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Measuring the Financial Risks of New York Dairy Producers
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Measuring the Financial Risks of New York Dairy Producers (2001)Measuring the Financial Risks of New York…Two-Moment Decision Models and Expected Utility Maximization (2016)Two-Moment Decision Models an…Income Inequality Effects by Income Source: A New Approach and Applications to the United States (1985)Income Inequality Effects by …Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets (1984)Mean-Gini, Portfolio Theory, …Stochastic Dominance, Mean Variance, and Gini's Mean Difference (1982)Stochastic Dominance, Mean Va…An Expected Gain-Confidence Limit Criterion for Portfolio Selection (1963)An Expected Gain-Confidence L…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On an Extension of the Gini Inequality Index (1983)Remittances and Inequality (1986)Chapter 2 Measurement of inequality (2000)PORTFOLIO SELECTION* (1952)Risk, Return, and Equilibrium: Empirical Tests (1973)Marginal Conditional Stochastic Dominance (1994)Gini's Mean difference: a superior measure of variability for non-normal distributions (2003)Beyond Sharpe ratio: Optimal asset allocation using different performance ratios (2008)Safety First and the Holding of Assets (1952)Dividends, Earnings, Leverage, Stock Prices and the Supply of Capital to Corporations (1962)Portfolio Analysis in a Stable Paretian Market (1965)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)The variation of certain speculative prices (1997)Measuring Market Risk (2005)Income inequality games (2011)Declining Inequality in Latin America in the 2000s: The Cases of Argentina, Brazil, and Mexico (2012)Wealth, Weather Risk and the Composition and Profitability of Agricultural Investments (1993)A Theory of the Welfare State (1994)What You Don't Know About Customer-Perceived Quality: The Role of Customer Expectation Distributions (1999)
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References

  • 1985Income Inequality Effects by Income Source: A New Approach and Applications to the United States934 cited
  • 2016Two-Moment Decision Models and Expected Utility Maximization590 cited
  • 1963An Expected Gain-Confidence Limit Criterion for Portfolio Selection429 cited
  • 1982Stochastic Dominance, Mean Variance, and Gini's Mean Difference330 cited
  • 1984Mean-Gini, Portfolio Theory, and the Pricing of Risky Assets222 cited

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