On the Estimation Error in Mean-Variance Efficient Portfolio Weights

F.A. de Roon
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F.A. de Roon: Tilburg University, Center For Economic Research

No 2004-106, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: portfolio choice; estimation risk; mean-varyance analysis (search for similar items in EconPapers)
Date: 2004
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