A shrinkage approach to model uncertainty and asset allocation

Review of Financial Studies

Volumn 18, Issue 2, 2005, Pages 673-705

  Wang, Zhenyu ^a  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 25844483222     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhi014     Document Type: Article

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