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Individual versus Institutional Investing
9 references·4 citing·36 second hop
Individual versus Institutional Investing (1991)Individual versus Institutional InvestingTheory of games and economic behavior (2019)Theory of games and economic …Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…Mean-Variance Versus Direct Utility Maximization (1984)Mean-Variance Versus Direct U…Mean-Variance Approximations to Expected Logarithmic Utility (1983)Mean-Variance Approximations …A General Mean-Variance Approximation to Expected Utility for Short Holding Periods (1981)A General Mean-Variance Appro…Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…Geometric Mean Approximations of Individual Security and Portfolio Performance (1969)Geometric Mean Approximations…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…An Overview of Retirement Income Planning (2018)An Overview of Retirement Inc…Scenario optimization asset and liability modelling for individual investors (2006)Scenario optimization asset a…Valuing Defined-Benefit Plans (2003)Valuing Defined-Benefit PlansWho Blinks in Volatile Markets, Individuals or Institutions? (2002)Who Blinks in Volatile Market…Brownian Motion in the Stock Market (1959)The Random Character of Stock Market Prices (1968)Foundations of Finance. (1977)What is the Opportunity Cost of Mean-Variance Investment Strategies? (1993)Chapter 3 Capital growth theory (1995)Shared Capitalism at Work (2010)Exposition of a New Theory on the Measurement of Risk (1954)RISK AND THE REQUIRED RETURN ON EQUITY (1967)New concepts and algorithms for portfolio choice (1992)Daniel Bernoulli (1738): evolution and economics under risk (2000)Aspects of the Theory of Risk-Bearing. (1966)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Risk Aversion in the Small and in the Large (1976)On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results (1991)The Sampling Error in Estimates of Mean‐Variance Efficient Portfolio Weights (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Herd Behavior (1992)The Cross-Section of Expected Stock Returns (1992)Analysis of intraday herding behavior among the sector ETFs (2004)Institutional stock trading on loan market information☆ (2010)Who Drove and Burst the Tech Bubble? (2011)Risk Aversion in the Small and in the Large (1964)Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)Liquidity Preference as Behavior Towards Risk (1958)Foundations of Portfolio Theory (1991)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)Lectures on Stochastic Programming (2009)Multifactor Explanations of Asset Pricing Anomalies (1996)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Non-cooperative games (1989)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
this work references cited by second hop

References

  • 2019Theory of games and economic behavior16,777 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,164 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1984Mean-Variance Versus Direct Utility Maximization527 cited
  • 1981A General Mean-Variance Approximation to Expected Utility for Short Holding Periods146 cited
  • 1969Geometric Mean Approximations of Individual Security and Portfolio Performance108 cited
  • 1983Mean-Variance Approximations to Expected Logarithmic Utility89 cited

Cited by

  • 2002Who Blinks in Volatile Markets, Individuals or Institutions?314 cited
  • 2006Scenario optimization asset and liability modelling for individual investors33 cited
  • 2018An Overview of Retirement Income Planning16 cited
  • 2003Valuing Defined-Benefit Plans13 cited

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