Accounting for uncertainty

Journal of Portfolio Management

Volumn 29, Issue 1, 2002, Pages 31-39

  Savage, Sam ^a   Van Allen, Marc ^b  

^a STANFORD UNIVERSITY   (United States)

^b Jenner and Block LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036761542     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319861     Document Type: Article

References (8)

1. Black, Fischer, and Myron Scholes. The Pricing of Options and Corporate Liabilities." Journal of Political Economy, Vol. 81, No. 3 (1973), pp. 637-654.
2. Johnson, L., B. Robbins, R. Swieringa, and R. Weil. "Expected Values in Financial Reporting." Accounting Horizons, 7 (1993), pp. 77-90.
3. Markowitz, Harry. Portfolio Selection: Efficient Diversification of Investments, New York: John Wiley & Sons, 1959.
4. Savage, Sam L. "The Flaw of Averages." Forthcoming, Harvard Business Review, November 2002.
5. Sharpe, William F. Portfolio Theory and Capital Markets. New York: McGraw-Hill, 1970.
6. Siegel, Joel G., Marc Levine, Anique Qureshi, and Jae K. Shim. GAAP 2002 Handbook of Polides and Procedures. New York: Aspen Publishers, 2001.
7. "Statement of Policy Regarding Lawyers' Responses to Auditors' Requests for Information." American Bar Association, 1975.
8. Stickney, Clyde P., and Roman L. Weil. Financial Accounting: An Introduction to Concepts, Methods, and Uses, 9th ed. Cincinnati: South Western, 1999.