Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice

By William F. Sharpe | Go to book overview

REFERENCES

Arrow, Kenneth J. 1951. “An Extension of the Basic Theorems of Classical Welfare Economics.” In Proceedings of the 2nd Berkeley Symposium on Mathematical Statistics and Probability, edited by J. Neyman. Berkeley: University of California Press.

——1953. “Le Role de valeurs boursières pour la repartition le meillure des risques.” Econometrie, Colloques Internationaux du Centre National de la Rechereche Scientifique 11:41–47.

Black, Fischer, and Robert Litterman. 1992. “Global Portfolio Optimization.” Financial Analysts Journal, September-October, 28–43.

——Citigroup. 2004a. TIERS Principal-Protected Minimum Return Asset Backed Certificates Trust Series Russell 2004–1.

——. 2004b. Principal Protected Equity Linked Minimum Return Trust Certificates.

Cochrane, John H. 2001. Asset Pricing. Princeton: Princeton University Press.

Constantinides, G., J. Donaldson, and R. Mehra. 2002. “Junior Can't Borrow: A New Perspective on the Equity Premium.” Quarterly Journal of Economics 117(1):269–96.

Debreu, Gerard. 1951. “The Coefficient of Resource Utilization.” Econometrica 19(3): 273–292.

Dimson, Elroy, Paul Marsh, and Mike Staunton. 2002. Triumph of the Optimists: 101 Years of Global Investment Returns. Princeton: Princeton University Press.

Fama, Eugene, and Kenneth R. French. 1992. “The Cross-Section of Expected Stock Returns.” Journal of Finance 47(2):427–65.

French, Kenneth R. 2005. Data Library. http://mba.tuck.dartmouth.edu/pages/faculty/ ken.french/data_library.html.

Galton, Francis. 1907. “Vox Populi.” Nature, March 7, 450–51.

Goldstein, Daniel G., Eric J. Johnson, and William F. Sharpe. 2005. “Measuring Consumer Risk-Return Tradeoffs.” October 3, 2005. http://ssrn.com/abstract=819065.

Hakansson, Nils. 1976. “The Purchasing Power Fund: A New Kind of Financial Intermediary.” Financial Analysts Journal, November/December, 49–59.

Kahneman, D., and A. Tversky. 1979. “Prospect Theory: An Analysis of Decision Under Risk.” Econometrica 47:263–91.

Lintner, John. 1965. “The Valuation of Risky Assets and the Selection of Risky Investment in Stock Portfolios and Capital Budgets.” Review of Economics and Statistics 47:13–37.

Markowitz, Harry. 1952. “Portfolio Selection.” Journal of Finance 7:77–99.

Mossin, Jan. 1966. “Equilibrium in a Capital Asset Market.” Econometrica 34:768–83.

Ross, Stephen A. 1976. “The Arbitrage Theory of Capital Asset Pricing.” Journal of Economic Theory 13(3):341–60.

——1977. “Return, Risk, and Arbitrage.” In Risk and Return in Finance, edited by I. Friendand and J. Bicksler, pp. 189–218. Cambridge: Ballinger.

——2005. Neoclassical Finance. Princeton: Princeton University Press.

-213-

Notes for this page

Add a new note
If you are trying to select text to create highlights or citations, remember that you must now click or tap on the first word, and then click or tap on the last word.
One moment ...
Project items

Items saved from this book

This book has been saved
Highlights (0)
Some of your highlights are legacy items.

Highlights saved before July 30, 2012 will not be displayed on their respective source pages.

You can easily re-create the highlights by opening the book page or article, selecting the text, and clicking “Highlight.”

Citations (0)
Some of your citations are legacy items.

Any citation created before July 30, 2012 will labeled as a “Cited page.” New citations will be saved as cited passages, pages or articles.

We also added the ability to view new citations from your projects or the book or article where you created them.

Notes (0)
Bookmarks (0)

You have no saved items from this book

Project items include:
  • Saved book/article
  • Highlights
  • Quotes/citations
  • Notes
  • Bookmarks
Notes
Cite this page

Cited page

Style
Citations are available only to our active members.
Sign up now to cite pages or passages in MLA, APA and Chicago citation styles.

(Einhorn, 1992, p. 25)

(Einhorn 25)

1

1. Lois J. Einhorn, Abraham Lincoln, the Orator: Penetrating the Lincoln Legend (Westport, CT: Greenwood Press, 1992), 25, http://www.questia.com/read/27419298.

Cited page

Bookmark this page
Investors and Markets: Portfolio Choices, Asset Prices, and Investment Advice
Settings

Settings

Typeface
Text size Smaller Larger
Search within

Search within this book

Look up

Look up a word

  • Dictionary
  • Thesaurus
Please submit a word or phrase above.
Print this page

Print this page

Why can't I print more than one page at a time?

Full screen
/ 221

matching results for page

Cited passage

Style
Citations are available only to our active members.
Sign up now to cite pages or passages in MLA, APA and Chicago citation styles.

"Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences." (Einhorn, 1992, p. 25).

"Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences." (Einhorn 25)

"Portraying himself as an honest, ordinary person helped Lincoln identify with his audiences."1

1. Lois J. Einhorn, Abraham Lincoln, the Orator: Penetrating the Lincoln Legend (Westport, CT: Greenwood Press, 1992), 25, http://www.questia.com/read/27419298.

Cited passage

Welcome to the new Questia Reader

The Questia Reader has been updated to provide you with an even better online reading experience.  It is now 100% Responsive, which means you can read our books and articles on any sized device you wish.  All of your favorite tools like notes, highlights, and citations are still here, but the way you select text has been updated to be easier to use, especially on touchscreen devices.  Here's how:

1. Click or tap the first word you want to select.
2. Click or tap the last word you want to select.

OK, got it!

Thanks for trying Questia!

Please continue trying out our research tools, but please note, full functionality is available only to our active members.

Your work will be lost once you leave this Web page.

For full access in an ad-free environment, sign up now for a FREE, 1-day trial.

Already a member? Log in now.