The effect of estimation risk on optimal portfolio choiceRoger W. Klein, Vijay S. Bawa1976-06-01articleJournal of Financial Economics532 citationsclosedNo readable copy stored yet — this record is metadata only.Risk and Portfolio OptimizationFinancial Markets and Investment StrategiesStochastic processes and financial applicationsAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 532 citations exist upstream.References1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*2019Theory of games and economic behavior1945The Theory of Games and Economic Behavior1966Equilibrium in a Capital Asset Market1952Portfolio Selection1958Liquidity Preference as Behavior Towards Risk1962Portfolio Selection: Efficient Diversification of Investments.1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*Cited by2000Portfolio Selection and Asset Pricing Models2010Portfolio selection with higher moments2003An Empirical Analysis of Analysts' Target Prices: Short‐term Informativeness and Long‐term Dynamics2000Comparing asset pricing models: an investment perspective2010Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies1986Optimal Portfolio Choice Under Incomplete Information2002Investing in equity mutual funds1986An Empirical Bayes Approach to Efficient Portfolio Selection