Capital Asset Pricing with Price Level Changes
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Cited by:
- Berck, Peter & Cecchetti, Stephen G, 1980. "Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt38t9z8b9, Department of Agricultural & Resource Economics, UC Berkeley.
- J.A. Schnabel, 1980. "A Note On Inflation, The Capital Asset Pricing Model, And Beta Estimation With Nominal Data," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 3(3), pages 261-267, September.
- Wilbur G. Lewellen & James S. Ang, 1982. "Inflation, Security Values, And Risk Premia," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(2), pages 105-123, June.
- Berck, Peter & Cecchetti, Stephen G, 1980.
"Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch,"
Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series
qt38t9z8b9, Department of Agricultural & Resource Economics, UC Berkeley.
- Berck, Peter & Cecchetti, Stephen G., 1980. "Portfolio Choice with Uncertain Consumption Prices: a mean-variance approch," CUDARE Working Papers 37852, University of California, Berkeley, Department of Agricultural and Resource Economics.
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