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~institution:"Econometric Society"
~person:"Cho, David Daewhan"
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Portfolio allocation
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bayesian analysis
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estimation risk
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Uncertainty in Second Moments: Implications for Portfolio Allocation
Cho, David Daewhan
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Econometric Society
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2004
uncertainty becomes larger. This provides a possible explanation to the
home
bias
puzzle. …
Persistent link: https://www.econbiz.de/10005342343
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