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

Roger W. Klein, Vijay S. Bawa

Research output: Contribution to journalArticlepeer-review

Original languageEnglish (US)
Pages (from-to)669
Number of pages1
JournalJournal of Financial and Quantitative Analysis
Volume12
Issue number4
DOIs
StatePublished - Nov 1977
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Accounting
  • Finance
  • Economics and Econometrics

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