London Business School and CEPR, and University of British Columbia, respectively. We are extremely grateful for detailed discussions with Bernard Dumas and Larry Epstein. We also acknowledge comments and suggestions from an anonymous referee, Suleyman Basak, Murray Carlson, Greg Connor, Adlai Fisher, Francisco Gomes, Tim Johnson, Burton Hollifield, Kai Li, Pascal Maenhout, Jun Pan, Sinan Sarpca, Stephen Schaefer, Luis Viceira, Hongjun Yan, Bill Ziemba, and seminar participants at Lancaster University, London Business School, MIT Sloan School of Management, University of Amsterdam, University of British Columbia, University of North Carolina, University of Warwick, the 2002 meetings of the AFA, SIRIF Conference on Behavioral Finance, and the Conference on Recent Developments in Securities Valuation and Risk Management at London School of Economics.
Model Misspecification and Underdiversification
Version of Record online: 7 NOV 2003
© 2003 the American Finance Association
The Journal of Finance
Volume 58, Issue 6, pages 2465–2486, December 2003
How to Cite
Uppal, R. and Wang, T. (2003), Model Misspecification and Underdiversification. The Journal of Finance, 58: 2465–2486. doi: 10.1046/j.1540-6261.2003.00612.x
- Issue online: 7 NOV 2003
- Version of Record online: 7 NOV 2003
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