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McKinlay A.C. Multifactor Models do not Explain Deviation from the CAPM // Joumal of Financial Economics. 1995. Vol. 38. P 3—28.

Chopra V., Ziemba W. The Effect of Errors in Means, Variances and Covariances on Optimal Portfolio Choice // Joumal of Portfolio Management. 1993. Winter. P. 6-11.

Campbell H.R. Predictable Risk and Returns in Emerging Markets // Review of Financial Studies. 1995. Vol. 8. P. 773-816.

Ackert L.F., Smith B.F. Stock Price Volatility, Ordinary Dividends and Cash Flows to Shareholders // Joumal of Finance. 1993. Vol. 48. September. P. 1147-1160.

Balvers R.J., Cosimano T.F., McDonald B, Predicting Stock Returns in an Efficient Market // Joumal of Finance. 1990. Vol. 45. September. P. 1109— 1128.

Breeden D.T., Gibbons M.R., Litzenberger R.H. Empirical Tests of the Consumption-oriented CAPM // Joumal of Finance. 1989. Vol. 44. June. P. 231-262.

Brown K.C., Harlow W. V., Tinic S.M. Risk Aversion, Uncertain Information and Market Efficiency // Joumal of Financial Economics. 1988. December. P. 355-385.

Coggin T.D., Fabozzi F.J., Rahman Sh. The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation // Joumal of Finance. 1993. Vol. 48. July. P. 1039-1055.

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Elton E.J., Gruber M.J., Padberg M.W. Simple Criteria for Optimal Portfolio Selection: Tracing out the Efficient Frontier // Joumal of Finance. 1978. Vol. XIII. March. № 1. P. 296-302.

Fama E.F., French K.R. The Cross-Section of Expected Stock Returns // Joumal of Finance. 1992. Vol. 47. June. P. 427—465.

Statman M. How Many Stocks Make a Diversified Portfolio? // Joumal of Financial and Quantitative Analysis. 1987. Vol. 22. September. P. 353—363. Fama E.F., French K.R. Dividend Yields and Expected Stock Returns // Joumal of Financial Economics. 1988. Vol. 22. October. P. 3—25.

Fama E.F., French K.R. Permanent and Temporary Components of Stock Prices // Joumal of Political Economy. 1988. Vol. 96. April. P. 246—273.

Fama E.F., French K.R. Business Conditions and Expected Returns on Stocks and Bonds // Joumal of Financial Economics. 1989. Vol. 25. November. P. 23-49.

Fama E.F., French K.R. Common Risk Factors in the Returns on Stocks and Bonds // Joumal of Financial Economics. 1993. Vol. 33. P. 3—56.

KJeidon A.W. Variance Bounds Tests and Stock Price Valuation Models // Joumal of Political Economy. 1986. Vol. 94. October. P. 953—1001.

Kon S.J. Models of Stock Returns. A Comparison // Joumal of Finance. 1984. Vol. 39. March. P. 147-165.

Kothari S.P., Shanken J. Stock Return Variation and Expected Dividends // Joumal of Financial Economics. 1992. Vol. 31. April. P. 177—210.