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Capital market equilibrium in a mean-lower partial moment framework

  • Published:1977-11 Issue:2 Volume:5 Page:189-200
  • ISSN:0304-405X
  • Container-title:Journal of Financial Economics
  • language:en
  • Short-container-title:Journal of Financial Economics

Author:

Bawa Vijay S.,Lindenberg Eric B.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference22 articles.

1. A note on the E,SL portfolio selection model;Ang;Journal of Financial and Quantitative Analysis,1975

2. Optimal rules for ordering uncertain prospects;Bawa;Journal of Financial Economics,1975

3. Admissible portfolios for all individuals;Bawa;Journal of Finance,1976

4. Safety first, stochastic dominance and optimal portfolio selection;Bawa,1976

5. Optimal portfolio choice and equilibrium in lognormal securities market;Bawa;Bell Laboratories Economic Discussion Paper no. 86,1977

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