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

By William F. Sharpe | Go to book overview
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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.

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