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The cost of equity of internet stocks: a downside risk approach
16 references·6 citing·38 second hop
The cost of equity of internet stocks: a downside risk approach (2004)The cost of equity of internet stocks: a …Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Forecasting crashes: trading …Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Distributional Characteristics of Emerging Market Returns and Asset Allocation (1998)Distributional Characteristic…Political Risk, Economic Risk, and Financial Risk (1996)Political Risk, Economic Risk…Valuation: Measuring and managing the value of companies (1992)Valuation: Measuring and mana…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Valuation: Measuring and Managing the Value of Companies. (1991)Valuation: Measuring and Mana…Downside risk (1991)Downside riskAsset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence (1989)Asset Pricing in a Generalize…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Approximating Expected Utility by a Function of Mean and Variance (1979)Approximating Expected Utilit…Capital market equilibrium in a mean-lower partial moment framework (1977)Capital market equilibrium in…Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)Mean-Risk Analysis with Risk …Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance (1974)Toward the Development of an …ON THE ASSESSMENT OF RISK (1971)ON THE ASSESSMENT OF RISKVolatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance? (2020)Volatility as a Transmitter o…Crash Sensitivity and the Cross Section of Expected Stock Returns (2018)Crash Sensitivity and the Cro…Inventory management, cost of capital and firm performance: evidence from manufacturing firms in Jordan (2017)Inventory management, cost of…The effect of conservatism on cost of capital: MENA evidence (2014)The effect of conservatism on…Interval portfolio selection models within the framework of uncertainty theory (2014)Interval portfolio selection …Mean-Semivariance Behaviour: An Alternative Behavioural Model (2004)Mean-Semivariance Behaviour: …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (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. 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(1966)Risk Aversion in the Small and in the Large (1976)Time-inconsistent Preferences and Consumer Self-Control (1991)A Cross-Cultural Study on Escalation of Commitment Behavior in Software Projects1 (2000)The Expected Utility Model: Its Variants, Purposes, Evidence and Limitations (2007)Liquidity Preference as Behavior Towards Risk (1958)Portfolio Selection: Efficient Diversification of Investments (1959)Mean-Variance Versus Direct Utility Maximization (1984)Commissioned Paper: Capacity Management, Investment, and Hedging: Review and Recent Developments (2003)60 Years of portfolio optimization: Practical challenges and current trends (2013)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Asymmetric correlations of equity portfolios (2002)Chapter 18 A survey of behavioral finance (2003)Who Gambles in the Stock Market? (2009)Transformative capacity: Continual structuring by intertemporal technology transfer (1994)Is performance driven by industry‐or firm‐specific factors? A new look at the evidence (2002)Does Corporate Social Responsibility Influence Firm Performance of Indian Companies? (2010)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 1992Valuation: Measuring and managing the value of companies2,261 cited
  • 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices1,918 cited
  • 1991Valuation: Measuring and Managing the Value of Companies.1,382 cited
  • 1975Mean-Risk Analysis with Risk Associated with Below-Target Returns1,215 cited
  • 1979Approximating Expected Utility by a Function of Mean and Variance874 cited
  • 1977Capital market equilibrium in a mean-lower partial moment framework821 cited
  • 1971ON THE ASSESSMENT OF RISK721 cited
  • 1996Political Risk, Economic Risk, and Financial Risk619 cited
  • 1991Downside risk604 cited
  • 1989Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence480 cited
  • 1998Distributional Characteristics of Emerging Market Returns and Asset Allocation397 cited

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1974
Toward the Development of an Equilibrium Capital-Market Model Based on Semivariance
359 cited

Cited by

  • 2014Interval portfolio selection models within the framework of uncertainty theory59 cited
  • 2018Crash Sensitivity and the Cross Section of Expected Stock Returns44 cited
  • 2004Mean-Semivariance Behaviour: An Alternative Behavioural Model43 cited
  • 2020Volatility as a Transmitter of Systemic Risk: Is there a Structural Risk in Finance?38 cited
  • 2017Inventory management, cost of capital and firm performance: evidence from manufacturing firms in Jordan29 cited
  • 2014The effect of conservatism on cost of capital: MENA evidence20 cited