The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion
(2003) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387362
- author
- Bengtsson, Christoffer LU
- organization
- publishing date
- 2003
- type
- Working paper/Preprint
- publication status
- published
- subject
- keywords
- Portfolio selection, estimation risk, Markov Chain Monte Carlo
- in
- Working Papers, Department of Economics, Lund University
- issue
- 17
- publisher
- Department of Economics, Lund University
- language
- English
- LU publication?
- yes
- id
- bc7a9743-a9b6-460c-8fd3-91ed01289e8b (old id 1387362)
- alternative location
- http://swopec.hhs.se/lunewp/abs/lunewp2003_017.htm
- date added to LUP
- 2016-04-04 12:04:15
- date last changed
- 2018-11-21 21:08:49
@misc{bc7a9743-a9b6-460c-8fd3-91ed01289e8b, author = {{Bengtsson, Christoffer}}, keywords = {{Portfolio selection; estimation risk; Markov Chain Monte Carlo}}, language = {{eng}}, note = {{Working Paper}}, number = {{17}}, publisher = {{Department of Economics, Lund University}}, series = {{Working Papers, Department of Economics, Lund University}}, title = {{The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion}}, url = {{https://lup.lub.lu.se/search/files/5920367/2060057}}, year = {{2003}}, }