Volume:3 Page:215-231
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Klein Roger W.,Bawa Vijay S.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference22 articles.

1. Optimal rules for ordering uncertain prospects;Bawa;Journal of Financial Economics,1975

2. Admissible portfolios for all individuals;Bawa;Journal of Finance,1976

3. Bawa, V.S., forthcoming, On optimal portfolio selection rules

4. How to use security analysis to improve portfolio selection;Black;Journal of Business,1973

5. Bayesian inference in statistical analysis;Box,1973

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