Faculty of Economics and Business Administration Publications Database

Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches

Authors:
Herold, Ulf
Source:
Volume: 36
Number: 1
Pages: 135 - 160
Month: May
ISSN-Print: 0515-0361
Link External Source: Online Version
Year: 2006
Keywords: Portfolio selection; Estimation risk; Predictive regression
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