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Beyond Portfolio Theory: The Next Frontier
16 references·4 citing·33 second hop
Beyond Portfolio Theory: The Next Frontier (2005)Beyond Portfolio Theory: The Next FrontierThoughts on the Future: Theory and Practice in Investment Management (2003)Thoughts on the Future: Theor…Pension funds and value-based generational accounting (2003)Pension funds and value-based…Modern Investment Management: An Equilibrium Approach (2003)Modern Investment Management:…What Risk Premium Is “Normal”? (2002)What Risk Premium Is “Normal”?Strategic Asset Allocation (2002)Strategic Asset AllocationKeynes, John Maynard (2001)Keynes, John MaynardImproving Pension Fund Performance (1998)Improving Pension Fund Perfor…The Unseen Revolution: How Pension Fund Socialism Came to America (1976)The Unseen Revolution: How Pe…The Financial Reality of Pension Funding Under ERISA (1976)The Financial Reality of Pens…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Portfolio Selection (1952)Portfolio SelectionThe General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…The Modern Corporation and Private Property. (1933)The Modern Corporation and Pr…The Modern Corporation and Private Property (1933)The Modern Corporation and Pr…A portfolio theory based optimization model for steam coal purchasing strategy: A case study of Taiwan Power Company (2016)A portfolio theory based opti…Identifying and Overcoming Behavioural Impediments to Long Term Responsible Investment: A Focus on UK Institutional Investors (2011)Identifying and Overcoming Be…The Performance of US Pension Funds (2009)The Performance of US Pension…The Relentless Rules of Humble Arithmetic (2005)The Relentless Rules of Humbl…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)The Cross-Section of Expected Stock Returns (1992)Long-Run Stock Returns: Participating in the Real Economy (2003)Surprise! Higher Dividends = Higher Earnings Growth (2003)The Worldwide Equity Premium: A Smaller Puzzle (2008)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Household Risk Management and Optimal Mortgage Choice (2003)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Law and Finance (1998)Introduction: epistemic communities and international policy coordination (1992)Pieces of the Action: Ownership and the Changing Employment Relationship (2003)Pay for (individual) performance: Issues, claims, evidence and the role of sorting effects (2013)Corporate divestitures and family control (2014)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Consumer Confidence and Consumer Spending (2004)From Poverty to Perversity: Ideas, Markets, and Institutions over 200 Years of Welfare Debate (2005)Political Parties and Macroeconomic Policy (1977)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1936The General Theory of Employment, Interest and Money.12,562 cited
  • 1933The Modern Corporation and Private Property7,361 cited
  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1952Portfolio Selection4,609 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 2001Keynes, John Maynard472 cited
  • 1933The Modern Corporation and Private Property.469 cited
  • 2002What Risk Premium Is “Normal”?306 cited
  • 1976The Unseen Revolution: How Pension Fund Socialism Came to America275 cited
  • 2003Modern Investment Management: An Equilibrium Approach212 cited
  • 1976The Financial Reality of Pension Funding Under ERISA64 cited
  • 2003Thoughts on the Future: Theory and Practice in Investment Management61 cited
  • 1998Improving Pension Fund Performance59 cited
  • 2003Pension funds and value-based generational accounting42 cited

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Cited by

  • 2011Identifying and Overcoming Behavioural Impediments to Long Term Responsible Investment: A Focus on UK Institutional Investors36 cited
  • 2005The Relentless Rules of Humble Arithmetic27 cited
  • 2009The Performance of US Pension Funds27 cited
  • 2016A portfolio theory based optimization model for steam coal purchasing strategy: A case study of Taiwan Power Company20 cited