Stein and CAPM estimators of the means in asset allocation

International Review of Financial Analysis

Volumn 4, Issue 1, 1995, Pages 35-66

  Grauer, Robert R ^a   Hakansson, Nils H ^b  

^a SIMON FRASER UNIVERSITY   (Canada)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041831654     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/1057-5219(95)90005-5     Document Type: Article

References (48)

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26. Estimation with quadratic loss
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