On the public citation graph

Rules-of-thumb for the Impact of Parameter Uncertainty on Investor Outcomes

https://doi.org/10.2139/ssrn.3610358
0 signed · 10 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2331openalex-extracted
STRATEGIC ASSET ALLOCATION FOR LONG‐TERM INVESTORS: PARAMETER UNCERTAINTY AND PRIOR INFORMATION
inferredcites →https://doi.org/10.1016/0304-405x(76)90004-0openalex-extracted
The effect of estimation risk on optimal portfolio choice
inferredcites →https://doi.org/10.1023/a:1009725805128openalex-extracted
The Role of Learning in Dynamic Portfolio Decisions
inferredcites →https://doi.org/10.1093/rfs/hhl003openalex-extracted
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.1111/0022-1082.00323openalex-extracted
Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb04538.xopenalex-extracted
Optimal Portfolio Choice Under Incomplete Information
inferredcites →https://doi.org/10.1111/j.1540-6261.2012.01722.xopenalex-extracted
Are Stocks Really Less Volatile in the Long Run?
inferredcites →https://doi.org/10.1257/aer.91.1.260openalex-extracted
Gamma Discounting
inferredcites →https://doi.org/10.2139/ssrn.671981openalex-extracted
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.2139/ssrn.905003openalex-extracted
Strategic Asset Allocation for Long-Term Investors: Parameter Uncertainty and Prior Information
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.