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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. (2004). wang, tan ; Uppal, Raman ; Garlappi, Lorenzo.
In: Money Macro and Finance (MMF) Research Group Conference 2004.
RePEc:mmf:mmfc04:54.

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Cites: 47

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Cocites: 50

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  1. Asset allocation with distorted beliefs and transaction costs. (2009). Kozhan, Roman ; Schmid, Wolfgang.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:194:y:2009:i:1:p:236-249.

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  2. Portfolio selection with probabilistic utility. (2007). Tavoni, Massimo ; Marschinski, Robert ; Rossi, Pietro ; Cocco, Flavio .
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:151:y:2007:i:1:p:223-239:10.1007/s10479-006-0117-5.

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  3. How Persistent is Stock Return Volatility? An Answer with Markov Regime Switching Stochastic Volatility Models. (2007). Valls Pereira, Pedro ; Hwang, Soosung ; Satchell, Steve E.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:1002-1024.

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References

References cited by this document

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