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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A., (1983)
On the utility theoretic foundations of mean-variance analysis
Baron, David P., (1977)
A simple econometric approach for utilitybased asset pricing models
Brown, David P., (1985)
Heterogeneity, comitted variable bias and duration dependence
Chamberlain, Gary, (1979)
Econometrics and decision theory
Chamberlain, Gary, (2000)
Funds, factors, and diversification in arbitrage pricing models
Chamberlain, Gary, (1982)