Multiperiod Consumption-Investment Decisions

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

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

1965 • 7,112 citations

Portfolio Selection: Efficient Diversification of Investments

1959 • 5,744 citations

Risk Aversion in the Small and in the Large

1976 • 4,953 citations

Equilibrium in a Capital Asset Market

1966 • 4,832 citations

The variation of certain speculative prices

1997 • 4,766 citations

Risk Aversion in the Small and in the Large

1964 • 4,664 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

Liquidity Preference as Behavior Towards Risk

1958 • 3,747 citations

A Simplified Model for Portfolio Analysis

1963 • 2,673 citations

SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*

1965 • 1,803 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1973 • 1,203 citations

The Role of Securities in the Optimal Allocation of Risk-bearing

1964 • 1,125 citations

Security Prices, Risk, and Maximal Gains From Diversification

1965 • 1,032 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

Optimal Multiperiod Portfolio Policies

1968 • 762 citations

Risk, Return, and Equilibrium

1971 • 576 citations

THE ROLE OF A STOCK MARKET IN A GENERAL EQUILIBRIUM MODEL WITH TECHNOLOGICAL UNCERTAINTY

1978 • 515 citations

Portfolio Analysis in a Stable Paretian Market

1965 • 478 citations

Multiperiod Consumption-Investment Decisions

1970 • 449 citations

Convexity

1958 • 403 citations

Investment Decision under Uncertainty: Applications of the State-Preference Approach

1966 • 383 citations

RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

1968 • 373 citations

Investment Decision Under Uncertainty: Choice-Theoretic Approaches

1965 • 354 citations

The Accumulation of Risky Capital: A Sequential Utility Analysis

1962 • 164 citations

THE ACCUMULATION OF RISKY CAPITAL: A SEQUENTIAL UTILITY ANALYSIS

1980 • 135 citations

Risk, the Pricing of Capital Assets, and the Evaluation of Investment Portfolios

1969 • 78 citations

Capital Accumulation and Production for the Firm: Optimal Dynamic Policies

1965 • 37 citations

Epargne et consommation en avenir aléatoire

1966 • 24 citations

OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES FOR A CLASS OF UTILITY FUNCTIONS*

1968 • 19 citations

Épargne et consommation en avenir aléatoire

1966 • 13 citations

Cited By (0)

Loading...