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    OR
    2002
    Springer
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    Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
    13 years 4 months ago
    Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
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    We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
    George A. Christodoulakis
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