Narrow search
Showing 1 - 6 of 6
Cover Image
The effect of limited information and estimation risk on optimal portfolio diversification
Klein, Roger W.; Bawa, Vijay S. - In: Journal of Financial Economics 5 (1977) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10005478000
Cover Image
Optimal instruments when the disturbances are small
Klein, Roger W. - In: Journal of Econometrics 9 (1979) 3, pp. 368-377
Persistent link: https://www.econbiz.de/10005122688
Cover Image
Some results on an approximation to joint distributions of utility functions
Dalal, S. R.; Klein, Roger W. - In: Economics Letters 22 (1986) 2-3, pp. 123-125
Persistent link: https://www.econbiz.de/10005296463
Cover Image
The information criterion in model selection
Klein, Roger W. - In: Economics Letters 3 (1979) 3, pp. 243-248
Persistent link: https://www.econbiz.de/10005296736
Cover Image
The effect of estimation risk on optimal portfolio choice
Klein, Roger W.; Bawa, Vijay S. - In: Journal of Financial Economics 3 (1976) 3, pp. 215-231
Persistent link: https://www.econbiz.de/10005362789
Cover Image
An IV estimator for a functional coefficient model with endogenous discrete treatments
Klein, Roger W.; Shen, Chan - In: Econometric reviews 40 (2021) 6, pp. 540-561
Persistent link: https://www.econbiz.de/10012624522