CAPITAL ASSET PRICES WITH HETEROGENEOUS BELIEFS

[1] AOIKI M, 1967, OPTIMIZATION STOCHAS

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black F., 1972, Studies in the Theory of Capital Markets

[4] BLACK F, 1967, MEASURING PORTFOLIO

[5] CAPITAL MARKET EQUILIBRIUM WITH DIVERGENT BORROWING AND LENDING RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (05) : 1197 - 1205

[6] CAPITAL-MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A 2-PARAMETER WORLD [J]. JOURNAL OF FINANCE, 1976, 31 (01) : 1 - 15

[7] Green J., 1973, 284 HARV I EC RES

[8] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[9] Grossman S., 1975, J ECONOMETRICS, V3, P255, DOI 10.1016/0304-4076(75)90035-4

[10] CAPITAL MARKETS - THEORY AND EVIDENCE [J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 357 - 398

[1] AOIKI M, 1967, OPTIMIZATION STOCHAS

[2] CAPITAL MARKET EQUILIBRIUM WITH RESTRICTED BORROWING [J]. JOURNAL OF BUSINESS, 1972, 45 (03) : 444 - 455

[3] Black F., 1972, Studies in the Theory of Capital Markets

[4] BLACK F, 1967, MEASURING PORTFOLIO

[5] CAPITAL MARKET EQUILIBRIUM WITH DIVERGENT BORROWING AND LENDING RATES [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1971, 6 (05) : 1197 - 1205

[6] CAPITAL-MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A 2-PARAMETER WORLD [J]. JOURNAL OF FINANCE, 1976, 31 (01) : 1 - 15

[7] Green J., 1973, 284 HARV I EC RES

[8] EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION [J]. JOURNAL OF FINANCE, 1976, 31 (02) : 573 - 585

[9] Grossman S., 1975, J ECONOMETRICS, V3, P255, DOI 10.1016/0304-4076(75)90035-4

[10] CAPITAL MARKETS - THEORY AND EVIDENCE [J]. BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02): : 357 - 398