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Berk, J., Green, R., Naik, V. (1999). Optimal investment, growth options, and security returns.
Merton, R.C. (1973). An Intertemporal Capital Asset Pricing Model. Econometrica, 41 (5), 867–888.
Shanken, J. (1992). On the Estimation of Beta-Pricing Models. The Review of Financial, 5 (1), 1–33.
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