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Data generating process
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<h2 id="references">References</h2> <ol> <li id="fn:1"><p>Tu, Jun; Zhou, Guofu (2004). "Data-generating process uncertainty: What difference does it make in portfolio decisions?". Journal of Financial Economics. 72 (2): 385–421. doi:10.1016/j.jfineco.2003.05.003. <a href="https://www.sciencedirect.com/science/article/pii/S0304405X03002472" target="_blank">https://www.sciencedirect.com/science/article/pii/S0304405X03002472</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li> </ol>