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Forecasting and Probability Distributions for Models of Portfolio Selection

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  • Fried, Joel

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  • Fried, Joel, 1970. "Forecasting and Probability Distributions for Models of Portfolio Selection," Journal of Finance, American Finance Association, vol. 25(3), pages 539-554, June.
    • Handle: RePEc:bla:jfinan:v:25:y:1970:i:3:p:539-54
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    Cited by:

    1. Kircher, Felix & Rösch, Daniel, 2021. "A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks," Journal of Banking & Finance, Elsevier, vol. 133(C).
    2. Duncan, Steven Scott, 1988. "The relevant forecast of variance of income for marketing decisions under uncertainty," ISU General Staff Papers 198801010800009839, Iowa State University, Department of Economics.
    3. Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a housing starts futures contract," CUDARE Working Papers 43307, University of California, Berkeley, Department of Agricultural and Resource Economics.
    4. Ahrendsen, Bruce L., 1993. "A Structural Approach to Estimating Rate of Return Expectations of Farmers," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 25(2), pages 56-68, December.
    5. Dixon, Bruce L. & Barry, Peter J., 1983. "Portfolio Analysis Considering Estimation Risk And Imperfect Markets," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 8(2), pages 1-9, December.
    6. Berck, Peter & Rosen, Kenneth T., 1984. "Hedging with a Housing Starts Futures Contract," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt0789s2xp, Department of Agricultural & Resource Economics, UC Berkeley.

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