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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Kan, Raymond
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Management science : journal of the Institute for Operations Research and the Management Sciences
Working Paper
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Working papers / Federal Reserve Bank of Atlanta
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Working Paper / Federal Reserve Bank of Atlanta
12
The journal of finance : the journal of the American Finance Association
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Rotman School of Management working paper / University of Toronto Rotman School of Management
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Optimal portfolio choice with estimation risk : no risk-free asset case
Kan, Raymond
;
Wang, Xiaolu
;
Zhuo, Guofu
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2047-2068
Persistent link: https://www.econbiz.de/10013262911
Saved in:
2
The exact distribution of the Hansen-Jagannathan bound
Kan, Raymond
;
Robotti, Cesare
- In:
Management science : journal of the Institute for …
62
(
2016
)
7
,
pp. 1915-1943
Persistent link: https://www.econbiz.de/10011518611
Saved in:
3
The distribution of the sample minimum-variance frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364-1380
Persistent link: https://www.econbiz.de/10003755064
Saved in:
4
The Distribution of the Sample Minimum-Variance Frontier
Kan, Raymond
;
Smith, Daniel R.
- In:
Management science : journal of the Institute for …
54
(
2008
)
7
,
pp. 1364
Persistent link: https://www.econbiz.de/10008076005
Saved in:
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