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The Morality of Risk Modeling
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The Morality of Risk Modeling (2011)The Morality of Risk ModelingThe General Theory of Employment, Interest, and Money (2018)The General Theory of Employm…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Responsible Leadership in a Stakeholder Society – A Relational Perspective (2006)Responsible Leadership in a S…Investment, Uncertainty, and Liquidity (2003)Investment, Uncertainty, and …The emperor has no clothes: Limits to risk modelling (2002)The emperor has no clothes: L…Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Risk Analysis: A Quantitative Guide (2000)Risk Analysis: A Quantitative…Coherent Measures of Risk (1999)Coherent Measures of RiskThe Virtue in Self-Interest (1997)The Virtue in Self-InterestThe Econometrics of Financial Markets (1997)The Econometrics of Financial…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Herd Behavior and Investment (1988)Herd Behavior and InvestmentThe Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …The Irrelevance of Equilibrium Economics (1972)The Irrelevance of Equilibriu…Dividend Policy, Growth, and the Valuation of Shares (1961)Dividend Policy, Growth, and …Portfolio Selection (1952)Portfolio SelectionThe General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Behavior of Stock-Market Prices (1965)The Pricing of Options and Corporate Liabilities (1973)Determinants of corporate borrowing (1977)PORTFOLIO SELECTION* (1952)Optimization of conditional value-at-risk (2000)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)Understanding Consumption (1992)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Conditional Skewness in Asset Pricing Tests (2000)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Optimal monetary policy with staggered wage and price contracts (2000)Investor Psychology and Asset Pricing (2001)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)The Capital Asset Pricing Model: Theory and Evidence (2004)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 1961Dividend Policy, Growth, and the Valuation of Shares6,554 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2018The General Theory of Employment, Interest, and Money4,835 cited
  • 1952Portfolio Selection4,609 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 2000Risk Analysis: A Quantitative Guide1,746 cited
  • 2006Responsible Leadership in a Stakeholder Society – A Relational Perspective1,032 cited
  • 1972The Irrelevance of Equilibrium Economics1,012 cited
  • 1997The Virtue in Self-Interest567 cited
  • 2002The emperor has no clothes: Limits to risk modelling323 cited
  • 2003Investment, Uncertainty, and Liquidity320 cited

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