Data-generating process uncertainty: What difference does it make in portfolio decisions?

Journal of Financial Economics

Volumn 72, Issue 2, 2004, Pages 385-421

  Tu, Jun ^a   Zhou, Guofu ^a,b  

^a WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

Asset pricing tests: Investments; Bayesian analysis; Data generating process; t distribution

Indexed keywords

EID: 1842659070     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2003.05.003     Document Type: Article

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