SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Simple Criteria for Optimal Portfolio Selection
0 references·4 citing·19 second hop
Simple Criteria for Optimal Portfolio Selection (1976)Simple Criteria for Optimal Portfolio Sel…Downside risk measures and equity returns in the NYSE (2008)Downside risk measures and eq…Exchange rate risk and internationally diversified portfolios (1995)Exchange rate risk and intern…A simple plant-location model for quantity-setting firms subject to price uncertainty (1985)A simple plant-location model…Taxes and portfolio composition (1978)Taxes and portfolio compositi…Theory of the Firm Facing Uncertain Demand (1972)A Dual-Based Procedure for Uncapacitated Facility Location (1978)The simple plant location problem: Survey and synthesis (1983)Multinational plant location as a game of timing (1995)Dynamic Location and Entry Mode Selection of Multinational Manufacturing Facilities under Uncertainty: A Chance‐constrained Goal Programming Approach (1996)Location choice and risk attitude of a decision maker (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)The Cross-Section of Expected Stock Returns (1992)Risk premia and ambiguity in an experimental market featuring a long-lived asset (2017)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)TAXES, MARKET VALUATION AND CORPORATE FINANCIAL POLICY (1970)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)Capital Market Equilibrium with Differential Taxation (2003)Marginal Stockholder Tax Effects and Ex-Dividend Day Behavior - Thirty-Two Years Later (2003)The Effect of Tax-Exempt Investors and Risk on Stock Ownership and Expected Returns (2010)Portfolio Selection (1952)Internationally Diversified Portfolios: Welfare Gains and Capital Flows (1968)International Diversification of Investment Portfolios (1970)
this work references cited by second hop

References

No references inside the corpus for this window.

Cited by

  • 1985A simple plant-location model for quantity-setting firms subject to price uncertainty46 cited
  • 1978Taxes and portfolio composition45 cited
  • 2008Downside risk measures and equity returns in the NYSE28 cited
  • 1995Exchange rate risk and internationally diversified portfolios26 cited

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