EFFECTS OF ESTIMATION RISK ON EFFICIENT PORTFOLIOS: A MONTE CARLO SIMULATION STUDY |
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| Authors: | Harbans L. Dhingra |
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| Affiliation: | The author is Professor of Finance and Management Science at the College of Commerce, University of Saskatchewan, Canada. The research was supported by a research grant from the University of Saskatchewan, which is gratefully acknowledged. The author is greatly indebted to his colleagues Harold Silvester and Rick Long for their helpful comments and suggestions on the earlier draft of the paper. |
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