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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Robust Bayesian portfolio choices
Anderson, Ewan W.; Cheng, Ai-ru - In: The review of financial studies 29 (2016) 5, pp. 1330-1375
Persistent link: https://www.econbiz.de/10011530038
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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Robustness and pricing with uncertain growth
Cagetti, Marco; Hansen, Lars Peter; Sargent, Thomas J.; … - In: The review of financial studies 15 (2002) 2, pp. 363-404
Persistent link: https://www.econbiz.de/10001688775
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Discussion of "Robustness and pricing with uncertain growth"
Maenhout, Pascal J. - In: The review of financial studies 15 (2002) 2, pp. 405-411
Persistent link: https://www.econbiz.de/10001688782
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Stock return predictability : a Bayesian model selection perspective
Cremers, K. J. Martijn - In: The review of financial studies 15 (2002) 4, pp. 1223-1249
Persistent link: https://www.econbiz.de/10001716094
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Nonparametric specification testing for continuous-time models with applications to term structure of interest rates
Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84
Persistent link: https://www.econbiz.de/10002646532
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Treating measurement error in Tobin's q
Erickson, Timothy; Whited, Toni Marion - In: The review of financial studies 25 (2012) 4, pp. 1286-1329
Persistent link: https://www.econbiz.de/10009520086
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Misspecification-robust inference in linear asset-pricing models with irrelevant risk factors
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: The review of financial studies 27 (2014) 7, pp. 2139-2170
Persistent link: https://www.econbiz.de/10010443073
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Model uncertainty, limited market participation, and asset prices
Cao, H. Henry; Wang, Tan; Zhang, Harold H. - In: The review of financial studies 18 (2005) 4, pp. 1219-1251
Persistent link: https://www.econbiz.de/10003352816