A SIMPLE-MODEL OF CAPITAL-MARKET EQUILIBRIUM WITH INCOMPLETE INFORMATION

[21] FRIEND I, 1975, AM ECON REV, V65, P900

[22] NEW EVIDENCE ON CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 903 - 917

[23] GROSSMAN SJ, 1976, AM ECON REV, V66, P246

[24] SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 13 - 32

[25] EFFECT OF LIMITED INFORMATION AND ESTIMATION RISK ON OPTIMAL PORTFOLIO DIVERSIFICATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 89 - 111

[26] LEVY H, 1978, AM ECON REV, V68, P643

[27] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[28] Merton R., 1948, ANTIOCH REV, V8, P193, DOI DOI 10.2307/4609267

[29] Merton R.C., 1983, P SAMUELSON MODERN E, P105

[30] MERTON RC, IN PRESS HDB MONETAR

[21] FRIEND I, 1975, AM ECON REV, V65, P900

[22] NEW EVIDENCE ON CAPITAL ASSET PRICING MODEL [J]. JOURNAL OF FINANCE, 1978, 33 (03) : 903 - 917

[23] GROSSMAN SJ, 1976, AM ECON REV, V66, P246

[24] SIZE-RELATED ANOMALIES AND STOCK RETURN SEASONALITY - FURTHER EMPIRICAL-EVIDENCE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (01) : 13 - 32

[25] EFFECT OF LIMITED INFORMATION AND ESTIMATION RISK ON OPTIMAL PORTFOLIO DIVERSIFICATION [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (01) : 89 - 111

[26] LEVY H, 1978, AM ECON REV, V68, P643

[27] THE EQUITY PREMIUM - A PUZZLE [J]. JOURNAL OF MONETARY ECONOMICS, 1985, 15 (02) : 145 - 161

[28] Merton R., 1948, ANTIOCH REV, V8, P193, DOI DOI 10.2307/4609267

[29] Merton R.C., 1983, P SAMUELSON MODERN E, P105

[30] MERTON RC, IN PRESS HDB MONETAR