IDEAS home Printed from https://ideas.repec.org/p/fra/franaf/94.html
   My bibliography  Save this paper

Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches

Author

Listed:
  • Ulf Herold

    ()

  • Raimond Maurer

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Ulf Herold & Raimond Maurer, 2006. "Portfolio Choice and Estimation Risk: A Comparison of Bayesian to Heuristic Approaches," Working Paper Series: Finance and Accounting 94, Department of Finance, Goethe University Frankfurt am Main.
  • Handle: RePEc:fra:franaf:94
    as

    Download full text from publisher

    File URL: http://www.finance.uni-frankfurt.de/wp/1225.pdf
    Download Restriction: no

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. repec:spr:compst:v:70:y:2009:i:2:p:337-356 is not listed on IDEAS
    2. Georg Mainik & Georgi Mitov & Ludger Ruschendorf, 2015. "Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz," Papers 1505.04045, arXiv.org.
    3. Alexander Bade & Gabriel Frahm & Uwe Jaekel, 2009. "A general approach to Bayesian portfolio optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 70(2), pages 337-356, October.
    4. Gabriel Frahm, 2015. "A theoretical foundation of portfolio resampling," Theory and Decision, Springer, vol. 79(1), pages 107-132, July.
    5. Allen, D. & Lizieri, C. & Satchell, S., 2012. "Mean-Variance versus 1/N: What if we can forecast? (Updated 22nd December 2013)," Cambridge Working Papers in Economics 1244, Faculty of Economics, University of Cambridge.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:fra:franaf:94. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Reinhard H. Schmidt). General contact details of provider: http://edirc.repec.org/data/fwffmde.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.