مرکز منطقه ای اطلاع رساني علوم و فناوري - Data-generating process uncertainty: What difference does it make in portfolio decisions?

Title of article :

Data-generating process uncertainty: What difference does it make in portfolio decisions?

Author/Authors :

Jun Tu، نويسنده , , Guofu Zhou، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

385

To page :

421

Keywords :

Asset pricing tests: Investments , t distribution , Data generating process , Bayesian analysis

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257672

Link To Document :