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The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion

Bengtsson, Christoffer LU (2003) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Working Paper
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 Universtiy
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
2009-04-20 12:27:25
date last changed
2016-04-16 10:04:58
@misc{bc7a9743-a9b6-460c-8fd3-91ed01289e8b,
  author       = {Bengtsson, Christoffer},
  keyword      = {Portfolio selection,estimation risk,Markov Chain Monte Carlo},
  language     = {eng},
  note         = {Working Paper},
  number       = {17},
  publisher    = {Department of Economics, Lund Universtiy},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion},
  year         = {2003},
}