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Data-generating process uncertainty: What difference does it make in portfolio decisions?

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  • Tu, Jun
  • Zhou, Guofu

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  • Tu, Jun & Zhou, Guofu, 2004. "Data-generating process uncertainty: What difference does it make in portfolio decisions?," Journal of Financial Economics, Elsevier, vol. 72(2), pages 385-421, May.
    • Handle: RePEc:eee:jfinec:v:72:y:2004:i:2:p:385-421
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