Portfolio selection with parameter and model uncertainty : a multi-prior approach
Year of publication: |
2007
|
---|---|
Authors: | Garlappi, Lorenzo ; Uppal, Raman ; Wang, Tan |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 20.2007, 1, p. 41-81
|
Subject: | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Entscheidung unter Risiko | Decision under risk | Theorie | Theory |
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