EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE

[1] [Anonymous], J AMERICAN STAT SOC

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] BAWA VS, TO BE PUBLISHED

[4] Black F, 1972, RES CAPITAL MARKET T

[5] BLACK F, 1973, J BUSINESS, V46, P66

[6] Box G.E., 2011, BAYESIAN INFERENCE S, V40

[7] MULTIPERIOD PREDICTIONS FROM STOCHASTIC DIFFERENCE EQUATIONS BY BAYESIAN METHODS [J]. ECONOMETRICA, 1973, 41 (01) : 109 - 118

[8] Jeffreys H., 1961, THEORY PROBABILITY

[9] CAPITAL MARKETS - THEORY AND EVIDENCE [J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 357 - 398

[10] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[1] [Anonymous], J AMERICAN STAT SOC

[2] Bawa V. S., 1975, J FINANC ECON, V2, P95, DOI DOI 10.1016/0304-405X(75)90025-2

[3] BAWA VS, TO BE PUBLISHED

[4] Black F, 1972, RES CAPITAL MARKET T

[5] BLACK F, 1973, J BUSINESS, V46, P66

[6] Box G.E., 2011, BAYESIAN INFERENCE S, V40

[7] MULTIPERIOD PREDICTIONS FROM STOCHASTIC DIFFERENCE EQUATIONS BY BAYESIAN METHODS [J]. ECONOMETRICA, 1973, 41 (01) : 109 - 118

[8] Jeffreys H., 1961, THEORY PROBABILITY

[9] CAPITAL MARKETS - THEORY AND EVIDENCE [J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 357 - 398

[10] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616