On the Estimation Error in Mean-Variance Efficient Portfolio Weights
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Bibliographic InfoPaper provided by Tilburg University, Center for Economic Research in its series Discussion Paper with number 2004-106.
Date of creation: 2004
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Web page: http://center.uvt.nl
portfolio choice; estimation risk; mean-varyance analysis;
Find related papers by JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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