The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion
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More about this item
KeywordsPortfolio selection; Estimation risk; Markov Chain Monte Carlo;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-11-16 (All new papers)
- NEP-CFN-2003-11-16 (Corporate Finance)
- NEP-FIN-2003-11-16 (Finance)
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