SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Portfolio selection subject to experts' judgments · Study

ArticleShelves

ArticlePortfolio selection subject to experts' judgments

Kamal Smimou2008

Article2008

Portfolio selection subject to experts' judgments

Kamal Smimou · C. R. Bector · Gady Jacoby

41 citations·0/0 files stored·International Review of Financial Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Risk and Portfolio Optimization Financial Markets and Investment Strategies Fuzzy Systems and Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1965Fuzzy sets 1996Fuzzy sets 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1965The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets 1976The arbitrage theory of capital asset pricing 1975THE 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.]1980Fuzzy Sets and Systems - Theory and Applications 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1991Capital Asset Prices with and without Negative Holdingsarticle · 9 shared references 2011The New Palgrave Dictionary of Economics Onlinearticle · 9 shared references 2005Assessing Alternative Proxies for the Expected Risk Premiumarticle · 8 shared references 2004The Capital Asset Pricing Modelarticle · 8 shared references 2004The Role of Information Precision in Determining the Cost of Equity Capitalarticle · 8 shared references 1999Three centuries of asset pricingarticle · 8 shared references

Details

Year2008

Typearticle

Published2008-05-04

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations41

Files0 public / 0

ShelfRisk and Portfolio Optimization

Identifiers

doi10.1016/j.irfa.2008.04.004

openalex_workW2011583248

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Cited by

2014Fuzzy value-at-risk and expected shortfall for portfolios with heavy-tailed returns