Journal of Financial and Quantitative Analysis · 1971 · 17 citations · 10 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPortfolio ManagementCapital Asset PricingInvestmentPortfolio SelectionPortfolio TheoryRisk AversionRisk PreferencesConstant Absolute Risk AversionDecreasing Absolute Risk AversionIncreasing Absolute Risk AversionOptimal Portfolio ChoicePortfolio Choice TheoryPortfolio Choice Under RiskPortfolio Choice Under Risk AversionPortfolio Selection Theory
Robert H. Litzenberger, A. P. Budd, A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities, The Journal of Financial and Quantitative Analysis, Vol. 6, No. 5 (Dec., 1971), pp. 1277-1282
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Exposition of a New Theory on the Measurement of Risk
Daniel Bernoulli · Econometrica · 1954 · 2.7K citations
Aspects of the Theory of Risk-Bearing.
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Criteria for Choice Among Risky Ventures
Henry A. Latané · Journal of Political Economy · 1959 · 399 citations