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The Strong Case for the Generalized Logarithmic Utility Model as the Premier Model of Financial Markets

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Rubinstein, Mark
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Article provided by American Finance Association in its journal Journal of Finance.

Volume (Year): 31 (1976)
Issue (Month): 2 (May)
Pages: 551-71
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Handle: RePEc:bla:jfinan:v:31:y:1976:i:2:p:551-71

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  7. Merton, Robert C., 1977. "On the microeconomic theory of investment under uncertainty," Working papers 958-77., Massachusetts Institute of Technology (MIT), Sloan School of Management. [Downloadable!]
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  10. David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  11. Nyarko, Yaw & Olson, Lars J., 1991. "Optimal Growth with Unobservable Resources and Learning," Working Papers 91-01, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
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