EFFECT OF ESTIMATION RISK ON CAPITAL-MARKET EQUILIBRIUM

[1] PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES [J]. JOURNAL OF FINANCE, 1974, 29 (02) : 515 - 522

[2] Bawa VS, 1979, ESTIMATION RISK OPTI

[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[4] BROWN SJ, 1976, THESIS U CHICAGO

[5] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J]. JOURNAL OF FINANCE, 1968, 23 (01) : 29 - 40

[6] Goldberger A. S., 1964, ECONOMETRIC THEORY

[7] EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) : 215 - 231

[8] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[9] Miller M. H., 1972, STUDIES THEORY CAPIT, V23, P47

[10] PREDICTION AND DECISION-PROBLEMS IN REGRESSION-MODELS FROM THE BAYESIAN POINT OF VIEW [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (310) : 608 - 616

[1] PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES [J]. JOURNAL OF FINANCE, 1974, 29 (02) : 515 - 522

[2] Bawa VS, 1979, ESTIMATION RISK OPTI

[3] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[4] BROWN SJ, 1976, THESIS U CHICAGO

[5] RISK, RETURN AND EQUILIBRIUM - SOME CLARIFYING COMMENTS [J]. JOURNAL OF FINANCE, 1968, 23 (01) : 29 - 40

[6] Goldberger A. S., 1964, ECONOMETRIC THEORY

[7] EFFECT OF ESTIMATION RISK ON OPTIMAL PORTFOLIO CHOICE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (03) : 215 - 231

[8] SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION [J]. JOURNAL OF FINANCE, 1965, 20 (04) : 587 - 616

[9] Miller M. H., 1972, STUDIES THEORY CAPIT, V23, P47

[10] PREDICTION AND DECISION-PROBLEMS IN REGRESSION-MODELS FROM THE BAYESIAN POINT OF VIEW [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1965, 60 (310) : 608 - 616