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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

Raman Uppal, Lorenzo Garlappi and Tan Wang
Additional contact information
Lorenzo Garlappi: McCommbs School of Business, University of Texas

Money Macro and Finance (MMF) Research Group Conference 2004 from Money Macro and Finance Research Group

New Economics Papers: this item is included in nep-fin
Date: 2004-09-17
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http://repec.org/mmfc04/54.pdf (application/pdf)

Related works:
Journal Article: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2007) Downloads
Working Paper: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005) Downloads
Working Paper: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005) Downloads
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