Incorporating Estimation Risk in Portfolio Choice
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References listed on IDEAS
- Wayne E. Ferson & Campbell R. Harvey, 1999.
"Conditioning Variables and the Cross Section of Stock Returns,"
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- Wayne E. Ferson & Campbell R. Harvey, 1999. "Conditioning Variables and the Cross-Section of Stock Returns," NBER Working Papers 7009, National Bureau of Economic Research, Inc.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Piti Disyatat & R. G Gelos, 2001. "The Asset Allocation of Emerging Market Mutual Funds," IMF Working Papers 01/111, International Monetary Fund.
- Cédric Perret-Gentil & Maria-Pia Victoria-Feser, 2005. "Robust Mean-Variance Portfolio Selection," FAME Research Paper Series rp140, International Center for Financial Asset Management and Engineering.
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