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Comment on Borch and Feldstein

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  • James Tobin

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  • James Tobin, 1969. "Comment on Borch and Feldstein," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 36(1), pages 13-14.
    • Handle: RePEc:oup:restud:v:36:y:1969:i:1:p:13-14.
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    File URL: http://hdl.handle.net/10.2307/2296338
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    Cited by:

    1. Barney, F.W., 1983. "A Critical Examination of the Theory and Practice of Quadratic Risk Programming," Staff Papers 237385, University of Nebraska-Lincoln, Department of Agricultural Economics.
    2. Gregor Dorfleitner & Mai Nguyen, 2017. "A new approach for optimizing responsible investments dependently on the initial wealth," Journal of Asset Management, Palgrave Macmillan, vol. 18(2), pages 81-98, March.
    3. Robert J. Aumann & Roberto Serrano, 2008. "An Economic Index of Riskiness," Journal of Political Economy, University of Chicago Press, vol. 116(5), pages 810-836, October.
    4. Yalcin Tuncer, 1975. "Portfolio Analysis with Indirect Utility," The American Economist, Sage Publications, vol. 19(1), pages 32-37, March.
    5. Merton, Robert, 1990. "Capital market theory and the pricing of financial securities," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 11, pages 497-581, Elsevier.
    6. Wells, Gary J. & Bauer, Larry L. & Kaiser, Eddie H. & Epperson, James E., 1982. "A Suggested Criterion for Selecting between E-V and Stochastic Dominance Analysis Tools," Working Papers 116873, Clemson University, Department of Agricultural and Applied Economics.
    7. John Quiggin, 2022. "Production under uncertainty and choice under uncertainty in the emergence of generalized expected utility theory," Theory and Decision, Springer, vol. 92(3), pages 717-729, April.
    8. David J Johnstone, 2023. "Capital budgeting and Kelly betting," Australian Journal of Management, Australian School of Business, vol. 48(3), pages 625-651, August.
    9. Norman C. Miller & Marina v. N. Whitman, 1972. "The Outflow of Short-term Funds from the United States: Adjustments of Stocks and Flows," NBER Chapters, in: International Mobility and Movement of Capital, pages 253-286, National Bureau of Economic Research, Inc.
    10. Utz, Sebastian & Wimmer, Maximilian & Hirschberger, Markus & Steuer, Ralph E., 2014. "Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds," European Journal of Operational Research, Elsevier, vol. 234(2), pages 491-498.
    11. Nieto, María Rosa, 2008. "Measuring financial risk : comparison of alternative procedures to estimate VaR and ES," DES - Working Papers. Statistics and Econometrics. WS ws087326, Universidad Carlos III de Madrid. Departamento de Estadística.
    12. Salo, Ahti & Doumpos, Michalis & Liesiö, Juuso & Zopounidis, Constantin, 2024. "Fifty years of portfolio optimization," European Journal of Operational Research, Elsevier, vol. 318(1), pages 1-18.
    13. David S. Jones & V. Vance Roley, 1981. "Bliss Points in Mean-Variance Portfolio Models," NBER Technical Working Papers 0019, National Bureau of Economic Research, Inc.
    14. Pietrobon, Davide, 2024. "The dual role of insurance in input use: Mitigating risk versus curtailing incentives," Journal of Development Economics, Elsevier, vol. 166(C).
    15. Aase, Knut K., 2004. "Jump Dynamics: The Equity Premium and the Risk-Free Rate Puzzles," Discussion Papers 2004/12, Norwegian School of Economics, Department of Business and Management Science.
    16. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
    17. Lucian Liviu ALBU & Ion GHIZDEANU & Mărioara IORDAN, 2008. "Informal Economic Estimation Models at Macroeconomic Level. Some Theoretical and Methodologial Considerations," Timisoara Journal of Economics, West University of Timisoara, Romania, Faculty of Economics and Business Administration, vol. 1(2), pages 177-190.
    18. Valeri Zakamouline & Steen Koekebakker, 2009. "A Generalisation of the Mean†Variance Analysis," European Financial Management, European Financial Management Association, vol. 15(5), pages 934-970, November.
    19. Valeri Zakamouline, 2014. "Portfolio performance evaluation with loss aversion," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 699-710, April.
    20. Trino-Manuel Niguez & Ivan Paya & David Peel & Javier Perote, 2013. "Higher-order moments in the theory of diversification and portfolio composition," Working Papers 18297128, Lancaster University Management School, Economics Department.
    21. G. Boyle & D. Conniffe, 2005. "When does ‘All Eggs in One Risky Basket’ Make Sense?," Economics Department Working Paper Series n1550305, Department of Economics, National University of Ireland - Maynooth.
    22. Quiggin, John & Chambers, Robert G., 2005. "The state-contingent approach to production and uncertainty," Risk and Sustainable Management Group Working Papers 151168, University of Queensland, School of Economics.
    23. Peter Phillips, 2011. "Terrorists’ Equilibrium Choices When No Attack Method is Riskless," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 39(2), pages 129-141, June.
    24. Bruno Cariou, 1988. "Décisions de stockage, risque et coût du capital : essai de formalisation," Revue Économique, Programme National Persée, vol. 39(2), pages 349-368.

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