THE MAYERS-RICE CONJECTURE - A COUNTEREXAMPLE

[1] CORNELL B, UNPUBLISHED

[2] FLEMING WH, 1965, FUNCTIONS SEVERAL VA, P93660

[3] MEASURING PORTFOLIO PERFORMANCE AND THE EMPIRICAL CONTENT OF ASSET PRICING MODELS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) : 3 - 28

[4] AMBIGUITY WHEN PERFORMANCE IS MEASURED BY SECURITIES MARKET LINE [J]. JOURNAL OF FINANCE, 1978, 33 (04) : 1051 - 1069

[5] CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (02) : 129 - 176

[6] PROOF OF THE EXISTENCE OF CONSENSUS BELIEFS [J]. JOURNAL OF FINANCE, 1979, 34 (04) : 957 - 963

[1] CORNELL B, UNPUBLISHED

[2] FLEMING WH, 1965, FUNCTIONS SEVERAL VA, P93660

[3] MEASURING PORTFOLIO PERFORMANCE AND THE EMPIRICAL CONTENT OF ASSET PRICING MODELS [J]. JOURNAL OF FINANCIAL ECONOMICS, 1979, 7 (01) : 3 - 28

[4] AMBIGUITY WHEN PERFORMANCE IS MEASURED BY SECURITIES MARKET LINE [J]. JOURNAL OF FINANCE, 1978, 33 (04) : 1051 - 1069

[5] CRITIQUE OF ASSET PRICING THEORY TESTS .1. PAST AND POTENTIAL TESTABILITY OF THEORY [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (02) : 129 - 176

[6] PROOF OF THE EXISTENCE OF CONSENSUS BELIEFS [J]. JOURNAL OF FINANCE, 1979, 34 (04) : 957 - 963