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Normative implications of equilibrium models: Homogeneous expectations and other artificialities

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  • Frankfurter, George M.
  • Phillips, Herbert E.

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  • Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
  • Handle: RePEc:eee:jeborg:v:31:y:1996:i:1:p:67-83
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    References listed on IDEAS

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    8. Klein, Roger W. & Bawa, Vijay S., 1977. "Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(4), pages 669-669, November.
    9. Eugene F. Fama, 1968. "Risk, Return And Equilibrium: Some Clarifying Comments," Journal of Finance, American Finance Association, vol. 23(1), pages 29-40, March.
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    17. Ross, Stephen A, 1978. "The Current Status of the Capital Asset Pricing Model (CAPM)," Journal of Finance, American Finance Association, vol. 33(3), pages 885-901, June.
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    24. Klein, Roger W. & Bawa, Vijay S., 1977. "The effect of limited information and estimation risk on optimal portfolio diversification," Journal of Financial Economics, Elsevier, vol. 5(1), pages 89-111, August.
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    Cited by:

    1. McGoun, Elton G., 1997. "Ex ungue leonem," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 1-12.

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