The Review of Economics and Statistics · 1965 · 6.9K citations · 0 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial Risk ManagementPortfolio ManagementFinancial RiskInvestmentPortfolio Risk ManagementPortfolio SelectionPortfolio TheoryRisk-return AnalysisAsset Allocation Under RiskCapital Budgeting Under RiskInvestment Risk AssessmentPortfolio Choice TheoryPortfolio Choice Under RiskPortfolio Risk EstimationReturn-risk Trade-off AnalysisRisk Weighting Of Assets
John Lintner, The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, The Review of Economics and Statistics, Vol. 47, No. 1 (Feb., 1965), pp. 13-37