Optimal portfolio choice with parameter uncertainty
Year of publication: |
2007
|
---|---|
Authors: | Kan, Raymond ; Zhou, Guofu |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 3, p. 621-656
|
Subject: | Portfolio-Management | Portfolio selection | Entscheidungstheorie | Decision theory | Schätztheorie | Estimation theory | Bayes-Statistik | Bayesian inference | Theorie | Theory |
-
A Robust Approach to Optimal Portfolio Choice with Parameter Uncertainty
Lassance, Nathan, (2021)
-
Probabilistic methods for financial and marketing informatics
Neapolitan, Richard E., (2007)
-
Herold, Ulf, (2004)
- More ...
-
A New Variance Bound on the Stochastic Discount Factor
Kan, Raymond, (2006)
-
A Critique of the Stochastic Discount Factor Methodology
Kan, Raymond, (1999)
-
Tests of Mean-Variance Spanning
Kan, Raymond, (2012)
- More ...