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Incorporating Estimation Risk in Portfolio Choice
J.R. Ter Horst
,
F.A. de Roon
,
B.J.M. Werker
Research Group: Econometrics
Research Group: Finance
Finance
Research output
:
Working paper
›
Discussion paper
›
Other research output
543
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Dive into the research topics of 'Incorporating Estimation Risk in Portfolio Choice'. Together they form a unique fingerprint.
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Keyphrases
Portfolio Choice
100%
Risk Aversion
100%
Risk Estimation
100%
Portfolio Weights
66%
Expected Returns
33%
Mean-variance Frontier
33%
Mean-variance Portfolio
33%
Actual Risk
33%
Country Portfolios
33%
International Portfolios
33%
Economics, Econometrics and Finance
Emerging Economies
100%
Portfolio Choice
100%