Estimation risk and optimal portfolio choice
By: Vijay S. Bawa, Stephen J. Brown, Roger W. Klein.
Contributors: Brown, Stephen J., joint author.; Klein, Roger W., joint author.
Series: Studies in Bayesian econometrics ;; v. 3
Publisher: North-Holland Pub. Co.; sole distributors for the U.S.A., Elsevier North-Holland
Published: 1979
Place of publication: Amsterdam; New York; New York
Language: eng
Number of pages: 190
Subjects: Investments.; Capital market.; Risk.; Bayesian statistical decision theory.
Notes: Bibliography: p. [176]-185.
Includes indexes.