Incorporating estimation risk in portfolio choice

F.A. de Roon, J.R. Ter Horst, B.J.M. Werker

Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

Original languageEnglish
Title of host publicationAdvances in Corporate Finance and Asset Pricing
EditorsL.D.R. Renneboog
Place of PublicationAmsterdam
PublisherElsevier
Pages568
Number of pages568
ISBN (Print)0444527230
Publication statusPublished - 2006

Cite this

de Roon, F. A., Ter Horst, J. R., & Werker, B. J. M. (2006). Incorporating estimation risk in portfolio choice. In L. D. R. Renneboog (Ed.), Advances in Corporate Finance and Asset Pricing (pp. 568). Elsevier.