@article{Tu2004,
	title = {Data-generating process uncertainty: What difference does it make
	in portfolio decisions?},
	author = {Jun Tu and Guofu Zhou},
	journal = {Journal of Financial Economics},
	month = {May},
	number = {2},
	pages = {385--421},
	url = {http://www.sciencedirect.com/science/article/B6VBX-49Y42NP-1/1/05523a436b9169a47201decd01dafd7c},
	volume = {72},
	year = {2004},
	biburl = {http://www.bibsonomy.org/bibtex/2f2e74ccbee7b084a821739167af2d0d7/smicha},
	keywords = {Asset Investments pricing tests: }
}