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

Christoffer Bengtsson

Forskningsoutput: Working paper/Preprint › Working paper

48 Nedladdningar (Pure)

Originalspråk	engelska
Utgivare	Department of Economics, Lund University
Status	Published - 2003

Namn	Working Papers, Department of Economics, Lund University
Nr.	17

Ämnesklassifikation (UKÄ)

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title = "The Impact of Estimation Error on Portfolio Selection for Investors with Constant Relative Risk Aversion",

keywords = "Portfolio selection, estimation risk, Markov Chain Monte Carlo",

author = "Christoffer Bengtsson",

year = "2003",

language = "English",

series = "Working Papers, Department of Economics, Lund University",

publisher = "Department of Economics, Lund University",

number = "17",

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AU - Bengtsson, Christoffer

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KW - estimation risk

KW - Markov Chain Monte Carlo

M3 - Working paper

T3 - Working Papers, Department of Economics, Lund University

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

PB - Department of Economics, Lund University

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