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Bio-folio: applying portfolio theory to biodiversity
16 references·10 citing·24 second hop
Bio-folio: applying portfolio theory to biodiversity (2004)Bio-folio: applying portfolio theory to b…Active Portfolio Management (2017)Active Portfolio ManagementEconomic valuation of biodiversity: sense or nonsense? (2001)Economic valuation of biodive…Investment Valuation: Tools and Techniques for Determining the Value of Any Asset (1995)Investment Valuation: Tools a…Determinants of Portfolio Performance II: An Update (1991)Determinants of Portfolio Per…Determinants of Portfolio Performance (1986)Determinants of Portfolio Per…Creating shareholder value : the new standard for business performance (1986)Creating shareholder value : …Modern Portfolio Theory and Investment Analysis. (1982)Modern Portfolio Theory and I…The arbitrage theory of capital asset pricing (1976)The arbitrage theory of capit…Portfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*When portfolio theory can help environmental investment planning to reduce climate risk to future environmental outcomes—and when it cannot (2018)When portfolio theory can hel…Utilising portfolio theory in environmental research – New perspectives and considerations (2018)Utilising portfolio theory in…Talking into (non)existence: Denying or constituting paradoxes of Corporate Social Responsibility (2017)Talking into (non)existence: …Optimizing agricultural land-use portfolios with scarce data—A non-stochastic model (2015)Optimizing agricultural land-…Capturing the complexity of biodiversity: A critical review of economic valuation studies of biological diversity (2015)Capturing the complexity of b…A portfolio theory approach to crop planning under environmental constraints (2011)A portfolio theory approach t…Wheat Variety Selection to Maximize Returns and Minimize Risk: An Application of Portfolio Theory (2010)Wheat Variety Selection to Ma…Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection (2009)Enhancing Farm Profitability …Wheat Variety Selection: An Application of Portfolio Theory to Improve Returns (2008)Wheat Variety Selection: An A…Crop diversification and trade liberalization: Linking global trade and local management through a regional case study (2006)Crop diversification and trad…The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (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)Financial Intermediation and Delegated Monitoring (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)An Engine, Not a Camera (2006)Does board gender diversity improve the informativeness of stock prices? (2011)… and the Cross-Section of Expected Returns (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Sharpe Ratio (1994)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Betting against beta (2013)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Economic policy uncertainty, cost of capital, and corporate innovation (2019)ESG activities and banking performance: International evidence from emerging economies (2020)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)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1976The arbitrage theory of capital asset pricing7,081 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1982Modern Portfolio Theory and Investment Analysis.3,012 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 1995Investment Valuation: Tools and Techniques for Determining the Value of Any Asset1,380 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1986Determinants of Portfolio Performance1,031 cited
  • 1986Creating shareholder value : the new standard for business performance1,029 cited
  • 1991Determinants of Portfolio Performance II: An Update634 cited
  • 2001Economic valuation of biodiversity: sense or nonsense?474 cited
  • 2017

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Active Portfolio Management
463 cited

Cited by

  • 2015Capturing the complexity of biodiversity: A critical review of economic valuation studies of biological diversity155 cited
  • 2015Optimizing agricultural land-use portfolios with scarce data—A non-stochastic model68 cited
  • 2010Wheat Variety Selection to Maximize Returns and Minimize Risk: An Application of Portfolio Theory49 cited
  • 2017Talking into (non)existence: Denying or constituting paradoxes of Corporate Social Responsibility49 cited
  • 2011A portfolio theory approach to crop planning under environmental constraints47 cited
  • 2009Enhancing Farm Profitability through Portfolio Analysis: The Case of Spatial Rice Variety Selection36 cited
  • 2018Utilising portfolio theory in environmental research – New perspectives and considerations35 cited
  • 2006Crop diversification and trade liberalization: Linking global trade and local management through a regional case study34 cited
  • 2018When portfolio theory can help environmental investment planning to reduce climate risk to future environmental outcomes—and when it cannot34 cited
  • 2008Wheat Variety Selection: An Application of Portfolio Theory to Improve Returns17 cited