Replication Data for "Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty"
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https://dataverse.harvard.edu/citation?persistentId=doi:10.7910/DVN/OC1XPW
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Data and matlab programs to replicate the results in the main text of "Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty" by Raymond Kan and Nathan Lassance, accepted for publication in JFQA in November 2024.
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Harvard Dataverse创建时间：
2024-12-03
