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

Christoffer Bengtsson

Research output: Working paper/Preprint › Working paper

46 Downloads (Pure)

Original language	English
Publisher	Department of Economics, Lund University
Publication status	Published - 2003

Name	Working Papers, Department of Economics, Lund University
No.	17

Subject classification (UKÄ)

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

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