Title:

On the Diversification, Observability, and Measurement of Estimation Risk

Authors:

Pete Clarkson (Simon Fraser U)
Rex Thompson (Southern Methodist U)
José Guedes (Southern Methodist U)

Journal:

Journal Of Financial And Quantitative Analysis

Year:

1996

Volume:

31

Pages:

69-84

JEL code:

G11 - Portfolio Choice; Investment Decisions