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The Theory of Portfolio Selection
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The Theory of Portfolio Selection (2010)The Theory of Portfolio SelectionThe Time Diversification Puzzle: A Survey (2016)The Time Diversification Puzz…Time-consistent investment policies in Markovian markets: A case of mean–variance analysis (2014)Time-consistent investment po…Portfolio balance effects of the Swiss National Bank’s bond purchase program (2014)Portfolio balance effects of …The evolution of capital asset pricing models (2013)The evolution of capital asse…Optimal investment policy in the time consistent mean–variance formulation (2012)Optimal investment policy in …Investment Risk Management and Economic Aspects of Transport Infrastructure Development (2012)Investment Risk Management an…Does Finance Theory Make the Case forCapitalization-Weighted Indexing? (2011)Does Finance Theory Make the …Risk, Luck, and Superstitions (2009)Risk, Luck, and SuperstitionsPORTFOLIO SELECTION* (1952)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)A Simplified Model for Portfolio Analysis (1963)STUDY OF POSSIBILITIES TO ESTABLISH REGIONAL TRANSPORT TERMINAL IN KAUNAS (2007)INVESTMENT DECISIONS MODELLING ALONG SUSTAINABLE DEVELOPMENT CONCEPT ON FINANCIAL MARKETS / INVESTICINIŲ SPRENDIMŲ MODELIAVIMAS VARTOJANT TVARIOSIOS PLĖTROS SĄVOKĄ FINANSŲ RINKOSE (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Response to the European Commission White Paper "An Agenda for Adequate, Safe and Sustainable Pensions" (2012)Implied returns and the choice of mean-variance efficient portfolio proxy (2015)Business conditions and expected returns on stocks and bonds (1989)The Determinants of Credit Spread Changes (2001)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)Transmission of Quantitative Easing: The Role of Central Bank Reserves (2016)Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets (2017)When central banks buy corporate bonds: Target selection and impact of the European Corporate Sector Purchase Program (2021)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Nash equilibrium strategy for a multi-period mean–variance portfolio selection problem with regime switching (2015)Pre-commitment vs. time-consistent strategies for the generalized multi-period portfolio optimization with stochastic cash flows (2016)Self-coordination in time inconsistent stochastic decision problems: A planner–doer game framework (2016)Risk, Uncertainty and Profit (1921)Risk, Return, and Equilibrium: Empirical Tests (1973)The Structure of Scientific Revolutions (1963)Optimum consumption and portfolio rules in a continuous-time model (1971)
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Cited by

  • 2012Optimal investment policy in the time consistent mean–variance formulation32 cited
  • 2011Does Finance Theory Make the Case forCapitalization-Weighted Indexing?29 cited
  • 2014Time-consistent investment policies in Markovian markets: A case of mean–variance analysis24 cited
  • 2013The evolution of capital asset pricing models23 cited
  • 2014Portfolio balance effects of the Swiss National Bank’s bond purchase program18 cited
  • 2016The Time Diversification Puzzle: A Survey12 cited
  • 2012Investment Risk Management and Economic Aspects of Transport Infrastructure Development3 cited
  • 2009Risk, Luck, and Superstitions1 cited

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