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CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS
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CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS (1997)CAPM RISK ADJUSTMENT FOR EXACT AGGREGATIO…Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information (1989)Convergence of Least-Squares …Convergence of least squares learning mechanisms in self-referential linear stochastic models (1989)Convergence of least squares …Theory of Financial Decision Making. (1988)Theory of Financial Decision …Functional equivalence between liquidity costs and the utility of money (1986)Functional equivalence betwee…Money and Interest in a Cash-in-Advance Economy (1985)Money and Interest in a Cash-…Money and Asset Prices in a Cash-in-Advance Economy (1985)Money and Asset Prices in a C…Money and Interest in Cash-In-Advance Economy (1984)Money and Interest in Cash-In…The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity (1982)The Economic Theory of Index …Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers (1982)Multilateral Comparisons of O…Economic monetary aggregates an application of index number and aggregation theory (1980)Economic monetary aggregates …The user cost of money (1978)The user cost of moneyDuality, Separability, and Functional Structure: Theory and Economic Applications (1978)Duality, Separability, and Fu…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…General competitive analysis (1971)General competitive analysisFoundations of Economic Analysis (1948)Foundations of Economic Analy…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options (1996)Post-'87 crash fears in the S&P 500 futures option market (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Theory of games and economic behavior (2019)Economics and Information Theory (1967)Exact and superlative index numbers (1976)Modeling the demand for narrow money in the United Kingdom and the United States (1991)Introduction to measurement with theory (2010)The Liquidity Premium of Near-Money Assets* (2016)Foundations of Economic Analysis. (1948)The Transactions Demand for Cash: An Inventory Theoretic Approach (1952)A Monetary Explanation of the Equity Premium, Term Premium, and Risk-Free Rate Puzzles (1996)Timing and real indeterminacy in monetary models (2001)On the equivalence of private and public money (2019)A Stochastic Approximation Method (1951)The monetary dynamics of hyperinflation (1956)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Strategic Trading When Agents Forecast the Forecasts of Others (1996)On economic applications of evolutionary game theory (1998)Robust Permanent Income and Pricing (1999)Transcendental Logarithmic Production Frontiers (1973)International Technology Diffusion (2004)Creative accounting or creative destruction? Firm-level productivity growth in Chinese manufacturing (2011)The Next Generation of the Penn World Table (2015)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)Equity, envy, and efficiency (1974)Economic Analysis of Social Interactions (2000)The Economics and Psychology of Personality Traits (2008)Firms in International Trade (2007)What Determines Productivity? (2011)Markets in licenses and efficient pollution control programs (1972)Equilibrium Points in Nonzero-Sum n -Person Submodular Games (1979)Using Discrete Choice Experiments to Value Health and Health Care (2007)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
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References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1982The Economic Theory of Index Numbers and the Measurement of Input, Output, and Productivity3,741 cited
  • 1948Foundations of Economic Analysis2,965 cited
  • 1971General competitive analysis2,942 cited
  • 1988Theory of Financial Decision Making.1,867 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 1982Multilateral Comparisons of Output, Input, and Productivity Using Superlative Index Numbers1,572 cited
  • 1989Convergence of least squares learning mechanisms in self-referential linear stochastic models871 cited
  • 1980Economic monetary aggregates an application of index number and aggregation theory671 cited
  • 1986Functional equivalence between liquidity costs and the utility of money616 cited
  • 1985Money and Interest in a Cash-in-Advance Economy599 cited
  • 1984Money and Interest in Cash-In-Advance Economy582 cited
  • 1978Duality, Separability, and Functional Structure: Theory and Economic Applications510 cited
  • 1985Money and Asset Prices in a Cash-in-Advance Economy402 cited
  • 1978The user cost of money373 cited

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  • 1989Convergence of Least-Squares Learning in Environments with Hidden State Variables and Private Information360 cited
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