Portfolio selection with parameter and model uncertainty: A multi-prior approach

Review of Financial Studies

Volumn 20, Issue 1, 2007, Pages 41-81

  Garlappi, Lorenzo ^a,d   Uppal, Raman ^b   Wang, Tan ^c  

^a UNIVERSITY OF TEXAS AT AUSTIN   (United States)

^b CEPR   (United Kingdom)

^c UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^d UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33845716601     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhl003     Document Type: Article

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