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Portfolio design for investment companies through scenario planning
16 references·1 citing·28 second hop
Portfolio design for investment companies through scenario planning (2011)Portfolio design for investment companies…Implanting Strategic Management (2018)Implanting Strategic Manageme…PROMETHEE: A comprehensive literature review on methodologies and applications (2009)PROMETHEE: A comprehensive li…Facility location and supply chain management – A review (2008)Facility location and supply …The origins and evolution of scenario techniques in long range business planning (2005)The origins and evolution of …PROMETHEE and AHP: The design of operational synergies in multicriteria analysis. (2003)PROMETHEE and AHP: The design…Scenario Planning: Managing for the Future (1998)Scenario Planning: Managing f…Exploring Corporate Strategy: Text and Cases (1989)Exploring Corporate Strategy:…How to select and how to rank projects: The Promethee method (1986)How to select and how to rank…Equilibrium in a Capital Asset Market (1966)Equilibrium in a Capital Asse…SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)SECURITY PRICES, RISK, AND MA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitScenarios, their concept, elaboration and application (2015)Scenarios, their concept, ela…Classement et choix en présence de points de vue multiples (1968)Multicriteria analysis: survey and new directions (1981)Application of multi-criteria decision making to sustainable energy planning—A review (2004)Best-worst multi-criteria decision-making method (2014)An Intertemporal Capital Asset Pricing Model (1973)The Pricing of Options and Corporate Liabilities (1973)The Role of Securities in the Optimal Allocation of Risk-bearing (1973)Option pricing when underlying stock returns are discontinuous (1976)Quantitative models for reverse logistics: A review (1997)Designing and managing the supply chain : concepts, strategies, and case studies (2000)Supply Chain Management: Strategy, Planning and Operations (2000)A critical review on supply chain risk – Definition, measure and modeling (2014)Reverse logistics and closed-loop supply chain: A comprehensive review to explore the future (2014)STATE OF ART SURVEYS OF OVERVIEWS ON MCDM/MADM METHODS (2014)Toward a knowledge‐based theory of the firm (1996)The Promise of Enterpreneurship as a Field of Research (2000)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)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)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Risk, Return, and Equilibrium: Empirical Tests (1973)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (1969)The Cross-Section of Expected Stock Returns (1992)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1921Risk, Uncertainty and Profit9,967 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1966Equilibrium in a Capital Asset Market5,065 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,990 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1986How to select and how to rank projects: The Promethee method2,714 cited
  • 1965SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*2,500 cited
  • 2008Facility location and supply chain management – A review1,948 cited
  • 2009PROMETHEE: A comprehensive literature review on methodologies and applications1,707 cited
  • 2018Implanting Strategic Management1,540 cited
  • 1989Exploring Corporate Strategy: Text and Cases1,271 cited
  • 2005The origins and evolution of scenario techniques in long range business planning1,219 cited
  • 2003PROMETHEE and AHP: The design of operational synergies in multicriteria analysis.808 cited
  • 1998

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Scenario Planning: Managing for the Future
631 cited

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  • 2015Scenarios, their concept, elaboration and application23 cited