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Estimation risk and optimal portfolio choice

, , and . Studies in Bayesian econometrics North-Holland Publ., Amsterdam u.a., (1979)

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Other publications of authors with the same name

The effect of estimation risk on optimal portfolio choice, and . Journal of Financial Economics, 3 (3): 215--231 (June 1976)Optimal rules for ordering uncertain prospects. Journal of Financial Economics, 2 (1): 95--121 (March 1975)Portfolio choice and equilibrium in capital markets with safety-first investors, and . Journal of Financial Economics, 4 (3): 277--288 (May 1977)Estimation risk and optimal portfolio choice, , and . Studies in Bayesian econometrics North-Holland Publ., Amsterdam u.a., (1979)The effect of limited information and estimation risk on optimal portfolio diversification, and . Journal of Financial Economics, 5 (1): 89--111 (August 1977)Capital market equilibrium in a mean-lower partial moment framework, and . Journal of Financial Economics, 5 (2): 189--200 (November 1977)