Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
OWEN, JOEL
and
RABINOVITCH, RAMON
1983.
On the Class of Elliptical Distributions and their Applications to the Theory of Portfolio Choice.
The Journal of Finance,
Vol. 38,
Issue. 3,
p.
745.
Dhingra, Harbans L.
1983.
Estimation risk and stability of optimal portfolio composition.
European Journal of Operational Research,
Vol. 13,
Issue. 4,
p.
353.
ALEXANDER, GORDON J.
and
RESNICK, BRUCE G.
1985.
More on Estimation Risk and Simple Rules for Optimal Portfolio Selection.
The Journal of Finance,
Vol. 40,
Issue. 1,
p.
125.
Coles, Jeffrey L.
and
Loewenstein, Uri
1988.
Equilibrium pricing and portfolio composition in the presence of uncertain parameters.
Journal of Financial Economics,
Vol. 22,
Issue. 2,
p.
279.
Burgess, Richard C.
and
Bey, Roger P.
1988.
OPTIMAL PORTFOLIOS: MARKOWITZ FULL COVARIANCE VERSUS SIMPLE SELECTION RULES.
Journal of Financial Research,
Vol. 11,
Issue. 2,
p.
153.
Harvey, Campbell R.
1988.
The real term structure and consumption growth.
Journal of Financial Economics,
Vol. 22,
Issue. 2,
p.
305.
Frankfurter, George M.
and
Lamoureux, Christopher G.
1989.
ESTIMATION AND SELECTION BIAS IN MEAN‐VARIANCE PORTFOLIO SELECTION.
Journal of Financial Research,
Vol. 12,
Issue. 2,
p.
173.
Jorion, Philippe
1991.
Bayesian and CAPM estimators of the means: Implications for portfolio selection.
Journal of Banking & Finance,
Vol. 15,
Issue. 3,
p.
717.
Jobson, J. D.
1991.
Confidence regions for the mean-variance efficient set: An alternative approach to estimation risk.
Review of Quantitative Finance and Accounting,
Vol. 1,
Issue. 3,
p.
235.
Drudi, F.
and
Majnoni, G.
1994.
Bond Markets, Treasury and Debt Management.
p.
31.
Polson, Nicholas G.
and
Tew, Bernard V.
2000.
Bayesian Portfolio Selection: An Empirical Analysis of the S&P 500 Index 1970–1996.
Journal of Business & Economic Statistics,
Vol. 18,
Issue. 2,
p.
164.
ter Horst, Jenke R.
de Roon, Frans A.
and
Werker, Bas J. M.
2000.
Incorporating Estimation Risk in Portfolio Choice.
SSRN Electronic Journal ,
Desai, Preyas S.
Kalra, Ajay
and
Murthi, B.P.S.
2002.
When Old is Gold: The Role of Business Longevity Under Risky Situations.
SSRN Electronic Journal ,
Li, Kai NMI2
2003.
Confidence in the Familiar: An International Perspective.
SSRN Electronic Journal ,
Li, Kai
2004.
Confidence in the Familiar: An International Perspective.
Journal of Financial and Quantitative Analysis,
Vol. 39,
Issue. 1,
p.
47.
DeMiguel, Victor
Garlappi, Lorenzo
and
Uppal, Raman
2006.
1/N.
SSRN Electronic Journal,
Lambert, Richard A.
Leuz, Christian
and
Verrecchia, Robert E.
2006.
Accounting Information, Disclosure, and the Cost of Capital.
SSRN Electronic Journal,
ter Horst, Jenke
de Roon, Frans
and
Werker, Bas
2006.
Advances in Corporate Finance and Asset Pricing.
p.
449.
LAMBERT, RICHARD
LEUZ, CHRISTIAN
and
VERRECCHIA, ROBERT E.
2007.
Accounting Information, Disclosure, and the Cost of Capital.
Journal of Accounting Research,
Vol. 45,
Issue. 2,
p.
385.
Hail, Luzi
and
Leuz, Christian
2007.
Capital Market Effects of Mandatory IFRS Reporting in the EU: Empirical Evidence.
SSRN Electronic Journal,