Portfolio selection in the presence of systemic risk

Advances in prospect theory: Cumulative representation of uncertainty

Amos Tversky, Daniel Kahneman · Journal of Risk and Uncertainty · 1992 · 15.6K citations

Business, Decision Sciences, Behavioral Economics +13

The Utility Analysis of Choices Involving Risk

Milton Friedman, Leonard J. Savage · Journal of Political Economy · 1948 · 3.1K citations

Business, Decision Sciences, Economics +14

The Sharpe Ratio

William F. Sharpe · The Journal of Portfolio Management · 1994 · 2.5K citations

Business, Finance, Financial Management +9

The Utility of Wealth

Harry M. Markowitz · Journal of Political Economy · 1952 · 1.8K citations

Social Sciences, Economics, Microeconomics +5

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.

Thomas Mikosch, Gennady Samorodnitsky, Murad S. Taqqu · Journal of the American Statistical Association · 1995 · 1.4K citations

Engineering, Mathematics, Physics +14