On the public citation graph

CAPM with View Bias Adjustment Under Imperfect Information

https://doi.org/10.2139/ssrn.1099754
0 signed · 39 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/0-387-23934-0_6openalex-extracted
Frank Knight. Intuition, Risk and Uncertainty
inferredcites →https://doi.org/10.1016/0304-3932(85)90061-3openalex-extracted
The equity premium: A puzzle
inferredcites →https://doi.org/10.1016/b978-0-444-50897-3.50013-4openalex-extracted
Value at Risk
inferredcites →https://doi.org/10.1016/j.jeconbus.2005.06.005openalex-extracted
Pessimistic beliefs under rational learning: Quantitative implications for the equity premium puzzle
inferredcites →https://doi.org/10.1016/s0165-1889(01)00040-9openalex-extracted
An exploration of the effects of pessimism and doubt on asset returns
inferredcites →https://doi.org/10.1016/s0378-4266(02)00281-9openalex-extracted
Spectral measures of risk: A coherent representation of subjective risk aversion
inferredcites →https://doi.org/10.1016/s0927-5398(00)00011-6openalex-extracted
Sensitivity analysis of Values at Risk
inferredcites →https://doi.org/10.1037/0022-3514.39.5.806openalex-extracted
Unrealistic optimism about future life events.
inferredcites →https://doi.org/10.1046/j.1540-6261.2003.00614.xopenalex-extracted
Momentum Investing and Business Cycle Risk: Evidence from Pole to Pole
inferredcites →https://doi.org/10.1093/jjfinec/nbh023openalex-extracted
Pessimistic Portfolio Allocation and Choquet Expected Utility
inferredcites →https://doi.org/10.1093/rfs/1.4.447openalex-extracted
Foundations for Financial Economics
inferredcites →https://doi.org/10.1093/rfs/11.3.489openalex-extracted
An Anatomy of Trading Strategies
inferredcites →https://doi.org/10.1093/rfs/15.1.143openalex-extracted
Cross-Sectional and Time-Series Determinants of Momentum Returns
inferredcites →https://doi.org/10.1093/rfs/15.2.575openalex-extracted
Competing Theories of Financial Anomalies
inferredcites →https://doi.org/10.1111/1468-036x.00218openalex-extracted
Simple Construction of the Efficient Frontier
inferredcites →https://doi.org/10.1111/1540-6261.00435openalex-extracted
Rational Momentum Effects
inferredcites →https://doi.org/10.1111/j.1467-6435.1984.tb00748.xopenalex-extracted
The Economics of Optimism and Pessimism
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-extracted
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00665.xopenalex-extracted
Market States and Momentum
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00831.xopenalex-extracted
Information Uncertainty and Stock Returns
inferredcites →https://doi.org/10.1920/wp.cem.2004.0904openalex-extracted
Pessimistic portfolio allocation and Choquet expected utility
inferredcites →https://doi.org/10.2139/ssrn.1340936openalex-extracted
The CAPM Relation for Inefficient Portfolios
inferredcites →https://doi.org/10.2139/ssrn.263045openalex-extracted
An Exploration of the Effects of Pessimism and Doubt on Asset Returns
inferredcites →https://doi.org/10.2139/ssrn.291225openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.299927openalex-extracted
Market States and Momentum
inferredcites →https://doi.org/10.2139/ssrn.647628openalex-extracted
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk
inferredcites →https://doi.org/10.2139/ssrn.711942openalex-extracted
Market Beta Dynamics and Portfolio Efficiency
inferredcites →https://doi.org/10.2139/ssrn.890150openalex-extracted
The CAPM Relation for Inefficient Portfolios
inferredcites →https://doi.org/10.2307/1911053openalex-extracted
Subjective Probability and Expected Utility without Additivity
inferredcites →https://doi.org/10.2307/1913811openalex-extracted
An Intertemporal Capital Asset Pricing Model
inferredcites →https://doi.org/10.2307/2328606openalex-extracted
Foundations for Financial Economics.
inferredcites →https://doi.org/10.2307/2331345openalex-extracted
On Equilibrium Pricing under Parameter Uncertainty
inferredcites →https://doi.org/10.2469/faj.v59.n1.2503openalex-extracted
The Equity Premium: Why Is It a Puzzle? (corrected)
inferredcites →https://doi.org/10.3386/w13812openalex-extracted
The Cross-Section of Foreign Currency Risk Premia and Consumption Growth Risk: A Reply
inferredcites →https://doi.org/10.4324/9780203358061-10openalex-extracted
Subjective probability and expected utility without additivity
inferredcites →https://doi.org/10.48550/arxiv.cond-mat/0203607openalex-extracted
Portfolio Optimization with Spectral Measures of Risk
inferredcites →https://doi.org/10.1111/0022-1082.00161openalex-snapshot
Optimal Investment, Growth Options, and Security Returns
inferredcites →https://doi.org/10.1111/0022-1082.00184openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.