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The Risk-Return Trade Off: Expected and Required Return
16 references·0 citing·39 second hop
The Risk-Return Trade Off: Expected and Required Return (2006)The Risk-Return Trade Off: Expected and R…Theory of games and economic behavior (2019)Theory of games and economic …The Perception of Risk (2016)The Perception of RiskThe Equity Premium (2002)The Equity PremiumBad is Stronger than Good (2001)Bad is Stronger than GoodCharacteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Characteristics, Covariances,…Myopic Loss Aversion and the Equity Premium Puzzle (1995)Myopic Loss Aversion and the …Myopic Loss Aversion and the Equity Premium Puzzle (1993)Myopic Loss Aversion and the …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Quasi-Rational Economics. (1992)Quasi-Rational Economics.Contingent weighting in judgment and choice. (1988)Contingent weighting in judgm…The equity premium: A puzzle (1985)The equity premium: A puzzleINVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Judgment under Uncertainty: Heuristics and Biases (1975)Judgment under Uncertainty: H…Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…An Intertemporal Capital Asset Pricing Model (1973)An Intertemporal Capital Asse…Theory of Games and Economic Behavior (1946)Theory of Games and Economic …Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Do Investors Trade Too Much? (1999)Familiarity Breeds Investment (2001)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Prospect Theory: An Analysis of Decision under Risk (1979)The need to belong: Desire for interpersonal attachments as a fundamental human motivation. (1995)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Experimental evidence of massive-scale emotional contagion through social networks (2014)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Cardinal Welfare, Individualistic Ethics, and Interpersonal Comparisons of Utility (1980)Development of prosocial, individualistic, and competitive orientations: Theory and preliminary evidence. (1997)Political Choice in Britain (2004)Toward a positive theory of consumer choice (1980)Non-cooperative games (1989)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1975Judgment under Uncertainty: Heuristics and Biases22,647 cited
  • 2019Theory of games and economic behavior16,630 cited
  • 2001Bad is Stronger than Good7,670 cited
  • 1973An Intertemporal Capital Asset Pricing Model6,557 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1946Theory of Games and Economic Behavior3,280 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1995Myopic Loss Aversion and the Equity Premium Puzzle2,486 cited
  • 2016The Perception of Risk2,221 cited
  • 1993Myopic Loss Aversion and the Equity Premium Puzzle1,799 cited
  • 1988Contingent weighting in judgment and choice.1,585 cited
  • 2002The Equity Premium1,331 cited
  • 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
  • 1992Quasi-Rational Economics.916 cited

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