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Investigation of decision criteria for investment in risky assets
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Investigation of decision criteria for investment in risky assets (1987)Investigation of decision criteria for in…ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING (1978)ORDERING UNCERTAIN OPTIONS WI…A MULTIDIMENSIONAL ANALYSIS OF INSTITUTIONAL INVESTOR PERCEPTION OF RISK* (1977)A MULTIDIMENSIONAL ANALYSIS O…Experimental Evidence on Alternative Portfolio Decision Rules (1972)Experimental Evidence on Alte…Stochastic dominance and diversification (1971)Stochastic dominance and dive…Efficient Portfolio Selection with Quadratic and Cubic Utility (1970)Efficient Portfolio Selection…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Rules for Ordering Uncertain Prospects (1969)Rules for Ordering Uncertain …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…Admissibility and Measurable Utility Functions (1962)Admissibility and Measurable …Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Portfolio Selection (1952)Portfolio SelectionOn the measurement of inequality (1970)On Economic Inequality (1973)A theory of anticipated utility (1982)Theory of games and economic behavior (2019)Liquidity Preference as Behavior Towards Risk (1958)Aspects of the Theory of Risk-Bearing. (1966)Optimal rules for ordering uncertain prospects (1975)Mutual fund separation in financial theory—The separating distributions (1978)Safety-First, Stochastic Dominance, and Optimal Portfolio Choice (1978)The Utility Analysis of Choices Involving Risk (1948)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)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)Chapter 2 Measurement of inequality (2000)Lectures on Stochastic Programming: Modeling and Theory (2009)A UTILITY FUNCTION DEPENDING ON THE FIRST THREE MOMENTS (1969)Relative Effectiveness of Efficiency Criteria for Portfolio Selection (1970)Downside risk and asset pricing (2005)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1966Equilibrium in a Capital Asset Market4,896 cited
  • 1952Portfolio Selection4,609 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,451 cited
  • 1969Rules for Ordering Uncertain Prospects1,757 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1962Admissibility and Measurable Utility Functions559 cited
  • 1971Stochastic dominance and diversification242 cited
  • 1970Efficient Portfolio Selection with Quadratic and Cubic Utility146 cited
  • 1978ORDERING UNCERTAIN OPTIONS WITH BORROWING AND LENDING123 cited
  • 1977A MULTIDIMENSIONAL ANALYSIS OF INSTITUTIONAL INVESTOR PERCEPTION OF RISK*81 cited
  • 1972Experimental Evidence on Alternative Portfolio Decision Rules64 cited

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