Estimation Risk and Simple Rules for Optimal Portfolio Selection

Son-nan‐N Chen, Stephen J. Brown

Research output: Contribution to journal › Article › Research › peer-review

25 Citations (Scopus)

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@article{11b5b99e182143a8a85e025b07783d97,

title = "Estimation Risk and Simple Rules for Optimal Portfolio Selection",

author = "Son-nan‐N Chen and Brown, {Stephen J.}",

year = "1983",

month = jan,

day = "1",

doi = "10.1111/j.1540-6261.1983.tb02284.x",

language = "English",

volume = "38",

pages = "1087--1093",

journal = "The Journal of Finance",

issn = "0022-1082",

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number = "4",

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