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The Global Multi-Asset Market Portfolio, 1959–2012
5 references·2 citing·30 second hop
The Global Multi-Asset Market Portfolio, 1959–2012 (2014)The Global Multi-Asset Market Portfolio, …The Golden Dilemma (2013)The Golden DilemmaLeverage Aversion and Risk Parity (2012)Leverage Aversion and Risk Pa…Adaptive Asset Allocation Policies (2010)Adaptive Asset Allocation Pol…Global Portfolio Optimization (1992)Global Portfolio OptimizationOn the exclusion of assets from tests of the two-parameter model (1982)On the exclusion of assets fr…Corporate carbon emissions data for equity and bond portfolios (2023)Corporate carbon emissions da…Historical Returns of the Market Portfolio (2017)Historical Returns of the Mar…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Multivariate tests of the zero-beta CAPM (1985)Integration vs. Segmentation in the Canadian Stock Market (1986)Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and Economic Forces (2012)Reference-dependent preferences and the risk–return trade-off (2016)Sentiment Metrics and Investor Demand (2018)A Tract on Monetary Reform (1924)Dynamic Strategies for Asset Allocation (1988)Asset Allocation (1991)Can Large Pension Funds Beat the Market? Asset Allocation, Market Timing, Security Selection and the Limits of Liquidity (2011)The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology (2021)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)On the economic determinants of the gold–inflation relation (2014)The Price of Shelter - Downside Risk Reduction with Precious Metals (2016)The inflation hedging properties of gold, stocks and real estate: A comparative analysis (2020)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Capital in the Twenty-First Century (2014)Do Investors Care about Carbon Risk? (2019)The Importance of Climate Risks for Institutional Investors (2019)Aggregate Confusion: The Divergence of ESG Ratings (2022)Carbon consciousness: The influence of CEO ownership (2024)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)
this work references cited by second hop

References

  • 1992Global Portfolio Optimization1,846 cited
  • 1982On the exclusion of assets from tests of the two-parameter model507 cited
  • 2012Leverage Aversion and Risk Parity318 cited
  • 2013The Golden Dilemma159 cited
  • 2010Adaptive Asset Allocation Policies122 cited

Cited by

  • 2017Historical Returns of the Market Portfolio34 cited
  • 2023Corporate carbon emissions data for equity and bond portfolios29 cited

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