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General uncertainty in portfolio selection: A case-based decision approach
16 references·1 citing·36 second hop
General uncertainty in portfolio selection: A case-based decision approach (2007)General uncertainty in portfolio selectio…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceOptimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…Optimal Portfolio Choice with Parameter Uncertainty (2007)Optimal Portfolio Choice with…Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)Portfolio Selection with Para…Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Risk Reduction in Large Portf…Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Improved estimation of the co…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Robust Control and Model Uncertainty (2001)Robust Control and Model Unce…Global Portfolio Optimization (1992)Global Portfolio OptimizationOn the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)On the Sensitivity of Mean-Va…Maxmin expected utility with non-unique prior (1989)Maxmin expected utility with …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Bayes-Stein Estimation for Portfolio Analysis (1986)Bayes-Stein Estimation for Po…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Portfolio Selection (1952)Portfolio SelectionRisk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitThe empirical similarity approach for volatility prediction (2013)The empirical similarity appr…Risk, Ambiguity, and the Savage Axioms (1961)Utility Theory for Decision Making (1971)Recent developments in modeling preferences: Uncertainty and ambiguity (1992)A Smooth Model of Decision Making under Ambiguity (2005)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)PORTFOLIO SELECTION* (1952)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)Industry costs of equity (1997)Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH (2001)International Stock Return Comovements (2005)High dimensional covariance matrix estimation using a factor model (2008)A Simplified Model for Portfolio Analysis (1963)Honey, I Shrunk the Sample Covariance Matrix (2004)Chapter 4 Forecast Combinations (2006)Judgment under Uncertainty: Heuristics and Biases (1974)Investor attention, overconfidence and category learning (2006)Retail Investor Sentiment and Return Comovements (2006)The Behavior of Individual Investors (2013)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Advances in prospect theory: Cumulative representation of uncertainty (1992)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
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References

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  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1952Portfolio Selection4,609 cited
  • 1989Maxmin expected utility with non-unique prior4,063 cited
  • 2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?3,193 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 2003Improved estimation of the covariance matrix of stock returns with an application to portfolio selection1,634 cited
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  • 2007Optimal Portfolio Choice with Parameter Uncertainty704 cited
  • 2006

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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
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  • 2013The empirical similarity approach for volatility prediction20 cited