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ArticlePortfolio Efficient Sets

Philip H. Dybvig1982

Article1982

Portfolio Efficient Sets

Philip H. Dybvig · Stephen A. Ross

75 citations·0/0 files stored·Econometrica

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Economic theories and models

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References

1976The arbitrage theory of capital asset pricing 1977A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory 1978A Simple Approach to the Valuation of Risky Streams 1978Mutual fund separation in financial theory—The separating distributions 1977THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES

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2009A Portfolio Optimality Test Based on the First-Order Stochastic Dominance Criterion 2003Portfolio Choice Theory with Non-Gaussian Distributed Returns 1993Revealed preference and portfolio choice 2007Rationalizing Constrained Contingent Claims

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1978THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM)article · 4 shared references 2003Portfolio Choice Theory with Non-Gaussian Distributed Returnschapter · 4 shared references 2000Gain, Loss, and Asset Pricingarticle · 3 shared references 1982Market-Based Empirical Research in Accounting: A Review, Interpretation, and Extensionarticle · 3 shared references 2015Exponent of Cross‐Sectional Dependence: Estimation and Inferencearticle · 3 shared references 1982Mean-Variance Theory in Complete Marketsarticle · 3 shared references

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Year1982

Typearticle

Published1982-11-01

VenueEconometrica

ISSN-L0012-9682

Languageen

Citations75

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.2307/1913394

openalex_workW2060422787

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