"Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case."

Raymond Kan, Xiaolu Wang, Guofu Zhou (2022)

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DOI: 10.1287/MNSC.2021.3989

access: closed

type: Journal Article

metadata version: 2022-04-27

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Raymond Kan, Xiaolu Wang, Guofu Zhou:
Optimal Portfolio Choice with Estimation Risk: No Risk-Free Asset Case. Manag. Sci. 68(3): 2047-2068 (2022)

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