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Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem

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  • Roskelley, Kenneth D.

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  • Roskelley, Kenneth D., 2008. "Cromwell's Rule and the Role of the Prior in the Economic Metric: An Application to the Portfolio Allocation Problem," Journal of Business & Economic Statistics, American Statistical Association, vol. 26, pages 227-236, April.
  • Handle: RePEc:bes:jnlbes:v:26:y:2008:p:227-236
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