Back to search

Optimal Growth Portfolios When Yields are Serially Correlated

Data up to Jan 2025

Published1970
Citations22
References20

Total Citations Per Year

Abstract

References (20)

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Dynamic Programming

1957 • 13,549 citations

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…

1975 • 7,346 citations

FOUNDATIONS OF STATISTICS

2001 • 7,247 citations

Risk Aversion in the Small and in the Large

1976 • 4,953 citations

The Theory of Interest

2013 • 2,919 citations

Exposition of a New Theory on the Measurement of Risk

1954 • 2,688 citations

Aspects of the Theory of Risk-Bearing.

1966 • 1,931 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Optimal Multiperiod Portfolio Policies

1968 • 762 citations

The Elements of Real Analysis

1964 • 709 citations

On the Theory of Optimal Investment Decision

1958 • 598 citations

Criteria for Choice Among Risky Ventures

1959 • 401 citations

OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.

1975 • 383 citations

Investment Decision Under Uncertainty: Choice-Theoretic Approaches

1965 • 354 citations

Capital Growth and the Mean-Variance Approach to Portfolio Selection

1971 • 208 citations

On Optimal Myopic Portfolio Policies, with and Without Serial Correlation of Yields

1971 • 186 citations

Investment policies for expanding businesses optimal in a long‐run sense

1960 • 119 citations

Risk Disposition and the Separation Property in Portfolio Selection

1969 • 54 citations

Comments on Duesenberry's The Portfolio Approach to the Demand for Money and Other Assets

1963 • 26 citations

Cited By (0)

Loading...
Optimal Growth Portfolios When Yields are Serially Correlated (1970) – The Review of Economics and Statistics | Metascience Observatory Explorer