The DOI matches its Crossref record; 65 of the 65 references it cites were found in a registry or an index.
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
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Citations
Cites
Applied Multivariate Statistical Analysis.
Johnson, A. R., & Wichern, D. W. (1988) · Biometrics · doi:10.2307/2531616 · Cited by 11,353
Knight, F. H. (1921) · Cited by 9,948
“Risk, Ambiguity, and the Savage Axioms.”
Ellsberg, D. (1961) · The Quarterly Journal of Economics · doi:10.2307/1884324 · Cited by 7,891
Optimum consumption and portfolio rules in a continuous-time model
Merton, R. C. (1971) · Journal of Economic Theory · doi:10.1016/0022-0531(71)90038-x · Cited by 5,958
Maxmin expected utility with non-unique prior
Gilboa, I., & Schmeidler, D. (1989) · Journal of Mathematical Economics · doi:10.1016/0304-4068(89)90018-9 · Cited by 4,040
A well-conditioned estimator for large-dimensional covariance matrices
Ledoit, O., & Wolf, M. (2004) · Journal of Multivariate Analysis · doi:10.1016/s0047-259x(03)00096-4 · Cited by 3,046
Recursive Methods in Economic Dynamics
Stokey, N. L., Lucas, R. E., & Prescott, E. C. (1989) · Harvard University Press eBooks · doi:10.2307/j.ctvjnrt76 · Cited by 3,031
On estimating the expected return on the market
Merton, R. C. (1980) · Journal of Financial Economics · doi:10.1016/0304-405x(80)90007-0 · Cited by 2,806
A Smooth Model of Decision Making under Ambiguity
Klibanoff, P., Marinacci, M., & Mukerji, S. (2005) · Econometrica · doi:10.1111/j.1468-0262.2005.00640.x · Cited by 1,882
INADMISSIBILITY OF THE USUAL ESTIMATOR FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
Stein, C. (1956) · Contribution to the Theory of Statistics · doi:10.1525/9780520313880-018 · Cited by 1,841
Metadata
- Authors
- Garlappi, L., Wang, T., & Uppal, R.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2004
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2101898852
- Cited by
- 264
- References
- 65
- Type
- posted content
- Language
- en
- Open access
- green
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- Garlappi, L., Wang, T., & Uppal, R. (2004). Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.671981
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
