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46470 results in Management

Page 2211 of 2324

  • Risk, Ruin and Investment Analysis

  • Robert E. Machol, Eugene M. Lerner
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 4 / Issue 4 / December 1969
    Published online by Cambridge University Press:
    19 October 2009, pp. 473-492
    Print publication:
    December 1969

  • In this article, we shall discuss several of the alternative definitions of risk that have been proposed from time to time. We shall show that one definition — risk is the probability of loss — leads to a formulation of the investment decision problem as a chance constrained problem. Three different strategies are then proposed by which an investor can reduce risk. It is our belief that professional investors utilize all three strategies and that risk, in many such cases, is not a substantial constraint on investor behavior.

  • December 1970 Special Issue

  • Charles A. D'Ambrosio
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 4 / Issue 4 / December 1969
    Published online by Cambridge University Press:
    19 October 2009, p. 539
    Print publication:
    December 1969
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  • JFQ volume 4 issue 4 Cover and Front matter

  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 4 / Issue 4 / December 1969
    Published online by Cambridge University Press:
    19 October 2009, pp. f1-f3
    Print publication:
    December 1969
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  • The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets

  • John Lintner
  • Journal:
    Journal of Financial and Quantitative Analysis / Volume 4 / Issue 4 / December 1969
    Published online by Cambridge University Press:
    19 October 2009, pp. 347-400
    Print publication:
    December 1969

  • The vector of equilibrium aggregate market values (or per share prices) of a given set of risk assets trading in purely competitive markets of individually risk-averse investors has been derived in earlier work under certain simplifying assumptions, including the absence of taxes and transactions costs and a single (uniform) holding period for the assessment of uncertain outcomes (See [8], [9], [10], [15], and [12]). The other critical assumptions in these studies were (a) the existence of a riskless asset available for holding or borrowing at a fixed, exogenously determined interest rate, (b) an assumption that all investors act in terms of identical joint probability distributions over end-of-period outcomes, and (c) the acceptance of a mean-variance criterion for portfolio decisions.

  • BHR volume 43 issue 3 Cover and Back matter

  • Journal:
    Business History Review / Volume 43 / Issue 3 / Autumn 1969
    Published online by Cambridge University Press:
    11 June 2012, pp. b1-b10
    Print publication:
    Autumn 1969
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Page 2211 of 2324