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

Date: 2004-09-17
New Economics Papers: this item is included in nep-fin
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://repec.org/mmfc04/54.pdf (application/pdf)

Related works:
Journal Article: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2007)
Working Paper: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005)
Working Paper: Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:mmf:mmfc04:54

Access Statistics for this paper

More papers in Money Macro and Finance (MMF) Research Group Conference 2004 from Money Macro and Finance Research Group
Bibliographic data for series maintained by Christopher F. Baum ().