An Empirical Bayes Approach to Efficient Portfolio Selection

Maximum Likelihood from Incomplete Data Via the EM Algorithm

1977 • 46,601 citations

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Introduction to Multivariate Statistical Analysis.

1959 • 3,939 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

The effect of estimation risk on optimal portfolio choice

1976 • 551 citations

Applied multivariate analysis

1972 • 500 citations

Foundations of Finance: Portfolio Decisions and Securities Prices

1978 • 326 citations

Estimation Risk and Optimal Portfolio Choice.

1981 • 326 citations

Sample Criteria for Testing Equality of Means, Equality of Variances, and Equality of Covariances in a Normal Multivariate Distribution

1946 • 319 citations

Elements of Continuous Multivariate Analysis

1969 • 267 citations

PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES

1974 • 192 citations

The effect of limited information and estimation risk on optimal portfolio diversification

1977 • 181 citations

Estimation Risk in the Portfolio Selection Model

1971 • 77 citations

Bayesian Inference for a Normal Dispersion Matrix and its Application to Stochastic Multiple Regression Analysis

1979 • 73 citations

A BAYESIAN MODEL FOR PORTFOLIO SELECTION AND REVISION

1975 • 65 citations

Foundations of Finance: Portfolio Decisions and Security Prices.

1980 • 64 citations

A Decision Theory Approach to Portfolio Selection

1966 • 58 citations

Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known

1965 • 51 citations

Bayesian Models for Forecasting Future Security Prices

1973 • 43 citations

Nonstationarity and Portfolio Choice

1976 • 23 citations

Bias in Estimating Portfolio Alpha and Beta Scores

1974 • 16 citations