Back to search

The effect of estimation risk on optimal portfolio choice

Data up to Jan 2025

Published1976
Citations551
References25

Total Citations Per Year

Abstract

References (25)

Theory of games and economic behavior

2019 • 17,685 citations

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

Theory of probability

1939 • 6,981 citations

The Theory of Games and Economic Behavior

1945 • 5,878 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

Portfolio Selection

1952 • 4,159 citations

Bayesian Inference in Statistical Analysis.

1975 • 3,994 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

Portfolio Selection: Efficient Diversification of Investments.

1962 • 3,736 citations

An Introduction to Bayesian Inference in Econometrics.

1974 • 2,058 citations

An Introduction to Bayesian Inference in Econometrics.

1972 • 1,749 citations

Portfolio Theory and Capital Markets.

1972 • 1,272 citations

Bayesian Inference in Statistical Analysis

1974 • 1,151 citations

Increasing risk II: Its economic consequences

1971 • 1,042 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

Optimal rules for ordering uncertain prospects

1975 • 867 citations

How to Use Security Analysis to Improve Portfolio Selection

1973 • 841 citations

Capital Markets: Theory and Evidence

2003 • 292 citations

Capital Markets: Theory and Evidence

1972 • 229 citations

The Multi-Period Control Problem Under Uncertainty

1972 • 176 citations

A Bayes Approach for Combining Correlated Estimates

1965 • 72 citations

ADMISSIBLE PORTFOLIOS FOR ALL INDIVIDUALS

1976 • 62 citations

Multiperiod Predictions from Stochastic Difference Equations by Bayesian Methods

1973 • 39 citations

Admissible Portfolios for All Individuals

1976 • 14 citations

Cited By (0)

Loading...