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Mathematical Methods in Investment and Finance.
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Mathematical Methods in Investment and Finance. (1974)Mathematical Methods in Investment and Fi…Central bank digital currencies and financial stability in a modern monetary system (2023)Central bank digital currenci…The Dynamics of Bank Spreads and Financial Structure (2014)The Dynamics of Bank Spreads …Determinants of bank profitability in developing economies: empirical evidence from the South Asian banking sectors (2012)Determinants of bank profitab…Managing a Bank’s Currency Inventory Under New Federal Reserve Guidelines (2007)Managing a Bank’s Currency In…An analysis of performance measures using copulae (2002)An analysis of performance me…Investing for Retirement (2000)Investing for RetirementDo constraints improve portfolio performance? (2000)Do constraints improve portfo…THEORIES OF THE BANKING FIRM: A REVIEW OF THE LITERATURE* (1996)THEORIES OF THE BANKING FIRM:…Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model (1995)Gains From Diversifying Into …AN EXAMINATION OF THE SELECTIVITY AND MARKET TIMING PERFORMANCE OF UK UNIT TRUSTS (1995)AN EXAMINATION OF THE SELECTI…A CROSS‐SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL (1992)A CROSS‐SECTIONAL ANALYSIS OF…A Model of the Commercial Loan Rate (1983)A Model of the Commercial Loa…U.K. UNIT TRUST PERFORMANCE 1964–74 (1976)U.K. UNIT TRUST PERFORMANCE 1…Session Topic: Individual Investors and Mutual Funds (1974)Session Topic: Individual Inv…Mutual Fund Performance (1966)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)An Introduction to Copulas (1999)Estimation of a microfounded herding model on German survey expectations (2007)Theory of the Consumption Function (1957)A Theory of the Consumption Function (1958)A Theory of the Banking Firm (1971)A general model of the banking firm under conditions of monopoly, uncertainty, and recourse (1986)Access to bank finance for UK SMEs in the wake of the recent financial crisis (2016)Hazardous lending: The impact of natural disasters on bank asset portfolio (2022)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)Developing foreign bank efficiency models for DEA grounded in finance theory (2005)The dynamics of technological change in UK retail banking services: An evolutionary perspective (2005)An insight into the specification of the input-output set for DEA-based bank efficiency measurement (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)An examination of Australian equity trusts for selectivity and market timing performance (1999)The financial performance of European ethical funds 1996-1998 (2002)Timing and selectivity in Portuguese mutual fund performance (2005)Financial Dependence and Growth (1996)Stock Markets, Banks, and Economic Growth (1996)Bank-specific, industry-specific and macroeconomic determinants of bank profitability (2006)SMEs’ Financing and Banks’ Profitability: A “Good Date” for Banks in Ghana? (2017)Bank risk and performance in an emerging market setting: the case of Bangladesh (2018)Re-examining the determinants of bank profitability in Nigeria (2019)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Determinants of bank interest rates and comparisons between Greece and the euro area (2007)Integration in Euro Area Retail Banking Markets - Convergence of Credit Interest Rates (2008)BANK OUTPUT MEASUREMENT IN THE EURO AREA: A MODIFIED APPROACH (2011)Handbook of the Economics of Finance (2013)Evaluating mutual funds in an emerging market: factors that matter to financial advisors (2003)Market timing by global fund managers (2006)The Islamic mutual fund performance: New evidence on market timing and stock selectivity (2011)How to Rate Management of Investment Funds (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (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)Linear statistical inference for global and local minimum variance portfolios (2008)Markowitz versus Michaud: Portfolio Optimization Strategies Reconsidered (2009)Copula-based Black–Litterman portfolio optimization (2021)The Behavior of Stock-Market Prices (1965)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Risk, Return, and Equilibrium: Empirical Tests (1973)Indirect versus Direct Diversification (1974)The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (1978)A Unified Framework for Monetary Theory and Policy Analysis (2005)Can Central Bank Digital Currencies be green and sustainable? (2023)The democratization of digital currency in Nigeria: A sentiment analysis of eNaira app usability (2024)
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  • 1983A Model of the Commercial Loan Rate96 cited
  • 2012Determinants of bank profitability in developing economies: empirical evidence from the South Asian banking sectors81 cited
  • 1995AN EXAMINATION OF THE SELECTIVITY AND MARKET TIMING PERFORMANCE OF UK UNIT TRUSTS78 cited
  • 1992A CROSS‐SECTIONAL ANALYSIS OF MUTUAL FUNDS’MARKET TIMING AND SECURITY SELECTION SKILL74 cited
  • 1996THEORIES OF THE BANKING FIRM: A REVIEW OF THE LITERATURE*64 cited
  • 2014The Dynamics of Bank Spreads and Financial Structure59 cited
  • 2000Do constraints improve portfolio performance?52 cited
  • 1974Session Topic: Individual Investors and Mutual Funds43 cited
  • 2002An analysis of performance measures using copulae40 cited
  • 2023Central bank digital currencies and financial stability in a modern monetary system34 cited
  • 1995Gains From Diversifying Into Real Estate: Three Decades of Portfolio Returns Based on the Dynamic Investment Model34 cited
  • 2000Investing for Retirement33 cited
  • 1976U.K. UNIT TRUST PERFORMANCE 1964–7432 cited
  • 2007Managing a Bank’s Currency Inventory Under New Federal Reserve Guidelines19 cited

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