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Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
Hong, Liang, (2020)
Endogenous uncertainty
Carriero, Andrea, (2018)
Bayesian mean-variance analysis : optimal portfolio selection under parameter uncertainty
Bauder, David, (2021)
Portfolio analysis under uncertain means, variances, and covariances
Barry, Christopher B., (1974)
Specification uncertainty in portfolio analysis
Barry, Christopher B., (1975)
Effects of uncertain and nonstationary parameters upon capital market equilibrium conditions
Barry, Christopher B., (1978)