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Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance

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  • Weidong Tian
  • Qing Zhou

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  • Weidong Tian & Qing Zhou, 2017. "Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance," International Review of Finance, International Review of Finance Ltd., vol. 17(2), pages 289-324, June.
    • Handle: RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324
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    References listed on IDEAS

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    17. Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 1999. "On Portfolio Optimization: Forecasting Covariances and Choosing the Risk Model," NBER Working Papers 7039, National Bureau of Economic Research, Inc.
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