Specification error, estimation risk, and conditional portfolio rules
Murray Carlson, David A. Chapman, Ron Kaniel and Hong Yan
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Carlson, Murray ; Chapman, David A. ; Kaniel, Ron ; Yan, Hong |
| Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 17.2017, 2, p. 263-288
|
| Subject: | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling | Schätzung | Estimation | USA | United States | 1927-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12110 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011807124