Portfolio Analysis under Uncertain Means, Variances, and Covariances
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 29 (1974)
Issue (Month): 2 (May)
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- Anderson, Jock R., 1975.
"Programming For Efficient Planning Against Non-Normal Risk,"
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- Marco Taboga, 2005.
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- Garlappi, Lorenzo & Uppal, Raman & Wang, Tan, 2005.
"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
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- Lorenzo Garlappi & Raman Uppal & Tan Wang, 2007. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Review of Financial Studies, Society for Financial Studies, vol. 20(1), pages 41-81, January.
- Raman Uppal & Lorenzo Garlappi & Tan Wang, 2004. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," Money Macro and Finance (MMF) Research Group Conference 2004 54, Money Macro and Finance Research Group.
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- Behr, Patrick & Guettler, Andre & Truebenbach, Fabian, 2012. "Using industry momentum to improve portfolio performance," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1414-1423.
- Gau, Yin-Feng & Hua, Mingshu & Wu, Wen-Lin, 2010. "International asset allocation for incompletely-informed investors," Journal of Financial Markets, Elsevier, vol. 13(4), pages 422-447, November.
- Loriana Pelizzon & Massimiliano Caporin, 2012. "Market volatility, optimal portfolios and naive asset allocations," Working Papers 2012_08, Department of Economics, University of Venice "Ca' Foscari".
- Wicks, John A. & Guise, John W.B., 1978. "An Alternative Solution To Linear Programming Problems With Stochastic Input-Output Coefficients," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 22(01), April.
- Taboga, Marco, 2004. "A Simple Model of Robust Portfolio Selection," MPRA Paper 16472, University Library of Munich, Germany.
- Gaurav Amin & Harry. M Kat, 2002. "Portfolios of Hedge Funds What Investors Really Invest In," ICMA Centre Discussion Papers in Finance icma-dp2002-07, Henley Business School, Reading University.
- Grauer, Robert R. & Hakansson, Nils H., 1995. "Stein and CAPM estimators of the means in asset allocation," International Review of Financial Analysis, Elsevier, vol. 4(1), pages 35-66.
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