SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Market Funds and Trust-Investment Law
4 references·5 citing·34 second hop
Market Funds and Trust-Investment Law (1976)Market Funds and Trust-Investment LawLikely Gains from Market Timing (1975)Likely Gains from Market Timi…Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …The Basis of Some Recent Advances in the Theory of Management of the Firm (1965)The Basis of Some Recent Adva…Mergers and the Market for Corporate Control (1965)Mergers and the Market for Co…Theorising the Fiduciary: Ontology and Ethics (2022)Theorising the Fiduciary: Ont…The Prudent Investor Rule and Market Risk: An Empirical Analysis (2017)The Prudent Investor Rule and…Investing prudently: How financialization puts a legal standard to use (2013)Investing prudently: How fina…Are humans optimistic? (1981)Are humans optimistic?The "Market Model" In Investment Management (1980)The "Market Model" In Investm…Nonmarketable Assets and the Determination of Capital Asset Prices in the Absence of a Riskless Asset (1973)Studies in the Theory of Capital Markets. (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Methodologies for Isolating and Assessing the Portfolio Performance Potential of Stock Return Forecast Models with an Illustration (2009)Investment decision-making process: heuristics and biases in South African based investment firms (2018)The Economic Approach to Human Behavior (1976)On Human Nature (1978)Games and Decisions (2015)The distorting effect of the prudent-man laws on institutional equity investments (1996)The Legal Environments of Organizations (1997)The Endogeneity of Legal Regulation: Grievance Procedures as Rational Myth (1999)Collective Action, Law, and the Fragmented Development of the American Labor Movement (2021)The United States as Radical Innovation Driver: The Politics of Declining Dominance? (2021)Who owns and controls global capital? Uneven geographies of asset manager capitalism (2023)An Asset Allocation Puzzle (1994)Household Finance (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (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)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)In a Different Voice: Psychological Theory and Women's Development. (1983)Moral Boundaries: A Political Argument for an Ethic of Care (1993)Economics and Reality (1997)The Profitability of Style Rotation Strategies in the United Kingdom (1999)Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes (2007)Seventy-Five Years of Investing for Future Generations (2020)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)A Survey of Corporate Governance (1997)The theory of agency (1975)Property Rights, Transaction Costs, and X-Efficiency: An Essay in Economic Theory (1983)The economics of overeducation (1985)
this work references cited by second hop

References

  • 1965Mergers and the Market for Corporate Control2,364 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1965The Basis of Some Recent Advances in the Theory of Management of the Firm249 cited
  • 1975Likely Gains from Market Timing134 cited

Cited by

  • 1980The "Market Model" In Investment Management32 cited
  • 2013Investing prudently: How financialization puts a legal standard to use28 cited
  • 2017The Prudent Investor Rule and Market Risk: An Empirical Analysis14 cited
  • 2022Theorising the Fiduciary: Ontology and Ethics8 cited
  • 1981Are humans optimistic?1 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work