Equilibrium pricing and portfolio composition in the presence of uncertain parameters
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference37 articles.
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4. Differential information and security market equilibrium;Barry;Journal of Financial and Quantitative Analysis,1985
5. Nonstationarity and portfolio choice;Barry;Journal of Financial and Quantitative Analysis,1976
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