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Equilibrium pricing and portfolio composition in the presence of uncertain parameters

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  • Coles, Jeffrey L.
  • Loewenstein, Uri

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Bibliographic Info

Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 22 (1988)
Issue (Month): 2 (December)
Pages: 279-303

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Handle: RePEc:eee:jfinec:v:22:y:1988:i:2:p:279-303

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Web page: http://www.elsevier.com/locate/inca/505576

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Cited by:
  1. Lence, Sergio H. & Hayes, Dermot J., 1995. "Land Allocation in the Presence of Estimation Risk," Staff General Research Papers 995, Iowa State University, Department of Economics.
  2. Jonathan Lewellen & Jay Shanken, 2000. "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers 7699, National Bureau of Economic Research, Inc.
  3. Lubos Pastor & Pietro Veronesi, 2009. "Learning in Financial Markets," NBER Working Papers 14646, National Bureau of Economic Research, Inc.
  4. Mikko Zerni, 2012. "Do client firms manage the perception of auditor independence?: Evidence from the Swedish non-audit service market," Managerial Auditing Journal, Emerald Group Publishing, vol. 27(9), pages 821-845.
  5. Jorgensen, Bjorn & Li, Jing & Sadka, Gil, 2012. "Earnings dispersion and aggregate stock returns," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 1-20.
  6. Palea Vera, 2013. "The Effect of the European Regulation 1606/2002 on Market Efficiency: Early Empirical Evidence and Some Suggestions for Future Research and Policy-Making Discussion," Department of Economics and Statistics Cognetti de Martiis. Working Papers 201310, University of Turin.
  7. Christian Leuz & Catherine Schrand, 2009. "Disclosure and the Cost of Capital: Evidence from Firms’ Responses to the Enron Shock," NBER Working Papers 14897, National Bureau of Economic Research, Inc.
  8. Sunil Poshakwale & John K. Courtis, 2005. "Disclosure level and cost of equity capital: evidence from the banking industry," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 26(7), pages 431-444.
  9. Schmidt, Marko & Grigoleit, Jens & Nippa, Michael, 2009. "Die Auswirkungen der Unternehmenstransparenz auf den Erfolg börsenorientierter Kapitalgesellschaften in Deutschland - Eine Darstellung des aktuellen Forschungsstandes," Freiberg Working Papers 2009,01, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
  10. Arthur Charpentier & Abder Oulidi, 2009. "Estimating allocations for Value-at-Risk portfolio optimization," Computational Statistics, Springer, vol. 69(3), pages 395-410, July.

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