SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Portfolio choice and risk
16 references·1 citing·30 second hop
Portfolio choice and risk (1991)Portfolio choice and riskOn the integrability of demand functions (1989)On the integrability of deman…On the theory of risk aversion and the theory of risk (1979)On the theory of risk aversio…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Profits and Safety in the Theory of the Firm under Price Uncertainty (1976)Profits and Safety in the The…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …LEXICOGRAPHIC ORDERS, UTILITIES AND DECISION RULES: A SURVEY (1974)LEXICOGRAPHIC ORDERS, UTILITI…Exceptional Paper—Lexicographic Orders, Utilities and Decision Rules: A Survey (1974)Exceptional Paper—Lexicograph…Preferences, Utility, and Demand. (1972)Preferences, Utility, and Dem…SURVEY OF CAPITAL BUDGETING: THEORY AND PRACTICE (1970)SURVEY OF CAPITAL BUDGETING: …Aspects of the Theory of Risk-Bearing. (1966)Aspects of the Theory of Risk…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…The Foundations of Utility (1960)The Foundations of UtilityLiquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…Safety First and Hedging (1955)Safety First and HedgingChoice, Expectations and Measurability (1954)Choice, Expectations and Meas…Safety First and the Holding of Assets (1952)Safety First and the Holding …Profit Patterns Across American Agriculture (2005)Profit Patterns Across Americ…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)Equilibrium in a Capital Asset Market (1966)Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance (1974)A Survey of Capital Budgeting Techniques Used by Major U.S. Firms (1977)Asset Allocation in a Downside Risk Framework (2000)Time-inconsistent Preferences and Consumer Self-Control (1991)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)Theory of games and economic behavior (2019)Strategy, Complexity, and Economic Rent (1990)GM Foods and the Misperception of Risk Perception (2004)Beyond dual-process models: A categorisation of processes underlying intuitive judgement and decision making (2009)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)On the measurement of inequality (1970)Risk Aversion and Incentive Effects (2002)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)Generalised framework for multi-criteria method selection (2018)Complementarity-An Essay on the 40th Anniversary of the Hicks-Allen Revolution in Demand Theory (1974)An equilibrium existence theorem for a general model without ordered preferences (1975)Welfare analysis of tax reforms using household data (1983)Financial Intermediation and Delegated Monitoring (1984)Prospect theory: An analysis of decision under risk (1988)Well-being : the foundations of hedonic psychology (1999)The arbitrage theory of capital asset pricing (1976)
this work references cited by second hop

References

  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 1966Aspects of the Theory of Risk-Bearing.1,888 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1974Exceptional Paper—Lexicographic Orders, Utilities and Decision Rules: A Survey537 cited
  • 1972Preferences, Utility, and Demand.527 cited
  • 1974LEXICOGRAPHIC ORDERS, UTILITIES AND DECISION RULES: A SURVEY410 cited
  • 1970SURVEY OF CAPITAL BUDGETING: THEORY AND PRACTICE381 cited
  • 1955Safety First and Hedging341 cited
  • 1954Choice, Expectations and Measurability331 cited
  • 1960The Foundations of Utility269 cited
  • 1989On the integrability of demand functions156 cited
  • 1979On the theory of risk aversion and the theory of risk23 cited
  • 1976Profits and Safety in the Theory of the Firm under Price Uncertainty17 cited

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

Cited by

  • 2005Profit Patterns Across American Agriculture12 cited