SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Model of the Parallel Team Strategy in Product Development
9 references·1 citing·32 second hop
A Model of the Parallel Team Strategy in Product Development (1980)A Model of the Parallel Team Strategy in …The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money (1989)The Rationale of the Mean-Sta…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…The Rationale of the Mean-Standard Deviation Analysis: Comment (1974)The Rationale of the Mean-Sta…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …Admissibility and Measurable Utility Functions (1962)Admissibility and Measurable …Uncertainty, Learning, and the Economics of Parallel Research and Development Efforts (1961)Uncertainty, Learning, and th…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Developing products with set-based design: How to set up an idea portfolio and a team organization to establish design feasibility (2016)Developing products with set-…PORTFOLIO SELECTION* (1952)Risk Aversion in the Small and in the Large (1964)Optimal rules for ordering uncertain prospects (1975)Risk Aversion in the Small and in the Large (1976)THE DEMAND FOR RISKY ASSETS (1977)On the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)The Utility Analysis of Choices Involving Risk (1948)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Case Study Research: Design and Methods (1984)Qualitative Data Analysis: An Expanded Sourcebook (1994)Case study research: design and methods (2011)Narrowing the set of complex systems’ possible design solutions derived from the set-based concurrent engineering approach (2019)Innovation level in set-based design: an integrated approach with chosen-to-fit and custom-to-fit solutions (2022)A Survey of Multiattribute/Multicriterion Evaluation Theories (1978)Portfolio Selection in the Mean-Variance Model: A Note (1987)Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges (2006)Chapter 2 Measurement of inequality (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)A Stochastic Model of Applied Research (1976)Modes of experimentation: an innovation process—and competitive—variable (1998)Military R&D and Innovation (2010)The Cross-Section of Expected Stock Returns (1992)Mean-Variance Versus Direct Utility Maximization (1984)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)60 Years of portfolio optimization: Practical challenges and current trends (2013)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
  • 1989The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money349 cited
  • 1961Uncertainty, Learning, and the Economics of Parallel Research and Development Efforts266 cited
  • 1974The Rationale of the Mean-Standard Deviation Analysis: Comment71 cited

Cited by

  • 2016Developing products with set-based design: How to set up an idea portfolio and a team organization to establish design feasibility12 cited

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