On the Optimality of the Stock Market Allocation of Investment

S-Tier
Journal: Quarterly Journal of Economics
Year: 1972
Volume: 86
Issue: 1
Pages: 25-60

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

I. Introduction, 25.— II. The basic model, 27.— III. Determination of the level of investment in a mean variance model, 32. — IV. Choice of technique, 47. — V. Remarks on alternative models of market equilibrium, 52.— VI. Concluding remarks, 55. — Appendix, 57.

Technical Details

RePEc Handle
repec:oup:qjecon:v:86:y:1972:i:1:p:25-60.
Journal Field
General
Author Count
1
Added to Database
2026-01-29