Leverage and the limits of the possible

Journal of Portfolio Management

Volumn 32, Issue 3, 2006, Pages

  Dopfel, Frederick E ^a  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33744546637     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2006.628402     Document Type: Article

References (7)

1. Dopfel, Frederick E. "Asset Allocation in a Low Stock-Bond Correlation Environment." The Journal of Portfolio Management, Fall 2003.
2. French, Craig W. "The Treynor Capital Asset Pricing Model." Journal of Investment Management, Vol. 1, No. 2 (2003).
3. Sharpe, William T. "Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk." Journal of Finance, September 1964.
4. _. "Imputing Expected Security Returns from Portfolio Composition." Journal of Financial and Quantitative Analysis, June 1974.
5. Tobin, James. "Liquidity Preference as Behavior Towards Risk." Review of Economic Studies, No. 67 (February 1958).
6. Treynor, Jack L. "Market Value, Time, and Risk." Working paper, Augusts, 1961.
7. _. "Toward a Theory of Market Value of Risky Assets." Working paper, Fall 1962.