1

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

Year:
1964
Language:
english
File:
PDF, 846 KB
english, 1964
2

Mean-Variance Analysis in Portfolio Choice and Capital Markets.

Year:
1989
Language:
english
File:
PDF, 163 KB
english, 1989
3

The Sharpe Ratio

Year:
1994
Language:
english
File:
PDF, 2.57 MB
english, 1994
4

A Simplified Model for Portfolio Analysis

Year:
1963
Language:
english
File:
PDF, 382 KB
english, 1963
5

Factor models, CAPMs,and the ABT

Year:
1984
Language:
english
File:
PDF, 465 KB
english, 1984
6

Dynamic Strategies for Asset Allocation

Year:
1988
Language:
english
File:
PDF, 1.77 MB
english, 1988
7

The Arithmetic of Active Management

Year:
1991
Language:
english
File:
PDF, 641 KB
english, 1991
8

Portfolio Theory and Capital Markets.

Year:
1972
Language:
english
File:
PDF, 151 KB
english, 1972
9

International Value and Growth Stock Returns

Year:
1993
Language:
english
File:
PDF, 1.71 MB
english, 1993
10

50 Years in Review || Dynamic Strategies for Asset Allocation

Year:
1995
Language:
english
File:
PDF, 1.68 MB
english, 1995
11

Asset allocation

Year:
1992
Language:
english
File:
PDF, 1.22 MB
english, 1992
13

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

Year:
1964
Language:
english
File:
PDF, 1000 KB
english, 1964
14

Likely Gains from Market Timing

Year:
1975
Language:
english
File:
PDF, 1.23 MB
english, 1975
15

A Linear Programming Algorithm for Mutual Fund Portfolio Selection

Year:
1967
Language:
english
File:
PDF, 674 KB
english, 1967
16

The Arithmetic of Investment Expenses

Year:
2013
Language:
english
File:
PDF, 183 KB
english, 2013
18

Risk, Market Sensitivity, and Diversification

Year:
1995
Language:
english
File:
PDF, 384 KB
english, 1995
19

Part 2: Supplement on Security Prices || Mutual Fund Performance

Year:
1966
Language:
english
File:
PDF, 1.98 MB
english, 1966
20

Major Investment Styles*

Year:
1978
Language:
english
File:
PDF, 755 KB
english, 1978
21

Post-Retirement Financial Strategies: Forecasts and Valuation

Year:
2012
Language:
english
File:
PDF, 2.95 MB
english, 2012
22

Adjusting for Risk in Portfolio Performance Measurement

Year:
1975
Language:
english
File:
PDF, 577 KB
english, 1975
23

THE ECONOMIC DETERMINANTS OF SYSTEMATIC RISK

Year:
1974
Language:
english
File:
PDF, 538 KB
english, 1974
24

50 Years in Review || Risk, Market Sensitivity, and Diversification

Year:
1995
Language:
english
File:
PDF, 775 KB
english, 1995
26

Imputing Expected Security Returns from Portfolio Composition

Year:
1974
Language:
english
File:
PDF, 621 KB
english, 1974
28

Capital Asset Prices with and without Negative Holdings

Year:
1991
Language:
english
File:
PDF, 565 KB
english, 1991
31

Factors in New York Stock Exchange security returns, 1931–1979*

Year:
1982
Language:
english
File:
PDF, 1.30 MB
english, 1982
36

Expected Utility Asset Allocation

Year:
2007
File:
PDF, 4.57 MB
2007
38

An Unfashionable View of Tennessee Williams

Year:
1962
Language:
english
File:
PDF, 854 KB
english, 1962
39

RISK-AVERSION IN THE STOCK MARKET: SOME EMPIRICAL EVIDENCE

Year:
1965
Language:
english
File:
PDF, 571 KB
english, 1965
45

Risk, Market Sensitivity and Diversification

Year:
1972
Language:
english
File:
PDF, 1.09 MB
english, 1972
48

Corporate pension funding policy

Year:
1976
Language:
english
File:
PDF, 661 KB
english, 1976