1

Friedman-Savage Utility Functions Consistent with Risk Aversion

Year:
1970
Language:
english
File:
PDF, 410 KB
english, 1970
6

Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

Year:
1970
Language:
english
File:
PDF, 465 KB
english, 1970
8

Multi-Period Mean-Variance Analysis: Toward a General Theory of Portfolio Choice

Year:
1971
Language:
english
File:
PDF, 2.38 MB
english, 1971
9

To Pay or Not to Pay Dividend

Year:
1982
Language:
english
File:
PDF, 383 KB
english, 1982
10

Stein and CAPM estimators of the means in asset allocation

Year:
1995
Language:
english
File:
PDF, 2.20 MB
english, 1995
11

Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin

Year:
1975
Language:
english
File:
PDF, 370 KB
english, 1975
12

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

Year:
1971
Language:
english
File:
PDF, 320 KB
english, 1971
13

Convergence to isoelastic utility and policy in multiperiod portfolio choice

Year:
1974
Language:
english
File:
PDF, 1.09 MB
english, 1974
17

Optimal Entrepreneurial Decisions in a Completely Stochastic Environment

Year:
1971
Language:
english
File:
PDF, 1.53 MB
english, 1971
20

Comment on Merton and Samuelson

Year:
1974
Language:
english
File:
PDF, 65 KB
english, 1974
22

Optimal Investment and Consumption Strategies for a Class of Utility Functions

Year:
1968
Language:
english
File:
PDF, 226 KB
english, 1968
23

Essays in the Theory of Risk-Bearingby Kenneth J. Arrow

Year:
1972
Language:
english
File:
PDF, 234 KB
english, 1972
26

Theory Series || Optimal Entrepreneurial Decisions in a Completely Stochastic Environment

Year:
1971
Language:
english
File:
PDF, 2.63 MB
english, 1971
27

On the Relevance of Price-Level Accounting

Year:
1969
Language:
english
File:
PDF, 823 KB
english, 1969
29

Compound-Return Mean-Variance Efficient Portfolios Never Risk Ruin

Year:
1975
Language:
english
File:
PDF, 146 KB
english, 1975
31

An Induced Theory of the Firm Under Risk: The Pure Mutual Fund

Year:
1970
Language:
english
File:
PDF, 543 KB
english, 1970
32

On the Dividend Capitalization Model Under Uncertainty

Year:
1969
Language:
english
File:
PDF, 522 KB
english, 1969
35

A Comment of Verrecchia's No Trading "Theorem"

Year:
1984
Language:
english
File:
PDF, 196 KB
english, 1984
39

The Role of a Corporate Bond Market in an Economy--and in Avoiding Crises

Year:
1999
Language:
english
File:
PDF, 45 KB
english, 1999
42

Optimal Growth Portfolios When Yields are Serially Correlated

Year:
1970
Language:
english
File:
PDF, 1.38 MB
english, 1970