Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes / edited by Howard R. Vane and Chris Mulhearn

Mitwirkende(r):

Resource type: Ressourcentyp: Buch (Online)Buch (Online)Sprache: Englisch Reihen: An Elgar reference collection | Pioneering papers of the Nobel Memorial Laureates in Economics ; 2 | Edward Elgar E-Book ArchiveVerlag: Cheltenham, UK ; Northampton, MA : Edward Elgar, 2009Beschreibung: 1 Online-Ressource (xiii, 575 pages) ; cmISBN:

9781785362835

Schlagwörter: Andere physische Formen: Erscheint auch als: Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes. Druck-Ausgabe. Cheltenham [u.a.] : Elgar, 2009. XIII, 575 S.DDC-Klassifikation:

330 22

MSC: MSC: *91-06 | 00B15 | 00B60 | 01A75RVK: RVK: QE 800LOC-Klassifikation:

HB171

DOI: DOI: 10.4337/9781785362835Online-Ressourcen:

Zusammenfassung: This groundbreaking series brings together a critical selection of key papers by the Nobel Memorial Laureates in Economics that have helped shape the development and present state of economics. The editors have organised this comprehensive series by theme and each volume focuses on those Laureates working in the same broad area of study. The careful selection of papers within each volume is set in context by an insightful introduction to the Laureates' careers and main published works. This landmark series will be an essential reference for scholars throughout the worldZusammenfassung: Recommended readings (Machine generated): Harry Markowitz (1952a), 'Portfolio Selection', Journal of Finance, VII (1), March, 77-91 -- Harry Markowitz (1952b), 'The Utility of Wealth', Journal of Political Economy, LX (2), April 151-8 -- H. Levy and H.M. Markowitz (1979), 'Approximating Expected Utility by a Function of Mean and Variance', American Economic Review, 69 (3), June, 308-17 -- Harry M. Markowitz and Eric L. van Dijk (2003), 'Single-Period Mean-Variance Analysis in a Changing World', Financial Analysts Journal, 59 (2), March/April, 30-44 -- Franco Modigliani and Merton H. Miller (1958), 'The Cost of Capital, Corporation Finance and the Theory of Investment', American Economic Review, XLVIII (3), June, 261-97 -- Franco Modigliani and Merton H. Miller (1959), 'The Cost of Capital, Corporation Finance, and the Theory of Investment: Reply', American Economic Review, 49 (4), September, 655-69 -- Merton H. Miller and Franco Modigliani (1961), 'Dividend Policy, Growth, and the Valuation of Shares', Journal of Business, XXXIV (4), October, 411-33 -- Franco Modigliani and Merton H. Miller (1963), 'Corporate Income Taxes and the Cost of Capital: A Correction', American Economic Review, LIII (3), June, 433-43 -- Merton H. Miller and Franco Modigliani (1966), 'Some Estimates of the Cost of Capital to the Electric Utility Industry, 1954-57', American Economic Review, LVI (3), June, 333-91 -- Merton H. Miller (1977), 'Debt and Taxes', Journal of Finance, XXXII (2), May, 261-75 -- William F. Sharpe (1963), 'A Simplified Model For Portfolio Analysis', Management Science, 9 (2), January, 277-93 -- William F. Sharpe (1964), 'Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk', Journal of Finance, XIX (3), September, 425-42 -- William F. Sharpe (1966), 'Mutual Fund Performance', Journal of Business, XXXIX (1, Part 2), January, 119-38 -- William F. Sharpe (1978), 'Bank Capital Adequacy, Deposit Insurance, and Security Values', Journal of Financial and Quantitative Analysis, XIII (4), November, 701-18 -- Robert C. Merton (1969), 'Lifetime Portfolio Selection Under Uncertainty: The Continuous-Time Case', Review of Economics and Statistics, LI (3), August, 247-57 -- Robert C. Merton (1971), 'Optimum Consumption and Portfolio Rules in a Continuous-Time Model', Journal of Economic Theory, 3 (4), December, 373-413 -- Robert C. Merton (1973a), 'Theory of Rational Option Pricing', Bell Journal of Economics and Management Science, 4 (1), Spring, 141-83 -- Robert C. Merton (1973b), 'An Intertemporal Capital Asset Pricing Model', Econometrica, 41 (5), September, 867-87 -- Robert C. Merton (1974), 'On the Pricing of Corporate Debt: The Risk Structure of Interest Rates', Journal of Finance, 29 (2), May, 449-70Zusammenfassung: Robert C. Merton (1977), 'On the Pricing of Contingent Claims and the Modigliani-Miller Theorem', Journal of Financial Economics, 5 (2), November, 241-9 -- Fischer Black and Myron Scholes (1972), 'The Valuation of Option Contracts and a Test of Market Efficiency', Journal of Finance, 27 (2), May, 399-417 -- Fischer Black and Myron Scholes (1973), 'The Pricing of Options and Corporate Liabilities', Journal of Political Economy, 81 (3), May-June, 637-54 -- Fischer Black and Myron Scholes (1974), 'The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns', Journal of Financial Economics, 1 (1), May, 1-22 -- Myron Scholes and Joseph Williams (1977), 'Estimating Betas from Nonsynchronous Data', Journal of Financial Economics, 5 (3), December, 309-27 -- Merton H. Miller and Myron S. Scholes (1978), 'Dividends and Taxes', Journal of Financial Economics, 6 (4) December, 333-64PPN: PPN: 1023448661Package identifier: Produktsigel: ZDB-1-EWE

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