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The CAPM Relation for Inefficient Portfolios
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0165-1889(91)90001-hopenalex-extracted
Further results on asset pricing with incomplete information
inferredcites →https://doi.org/10.1016/0304-405x(77)90009-5openalex-extracted
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
inferredcites →https://doi.org/10.1016/0304-405x(85)90015-7openalex-extracted
Testing asset pricing models with changing expectations and an unobservable market portfolio
inferredcites →https://doi.org/10.1016/0304-405x(87)90061-4openalex-extracted
On correlations and inferences about mean-variance efficiency
inferredcites →https://doi.org/10.1016/0304-405x(87)90062-6openalex-extracted
Multivariate proxies and asset pricing relations
inferredcites →https://doi.org/10.1016/b978-0-12-780850-5.50018-6openalex-extracted
THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation,…
inferredcites →https://doi.org/10.1016/j.euroecorev.2007.09.003openalex-extracted
Expected life-time utility and hedging demands in a partially observable economy
inferredcites →https://doi.org/10.1016/j.frl.2006.03.007openalex-extracted
Expanding the frontier one asset at a time
inferredcites →https://doi.org/10.1016/j.qref.2003.04.001openalex-extracted
The mathematics of the portfolio frontier: a geometry-based approach
inferredcites →https://doi.org/10.1023/a:1013817632247openalex-extracted
Production and the Real Rate of Interest: A Sample Path Equilibrium
inferredcites →https://doi.org/10.1023/a:1022510926704openalex-extracted
The Term Structure of Interest Rates: Bounded or Falling?
inferredcites →https://doi.org/10.1080/135184799337064openalex-extracted
A three-dimensional risk-return relationship based upon the inefficiency of a portfolio: derivation and implications
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/295472openalex-extracted
Capital Market Equilibrium with Restricted Borrowing
inferredcites →https://doi.org/10.1111/1468-036x.00218openalex-extracted
Simple Construction of the Efficient Frontier
inferredcites →https://doi.org/10.1111/j.1540-6261.1964.tb02865.xopenalex-extracted
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb05037.xopenalex-extracted
Benchmark Portfolio Inefficiency and Deviations from the Security Market Line
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb05042.xopenalex-extracted
Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy
inferredcites →https://doi.org/10.1111/j.1540-6261.1986.tb05043.xopenalex-extracted
Asset Pricing in a Production Economy with Incomplete Information
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb04391.xopenalex-extracted
The Term Structure of Interest Rates in a Partially Observable Economy
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04422.xopenalex-extracted
On the Cross-Sectional Relation between Expected Returns and Betas
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05170.xopenalex-extracted
Portfolio Inefficiency and the Cross‐section of Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05201.xopenalex-extracted
The Conditional CAPM and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.1111/j.1540-6288.2006.00137.xopenalex-extracted
The Effect of Information Quality on Optimal Portfolio Choice
inferredcites →https://doi.org/10.1287/mnsc.9.2.277openalex-extracted
A Simplified Model for Portfolio Analysis
inferredcites →https://doi.org/10.2307/1907413openalex-extracted
Safety First and the Holding of Assets
inferredcites →https://doi.org/10.2307/1910098openalex-extracted
Equilibrium in a Capital Asset Market
inferredcites →https://doi.org/10.2307/1913601openalex-extracted
The Role of Conditioning Information in Deducing Testable Restrictions Implied by Dynamic Asset Pricing Models
inferredcites →https://doi.org/10.2307/2328606openalex-extracted
Foundations for Financial Economics.
inferredcites →https://doi.org/10.2307/2329621openalex-extracted
An Analytic Derivation of the Efficient Portfolio Frontier
inferredcites →https://doi.org/10.2307/2331144openalex-extracted
Logarithmic Preferences, Myopic Decisions, and Incomplete Information
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inferred← citeshttps://doi.org/10.2139/ssrn.1099754openalex-extracted
CAPM with View Bias Adjustment Under Imperfect Information
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