Incorporating economic objectives into Bayesian priors: Portfolio choice under parameter uncertainty

Journal of Financial and Quantitative Analysis

Volumn 45, Issue 4, 2010, Pages 959-986

  Tu, Jun ^a   Zhou, Guofu ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b WASHINGTON UNIVERSITY IN ST LOUIS   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 78649985236     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.1017/S0022109010000335     Document Type: Article

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