A Shrinkage Approach to Model Uncertainty and Asset Allocation
| Year of publication: |
2005
|
|---|---|
| Authors: | Wang, Zhenyu |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 18.2005, 2, p. 673-706
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