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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- 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".
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- DeMiguel, Victor & Martin-Utrera, Alberto & Nogales, Francisco J., 2013. "Size matters: Optimal calibration of shrinkage estimators for portfolio selection," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 3018-3034.
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