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A comparison of procedures for estimating the parent probability distribution from a given set of fractiles

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  • Lau, Hon-Shiang
  • Lau, Amy Hing-Ling
  • Kottas, John F.
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    File URL: http://www.sciencedirect.com/science/article/B6VCT-3Y9HH0Y-H/2/f1b84c1dbc21f273a53af382f81e5814
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    Bibliographic Info

    Article provided by Elsevier in its journal European Journal of Operational Research.

    Volume (Year): 120 (2000)
    Issue (Month): 3 (February)
    Pages: 657-670

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    Handle: RePEc:eee:ejores:v:120:y:2000:i:3:p:657-670

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    Web page: http://www.elsevier.com/locate/eor

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    1. Eugene F. Fama, 1965. "Portfolio Analysis in a Stable Paretian Market," Management Science, INFORMS, vol. 11(3), pages 404-419, January.
    2. Lau, Amy Hing-Ling & Lau, Hon-Shiang & Wingender, John R, 1990. "The Distribution of Stock Returns: New Evidence against the Stable Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 217-23, April.
    3. Frederick S. Hillier, 1963. "The Derivation of Probabilistic Information for the Evaluation of Risky Investments," Management Science, INFORMS, vol. 9(3), pages 443-457, April.
    4. van Lenthe, Jelle, 1994. "Scoring-Rule Feedforward and the Elicitation of Subjective Probability Distributions," Organizational Behavior and Human Decision Processes, Elsevier, vol. 59(2), pages 188-209, August.
    5. C. Perry & I. D. Greig, 1975. "Estimating the Mean and Variance of Subjective Distributions in PERT and Decision Analysis," Management Science, INFORMS, vol. 21(12), pages 1477-1480, August.
    6. Donald L. Keefer & William A. Verdini, 1993. "Better Estimation of PERT Activity Time Parameters," Management Science, INFORMS, vol. 39(9), pages 1086-1091, September.
    7. Fred D. Arditti, 1967. "Risk And The Required Return On Equity," Journal of Finance, American Finance Association, vol. 22(1), pages 19-36, 03.
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