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A multidimensional framework for financial–economic decisions
16 references·0 citing·33 second hop
A multidimensional framework for financial–economic decisions (2002)A multidimensional framework for financia…Modern portfolio theory (2016)Modern portfolio theory“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Modern portfolio theory, 1950 to date (2011)Modern portfolio theory, 1950…Theory of rational option pricing (2005)Theory of rational option pri…Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Multiple criteria decision making combined with finance: A categorized bibliographic study (2003)Multiple criteria decision ma…Multicriteria decision aid in financial management (1999)Multicriteria decision aid in…Financial modelling: Where to go? With an illustration for portfolio management (1997)Financial modelling: Where to…Influence of mathematical models in finance on practice: past, present and future (1994)Influence of mathematical mod…Managing Financial Risk (1989)Managing Financial RiskThe Reliability of Subjective Probabilities Obtained Through Decomposition (1988)The Reliability of Subjective…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Portfolio Selection (1952)Portfolio SelectionThe Scope and Method of Political Economy. (1891)The Scope and Method of Polit…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The analytic hierarchy process : planning, priority setting, resource allocation (1980)Méthodologie multicritère d'aide à la décision (1985)Decisions with Multiple Objectives: Preferences and Value Tradeoffs. (1994)Multi-objective stochastic programming for portfolio selection (2005)Twenty years of linear programming based portfolio optimization (2013)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Portfolio Selection: Efficient Diversification of Investments (1959)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Mitigating tourism seasonality (2004)Principles for sustainability rating of investment funds (2005)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Arbitrage Theory in Continuous Time (1998)A critical review on supply chain risk – Definition, measure and modeling (2014)The ideology of efficiency: Searching for a theory of policy analysis (1990)Retrospectives: The Ethology of Homo Economicus (1995)Why the Capability Approach? (2005)Option pricing: A simplified approach (1979)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 1952Portfolio Selection4,609 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1981Principles of Corporate Finance.3,634 cited
  • 1891The Scope and Method of Political Economy.645 cited
  • 2003Multiple criteria decision making combined with finance: A categorized bibliographic study392 cited
  • 2011Modern portfolio theory, 1950 to date358 cited
  • 1999Multicriteria decision aid in financial management198 cited
  • 1989Managing Financial Risk166 cited
  • 2016Modern portfolio theory130 cited
  • 1994Influence of mathematical models in finance on practice: past, present and future94 cited
  • 1997Financial modelling: Where to go? With an illustration for portfolio management91 cited
  • 1988The Reliability of Subjective Probabilities Obtained Through Decomposition91 cited

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