On the public citation graph

A Co-Moment Criterion for Firms for the Two Canonical Models of Production Under Uncertainty

https://doi.org/10.2139/ssrn.1123705
0 signed · 19 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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.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/pl00004130openalex-extracted
Asymptotic methods for asset market equilibrium analysis
inferredcites →https://doi.org/10.1007/s00199-008-0336-xopenalex-extracted
The probability approach to general equilibrium with production
inferredcites →https://doi.org/10.1016/j.jmateco.2006.09.006openalex-extracted
Normative properties of stock market equilibrium with moral hazard
inferredcites →https://doi.org/10.1093/revfin/hhm011openalex-extracted
Equilibrium Underdiversification and the Preference for Skewness
inferredcites →https://doi.org/10.1111/0022-1082.00247openalex-extracted
Conditional Skewness in Asset Pricing Tests
inferredcites →https://doi.org/10.1111/j.1540-6261.1975.tb01833.xopenalex-extracted
THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS
inferredcites →https://doi.org/10.1111/j.1540-6261.1976.tb01961.xopenalex-extracted
SKEWNESS PREFERENCE AND THE VALUATION OF RISK ASSETS*
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb03830.xopenalex-extracted
On the Distributional Conditions for a Consumption-Oriented Three Moment CAPM
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1287/mnsc.1060.0596openalex-extracted
Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
inferredcites →https://doi.org/10.2139/ssrn.630821openalex-extracted
Equilibrium Underdiversification and the Preference for Skewness
inferredcites →https://doi.org/10.2307/1880492openalex-extracted
On the Optimality of the Stock Market Allocation of Investment
inferredcites →https://doi.org/10.2307/2326275openalex-extracted
inferredcites →https://doi.org/10.2307/2327576openalex-extracted
inferredcites →https://doi.org/10.2307/2329112openalex-extracted
inferredcites →https://doi.org/10.2307/2329748openalex-extracted
The Fundamental Theorem of Parameter-Preference Security Valuation
inferredcites →https://doi.org/10.2307/2330635openalex-extracted
Diversification in a Three-Moment World
inferredcites →https://doi.org/10.2307/2978737openalex-extracted
The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
inferredcites →https://doi.org/10.3386/w8135openalex-extracted
Asymptotic Methods for Asset Market Equilibrium Analysis
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.