SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Risk: Traditional Finance versus Behavioral Finance
16 references·0 citing·22 second hop
Risk: Traditional Finance versus Behavioral Finance (2008)Risk: Traditional Finance versus Behavior…Risk as Analysis and Risk as Feelings: Some Thoughts about Affect, Reason, Risk, and Rationality (2004)Risk as Analysis and Risk as …Models of Bounded Rationality (1997)Models of Bounded RationalityCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Managerial Perspectives on Risk and Risk Taking (1987)Managerial Perspectives on Ri…Judgment under Uncertainty (1982)Judgment under UncertaintyProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The Valuation of Risk Assets …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Rational choice and the structure of the environment. (1956)Rational choice and the struc…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*The General Theory of Employment (1937)The General Theory of Employm…The theory of decision making. (1954)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)The Framing of Decisions and the Psychology of Choice (1981)Extensional versus intuitive reasoning: The conjunction fallacy in probability judgment. (1983)Individual differences in reasoning: Implications for the rationality debate? (2000)The Behavior of Stock-Market Prices (1965)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)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)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)Those Who Understand: Knowledge Growth in Teaching (1986)Perception of Risk (1987)The weirdest people in the world? (2010)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1982Judgment under Uncertainty8,238 cited
  • 1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets7,600 cited
  • 1956Rational choice and the structure of the environment.5,918 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1937The General Theory of Employment5,168 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1997Models of Bounded Rationality4,207 cited
  • 2004Risk as Analysis and Risk as Feelings: Some Thoughts about Affect, Reason, Risk, and Rationality3,871 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1987Managerial Perspectives on Risk and Risk Taking

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

3,198 cited

Cited by

No citing works inside the corpus for this window.