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Short‐term investments and indices of risk
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Short‐term investments and indices of risk (2020)Short‐term investments and indices of riskNew Measures for Performance Evaluation (2008)New Measures for Performance …An Economic Index of Riskiness (2008)An Economic Index of RiskinessEconomic and Financial Decisions under Risk (2005)Economic and Financial Decisi…Asset Pricing: Revised Edition (2005)Asset Pricing: Revised EditionStochastic Calculus for Finance II (2004)Stochastic Calculus for Finan…Coherent Measures of Risk (1999)Coherent Measures of RiskA Course in Microeconomic Theory (1990)A Course in Microeconomic The…The Pricing of Options on Assets with Stochastic Volatilities (1987)The Pricing of Options on Ass…A Theory of the Term Structure of Interest Rates (1985)A Theory of the Term Structur…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments (1970)The Fundamental Approximation…The Efficiency Analysis of Choices Involving Risk (1969)The Efficiency Analysis of Ch…Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)Mean-Variance Analysis in the…Risk Aversion in the Small and in the Large (1964)Risk Aversion in the Small an…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…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)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)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)Theory of rational option pricing (2005)The Utility Analysis of Choices Involving Risk (1948)Rules for Ordering Uncertain Prospects (1969)On the measurement of inequality (1970)Optimal rules for ordering uncertain prospects (1975)Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Theory of Rational Option Pricing (1973)Measuring and Testing the Impact of News on Volatility (1993)Introductory Econometrics for Finance (2008)Optimum consumption and portfolio rules in a continuous-time model (1971)An equilibrium characterization of the term structure (1977)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Dynamic Asset Pricing Theory. (1993)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)The New Institutional Economics: Taking Stock, Looking Ahead (2000)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A Liquidity-Based Theory of Closed-End Funds (2008)ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (2010)Numerical Solution of Stochastic Differential Equations (2016)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)The arbitrage theory of capital asset pricing (1976)Organizational Learning from Performance Feedback (2003)Over-the-Counter Markets (2004)1 Moving Beyond Schumpeter: Management Research on the Determinants of Technological Innovation (2008)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1964Risk Aversion in the Small and in the Large4,964 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1987The Pricing of Options on Assets with Stochastic Volatilities3,864 cited
  • 1969The Efficiency Analysis of Choices Involving Risk1,416 cited
  • 1990A Course in Microeconomic Theory1,324 cited
  • 2004Stochastic Calculus for Finance II748 cited
  • 1970The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments731 cited
  • 2005Asset Pricing: Revised Edition718 cited
  • 2005Economic and Financial Decisions under Risk380 cited
  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection351 cited
  • 2008New Measures for Performance Evaluation318 cited
  • 2008An Economic Index of Riskiness

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