The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
- 1 January 1978
- journal article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 7 (4) , 321-334
- https://doi.org/10.1080/03610917808812081
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- The effect of estimation risk on optimal portfolio choicePublished by Elsevier ,2002
- From Theory to a New Financial ProductThe Journal of Finance, 1974
- Some New Stock-Market IndexesThe Journal of Business, 1966
- Prediction and Decision Problems in Regression Models from the Bayesian Point of ViewJournal of the American Statistical Association, 1965