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~person:"Wang, Tan"
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ambiguity
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asset allocation
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estimation error
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portfolio choice
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Wang, Tan
Corradi, Valentina
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
C.E.P.R. Discussion Papers
-
2005
-variance optimal portfolio. In contrast to the Bayesian approach to
estimation
error
, where there is only a single prior and the …
Persistent link: https://www.econbiz.de/10005124485
Saved in:
2
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
C.E.P.R. Discussion Papers
-
2005
-variance optimal portfolio. In contrast to the Bayesian approach to
estimation
error
, where there is only a single prior and the …
Persistent link: https://www.econbiz.de/10005791415
Saved in:
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