Concepedia
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Multiperiod Consumption-Investment Decisions
426
Citations
12
References
1975
Year
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
The Review of Economics and Statistics
1965
6.8K
Equilibrium in a Capital Asset Market
Jan Mossin
Econometrica
EconomicsRisky AssetsFinancial EconomicsAsset PricingFinancial Risk Management +13
1966
4.9K
Risk Aversion in the Small and in the Large
John W. Pratt
EconomicsBehavioral Decision MakingRisk ManagementManagementBusiness +6
1964
Liquidity Preference as Behavior Towards Risk
James Tobin
The Review of Economic Studies
Empirical FinanceFinancial Risk ManagementConn. U.s.a. SearchLiquidityAsset Pricing +16
1958
3.9K
A Simplified Model for Portfolio Analysis
William F. Sharpe
Management Science
Mathematical ProgrammingParticular ModelAsset AllocationPortfolio ManagementAsset Pricing +15
1963
2.7K
The Role of Securities in the Optimal Allocation of Risk-bearing
K. J. Arrow
April 1964EconomicsPortfolio OptimizationFinancial EconomicsAsset Pricing +13
1.2K
Portfolio Analysis in a Stable Paretian Market
Eugene F. Fama
EconomicsPortfolio OptimizationAsset PricingStable Paretian MarketManagement +11
471
Investment Decision under Uncertainty: Applications of the State-Preference Approach
Jack Hirshleifer
The Quarterly Journal of Economics
386
RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS
The Journal of Finance
EconomicsFinancial EconomicsAsset PricingReturn And EquilibriumFinancial Risk Management +5
1968
382
Investment Decision Under Uncertainty: Choice-Theoretic Approaches
EconomicsManagementBusinessEconomic AnalysisInvestment Decision +11
361
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