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Korean Journal of Financial Studies 2006;35(1):41-68.
Published online February 28, 2006.
Market Equilibrium in the Capital Asset Pricing Model:Heterogeneous Expectations
Won Dong Chul, Jong-Bom Chay
자본자산가격결정모형(CAPM)의 시장균형
원동철, 최종범
Key Words: 무위험 자산,시장균형,이질적 기대,평균-분산 효용함수,포만포트폴리오,Capital asset pricing model,CAPM,Heterogeneous expectations,Mean-variance utility functions,Risk-free assets,Satiation portfolio
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