THE SUPERFUND: EFFICIENT PATHS TOWARD EFFICIENT CAPITAL MARKETS IN LARGE AND SMALL COUNTRIES
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Abstract
References (27)
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
1964 • 15,720 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
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
1964 • 7,201 citations
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
1965 • 7,112 citations
An Intertemporal Capital Asset Pricing Model
1973 • 6,653 citations
Optimum consumption and portfolio rules in a continuous-time model
1971 • 6,065 citations
Equilibrium in a Capital Asset Market
1966 • 4,832 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
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
1969 • 980 citations
Options and Efficiency
1976 • 851 citations
THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY
1972 • 729 citations
Limited Knowledge and Economic Analysis
1974 • 683 citations
The Valuation of Option Contracts and a Test of Market Efficiency
1972 • 601 citations
The structure of investor preferences and asset returns, and separability in portfolio allocation: A contribution to the pure theory of mutual funds
1970 • 451 citations
Multiperiod Consumption-Investment Decisions
1970 • 449 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
Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions
1970 • 346 citations
On the existence of equilibrium in a securities model
1974 • 173 citations
On the Optimality of the Stock Market Allocation of Investment
1972 • 167 citations
Limited Knowledge and Economic Analysis
1974 • 126 citations
Permanent and transitory income effects in a model of optimal consumption with wage income uncertainty
1975 • 80 citations
Rates of Return on Investments in Common Stock: The Year-by-Year Record, 1926-65
1968 • 70 citations
Optimal Entrepreneurial Decisions in a Completely Stochastic Environment
1971 • 63 citations
The Losses on Savings Deposits from Interest Rate Regulation
1974 • 30 citations
Is the Theory of Competitive Equilibrium With It
1974 • 18 citations
The sufficiency of existing financial instruments for Pareto-optimal risk allocation
1973 • 9 citations