References

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• 1991A Theory of Disappointment Aversion1,343 cited
• 2003Risks and Portfolio Decisions Involving Hedge Funds1,213 cited
• 2009A skeptical appraisal of asset pricing tests☆1,204 cited
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• 1997Assessing Specification Errors in Stochastic Discount Factor Models768 cited
• 2010What's Vol Got to Do with It