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Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Longo, M., (2018)
Ambiguity aversion and under-diversification
Guidolin, Massimo, (2013)
Cromwell's rule and the role of the prior in the economic metric : an application to the portfolio allocation problem
Roskelley, Kenneth D., (2008)
Estimating portfolio and consumption choice : a conditional Euler equations approach
Brandt, Michael W., (1999)
Hedging demands in hedging contingent claims
Brandt, Michael W., (2003)
Linear approximations and tests of conditional pricing models
Brandt, Michael W., (2018)