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Money Mathematics: Examining Ethics Education in Quantitative Finance
15 references·0 citing·40 second hop
Money Mathematics: Examining Ethics Education in Quantitative Finance (2012)Money Mathematics: Examining Ethics Educa…The Consequences to Managers for Financial Misrepresentation (2013)The Consequences to Managers …Legislated Ethics or Ethics Education?: Faculty Views in the Post-Enron Era (2006)Legislated Ethics or Ethics E…Theory of rational option pricing (2005)Theory of rational option pri…On the theory and practice of finance (2004)On the theory and practice of…The use, misuse and abuse of mathematics in finance (2000)The use, misuse and abuse of …Finance Ethics: Critical Issues in Theory and Practice (1999)Finance Ethics: Critical Issu…Derivatives: The Theory and Practice of Financial Engineering (1998)Derivatives: The Theory and P…BUSINESS ETHICS AND THE THEORY OF THE FIRM (1996)BUSINESS ETHICS AND THE THEOR…Property Rights to Investment Research: The Agency Costs of Soft Dollar Brokerage (1994)Property Rights to Investment…The individual investor in securities markets: An ethical analysis (1990)The individual investor in se…Sociological Paradigms and Organizational Analysis. (1983)Sociological Paradigms and Or…GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS* (1974)GENERALIZED MEAN‐VARIANCE TRA…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…A Simplified Model for Portfolio Analysis (1963)A Simplified Model for Portfo…Théorie de la spéculation (1900)Théorie de la spéculationThe Random Character of Stock Market Prices (1968)THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICES (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Coherent Measures of Risk (1999)Case Study Research: Design and Methods (1984)Case Study Research: Design and Methods (1991)Handbook of Qualitative Research (1994)The Responsibility and Accountability of CEOs: The Last Interview with Ken Lay (2010)CEO Accountability for Corporate Fraud: Evidence from the Split Share Structure Reform in China (2014)“Don't try to teach me, I got nothing to learn”: Management students' perceptions of business ethics teaching (2019)Outside directors and CEO turnover (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Higher market valuation of companies with a small board of directors (1996)Who Blows the Whistle on Corporate Fraud? (2008)Public and private enforcement of securities laws: Resource-based evidence (2009)Political connections and SEC enforcement (2014)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)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Portfolio Selection: Efficient Diversification of Investments (1959)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Adjustment of Stock Prices to New Information (1969)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)An introduction to statistical finance (2002)An evolutionary heuristic for the index tracking problem (2003)An Engine, Not a Camera (2006)A Communicative Theory of the Firm: Developing an Alternative Perspective on Intra-organizational Power and Stakeholder Relationships (2008)A review of ‘theories of the firm’ and their contributions to Corporate Sustainability (2014)Towards a more Circular Economy: Proposing a framework linking sustainable public procurement and sustainable business models (2016)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Cognitive Elements of Empowerment: An "Interpretive" Model of Intrinsic Task Motivation (1990)Sensemaking and sensegiving in strategic change initiation (1991)A Set of Principles for Conducting and Evaluating Interpretive Field Studies in Information Systems1 (1999)Are Ethical Banks Different? A Comparative Analysis Using the Radical Affinity Index (2011)Deconstructing the Relationship Between Corporate Social and Financial Performance (2011)Impact of ethical behavior on syndicated loan rates (2013)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 2005Theory of rational option pricing7,183 cited
  • 1983Sociological Paradigms and Organizational Analysis.5,588 cited
  • 1963A Simplified Model for Portfolio Analysis2,740 cited
  • 1900Théorie de la spéculation2,702 cited
  • 1998Derivatives: The Theory and Practice of Financial Engineering554 cited
  • 2013The Consequences to Managers for Financial Misrepresentation533 cited
  • 1999Finance Ethics: Critical Issues in Theory and Practice97 cited
  • 2006Legislated Ethics or Ethics Education?: Faculty Views in the Post-Enron Era71 cited
  • 1996BUSINESS ETHICS AND THE THEORY OF THE FIRM67 cited
  • 2000The use, misuse and abuse of mathematics in finance37 cited
  • 1974GENERALIZED MEAN‐VARIANCE TRADEOFFS FOR BEST PERTURBATION CORRECTIONS TO APPROXIMATE PORTFOLIO DECISIONS*31 cited
  • 1994Property Rights to Investment Research: The Agency Costs of Soft Dollar Brokerage29 cited
  • 2004On the theory and practice of finance22 cited
  • 1990The individual investor in securities markets: An ethical analysis8 cited

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