Mean-variance hedging in the presence of estimation risk
Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
1977 ◽
Vol 12
(4)
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pp. 669-669
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2012 ◽
Vol 47
(2)
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pp. 437-467
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2014 ◽
Vol 234
(2)
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pp. 382-391
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1995 ◽
Vol 1995
(3)
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pp. 61-64, 70
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