The opportunity cost of mean–variance choice under estimation risk
2014 ◽
Vol 234
(2)
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pp. 382-391
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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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1991 ◽
Vol 26
(1)
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pp. 31-43
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2012 ◽
Vol 47
(2)
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pp. 437-467
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