Data-generating process uncertainty : what difference does it make in portfolio decisions?
Jun Tu; Guofu Zhou
| Year of publication: |
2004
|
|---|---|
| Authors: | Tu, Jun ; Zhou, Guofu |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 72.2004, 2, p. 385-421
|
| Subject: | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002033621