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Problems in the Theory of Markets under Uncertainty
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Problems in the Theory of Markets under Uncertainty (1970)Problems in the Theory of Markets under U…Design Concepts for Governance Architects (2010)Design Concepts for Governanc…The Foundations and Current State of Capital Market Theory (2003)The Foundations and Current S…Capital Markets: Theory and Evidence (2003)Capital Markets: Theory and E…Bounded Rationality Is Not Fundamental Uncertainty: A Post Keynesian Perspective (2001)Bounded Rationality Is Not Fu…CAUSALITY and DETERMINISM IN ECONOMICS (1994)CAUSALITY and DETERMINISM IN …Methodology and finance (1982)Methodology and financeChapter 13 On the microeconomic theory of investment under uncertainty (1982)Chapter 13 On the microeconom…Economies of scope and the scope of the enterprise (1980)Economies of scope and the sc…Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the lucas model (1977)Optimality, the interaction o…NEW THEMES IN FINANCE (1974)NEW THEMES IN FINANCEContinuous stochastic games (1973)Continuous stochastic gamesPublic Choice: A Different Approach to the Study of Public Administration (1971)Public Choice: A Different Ap…PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An Intertemporal Capital Asset Pricing Model (1973)Option pricing when underlying stock returns are discontinuous (1976)The arbitrage theory of capital asset pricing (1976)Competitive Equilibrium Under Uncertainty (1968)Expectations and the neutrality of money (1972)COMPETITIVE EQUILIBRIUM UNDER UNCERTAINTY11This research was supported in part by the Office of Naval Research under Contract ONR 222(77) with the University of California. Reproduction in whole or in part is permitted for any purpose of the United States Government. (1978)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)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)The Problem of Social Cost (1960)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)The cornerstones of competitive advantage: A resource‐based view (1993)The Theory of the Growth of the Firm (1995)Dynamic capabilities and strategic management (1997)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Non-Cooperative Games (1951)Stochastic Games (1953)Non-cooperative games (1989)The Nature of the Firm (1937)A Pure Theory of Local Expenditures (1956)The Logic of Collective Action. (1966)Origin and theoretical basis of new public management (2001)The New Public Governance? 1 (2006)Public Value Governance: Moving Beyond Traditional Public Administration and the New Public Management (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Essays in Positive Economics (1954)Prolegomena to a Post Keynesian health economics (2006)The Economic Behavior of Human Beings: The Institutional/Post-Keynesian Model (2008)Da racionalidade axiomática à racionalidade ecológica: elementos para a construção de uma agenda de pesquisa em simulação computacional econômica (2023)When is Time Continuous? (1998)Stock Options as Incentive Contracts and Dividend Policy (2002)
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  • 1980Economies of scope and the scope of the enterprise1,787 cited
  • 1971Public Choice: A Different Approach to the Study of Public Administration464 cited
  • 2003Capital Markets: Theory and Evidence284 cited
  • 2001Bounded Rationality Is Not Fundamental Uncertainty: A Post Keynesian Perspective58 cited
  • 1977Optimality, the interaction of spot and futures markets, and the nonneutrality of money in the lucas model50 cited
  • 1982Chapter 13 On the microeconomic theory of investment under uncertainty28 cited
  • 1973Continuous stochastic games27 cited
  • 2003The Foundations and Current State of Capital Market Theory24 cited
  • 1974NEW THEMES IN FINANCE18 cited
  • 1982Methodology and finance11 cited
  • 1994CAUSALITY and DETERMINISM IN ECONOMICS11 cited
  • 2010Design Concepts for Governance Architects6 cited

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