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An Analytical Investigation of Estimators for Expected Asset Returns from the Perspective of Optimal Asset Allocation
Frahm, Gabriel, (2010)
Tail mean-variance portfolio selection with estimation risk
Huang, Zhenzhen, (2024)
The risk of expected utility under parameter uncertainty
Lassance, Nathan, (2024)
How "sharpe" are funds of funds?
Lee, Youngju, (2004)
Robust portfolio construction in a sovereign wealth context
Lee, Bernard, (2007)
Evolving roles of sovereign wealth managers after the financial crisis : past, present and future
Lee, Bernard, (2014)