메뉴 건너뛰기




Volumn 31, Issue 1, 1996, Pages 69-84

On the diversification, observability, and measurement of estimation risk

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0030542439     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331387     Document Type: Article
Times cited : (127)

References (15)
  • 1
    • 0000254441 scopus 로고
    • Maximum likelihood estimates for a multivariate normal distribution when some observations are missing
    • Anderson, T. "Maximum Likelihood Estimates for a Multivariate Normal Distribution when Some Observations are Missing." Journal of the American Statistical Association, 52 (1957), 200-203.
    • (1957) Journal of the American Statistical Association , vol.52 , pp. 200-203
    • Anderson, T.1
  • 2
    • 84974265462 scopus 로고
    • Differential information and security market equilibrium
    • Dec.
    • Barry, C., and S. Brown. "Differential Information and Security Market Equilibrium." Journal of Financial and Quantitative Analysis, 20 (Dec. 1985), 407-422.
    • (1985) Journal of Financial and Quantitative Analysis , vol.20 , pp. 407-422
    • Barry, C.1    Brown, S.2
  • 3
    • 33646323474 scopus 로고
    • A Bayesian approach to nested missing data problems
    • P. Goel and A. Zellner, eds. New York, NY: Elsevier Science Publishers
    • Chen, C.-F. "A Bayesian Approach to Nested Missing Data Problems." In Bayesian Inference and Decision Techniques, P. Goel and A. Zellner, eds. New York, NY: Elsevier Science Publishers (1986).
    • (1986) In Bayesian Inference and Decision Techniques
    • Chen, C.-F.1
  • 4
    • 84977713164 scopus 로고
    • The empirical estimates of beta when investors face estimation risk
    • Clarkson, P., and R. Thompson. "The Empirical Estimates of Beta when Investors Face Estimation Risk." Journal of Finance, 45 (2, 1990), 431-453.
    • (1990) Journal of Finance , vol.45 , Issue.2 , pp. 431-453
    • Clarkson, P.1    Thompson, R.2
  • 5
    • 0000427321 scopus 로고
    • General equilibrium and portfolio composition in the presence of uncertain parameters and estimation risk
    • Coles, J., and U. Loewenstein. "General Equilibrium and Portfolio Composition in the Presence of Uncertain Parameters and Estimation Risk." Journal of Financial Economics, 22 (1988), 279-303.
    • (1988) Journal of Financial Economics , vol.22 , pp. 279-303
    • Coles, J.1    Loewenstein, U.2
  • 9
    • 0000372473 scopus 로고
    • Price performance of common stock new issues
    • Ibbotson, R. "Price Performance of Common Stock New Issues." Journal of Financial Economics, 2 (1975), 235-272.
    • (1975) Journal of Financial Economics , vol.2 , pp. 235-272
    • Ibbotson, R.1
  • 11
    • 0001599381 scopus 로고
    • The effect of estimation risk on optimal portfolio choice
    • Klein, R., and V. Bawa. "The Effect of Estimation Risk on Optimal Portfolio Choice." Journal of Financial Economics, 3 (1976), 215-231.
    • (1976) Journal of Financial Economics , vol.3 , pp. 215-231
    • Klein, R.1    Bawa, V.2
  • 12
    • 0000923092 scopus 로고
    • Expectations and variances of maximum likelihood estimates of the multivariate normal distribution parameters with missing data
    • Morrison, D. Expectations and Variances of Maximum Likelihood Estimates of the Multivariate Normal Distribution Parameters with Missing Data." Journal of the American Statistical Association, 66 (1971), 602-604.
    • (1971) Journal of the American Statistical Association , vol.66 , pp. 602-604
    • Morrison, D.1
  • 13
    • 34248494199 scopus 로고
    • Misspecification of capital asset pricing: Empirical anomalies based on earnings' yields and market values
    • Reinganum, M. "Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values." Journal of Financial Economics, 9 (1981), 19-46.
    • (1981) Journal of Financial Economics , vol.9 , pp. 19-46
    • Reinganum, M.1
  • 14
    • 84926276478 scopus 로고
    • Investor preference for large firms: New evidence on economies of size
    • Reinganum, M., and J. Smith. "Investor Preference for Large Firms: New Evidence on Economies of Size." Journal of Industrial Economics, 32 (1983), 213-227.
    • (1983) Journal of Industrial Economics , vol.32 , pp. 213-227
    • Reinganum, M.1    Smith, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.