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Logarithmic Preferences, Myopic Decisions, and Incomplete Information

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  • Feldman, David
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    Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

    Volume (Year): 27 (1992)
    Issue (Month): 04 (December)
    Pages: 619-629

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    Handle: RePEc:cup:jfinqa:v:27:y:1992:i:04:p:619-629_00

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    Cited by:
    1. Haim Kedar-Levy, 2002. "Price Bubbles of New-Technology IPOs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 7(2), pages 11-32, Summer.
    2. Lundtofte, Frederik, 2008. "Expected life-time utility and hedging demands in a partially observable economy," European Economic Review, Elsevier, vol. 52(6), pages 1072-1096, August.
    3. Ziegler, Alexandre, 2002. "State-price densities under heterogeneous beliefs, the smile effect, and implied risk aversion," European Economic Review, Elsevier, vol. 46(8), pages 1539-1557, September.
    4. Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 24(1), pages 63-95, January.
    5. Jianjun Miao, . "Ambiguity, Risk and Portfolio Choice under Incomplete Information," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics wp2009-019, Boston University - Department of Economics.
    6. Liu, Hening, 2011. "Dynamic portfolio choice under ambiguity and regime switching mean returns," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(4), pages 623-640, April.
    7. Kandel, Shmuel & Stambaugh, Robert F, 1996. " On the Predictability of Stock Returns: An Asset-Allocation Perspective," Journal of Finance, American Finance Association, American Finance Association, vol. 51(2), pages 385-424, June.
    8. Honda, Toshiki, 2003. "Optimal portfolio choice for unobservable and regime-switching mean returns," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(1), pages 45-78, October.
    9. Frederik Lundtofte, 2013. "The quality of public information and the term structure of interest rates," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 40(4), pages 715-740, May.
    10. Björk, Tomas & Davis, Mark H.A. & Landén, Camilla, 2010. "Optimal Investment under Partial Information," Working Paper Series in Economics and Finance 739, Stockholm School of Economics.
    11. Tomas Björk & Mark Davis & Camilla Landén, 2010. "Optimal investment under partial information," Computational Statistics, Springer, Springer, vol. 71(2), pages 371-399, April.

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