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Portfolio Theory with Variable Risk

Authors: Klotz, Ben P;

Portfolio Theory with Variable Risk

Abstract

Blume, Marshall E., "On the Assessment of Risk," Journal of Finance 26 (Mar. 1971), 1-10. Conn, Robert L., "Performance of Conglomerate Firms: Comment," Journal of Finance 28 (June 1973), 754758. Friend, Irwin, and Marshall E. Blume, "Measurement of Portfolio Performance Under Uncertainty," American Economic Review 60 (Sept. 1970), 561-575. Johnston, J., Econometric Methods (New York: McGrawHill, 1972). Melicher, Ronald W., and David F. Rush, "The Performance of Conglomerate Firms: Recent Risk and Return Experience," Journal of Finance 28 (May 1973), 381388. , "Evidence on the Acquisition-Related Performance of Conglomerate Firms," Journal of Finance 29 (Mar. 1974), 141-149. Pogue, Gerald A., and Walter Conway, "On the Stability of Mutual Fund Beta Values," unpublished working paper described in Franco Modigliani and Gerald A. Pogue, "An Introduction to Risk and Return," Financial Analysts Journal (May-June 1974), 69-85. Reid, Samuel R., Mergers, Managers and the Economy (New York: McGraw-Hill, 1968). Rosenberg, Barr, and Michael Houglet, "Error Rates in CRSP and Compustat Data Bases and Their Implications," Journal of Finance 29 (Sept. 1974), 1303 -13 10. Smith, Keith V., and J. Fred Weston, "Further Evaluation of Conglomerate Performance," Journal of Business Research 5 (Mar. 1977), 5-14. U.S. Federal Trade Commission, Large Mergers in Manufacturing and Mining 1948-1971, Bureau of Economics, Statistical Report No. 1 (May 1972). Weston, J. Fred, and Surendra K. Mansinghka, "Tests of the Efficiency Performance of Conglomerate Firms," Journal of Finance 26 (Sept. 1971), 919-936. Weston, J. Fred, Keith V. Smith, and Ronald E. Shrieves, "Conglomerate Performance Using the Capital Asset Pricing Model," this REVIEW 54 (Nov. 1972), 357-363.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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