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Nontraded assets and the CAPM

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  • Weil, Philippe

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File URL: http://www.sciencedirect.com/science/article/B6V64-45R2GBB-1M/2/ad6971abc7b20777ca9c2abee5e47d25
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Bibliographic Info

Article provided by Elsevier in its journal European Economic Review.

Volume (Year): 38 (1994)
Issue (Month): 3-4 (April)
Pages: 913-922

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Handle: RePEc:eee:eecrev:v:38:y:1994:i:3-4:p:913-922

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Web page: http://www.elsevier.com/locate/eer

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Cited by:
  1. Henderson, Vicky, 2005. "Explicit solutions to an optimal portfolio choice problem with stochastic income," Journal of Economic Dynamics and Control, Elsevier, vol. 29(7), pages 1237-1266, July.
  2. Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
  3. M. C. Freeman & I. R. Davidson, 1999. "Estimating the equity premium," The European Journal of Finance, Taylor & Francis Journals, vol. 5(3), pages 236-246.

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