Capital Budgeting Decision Rules for Risky Projects Derived from a Capital Market Model Based on Semivariance
- 1 January 1977
- journal article
- research article
- Published by Taylor & Francis in The Engineering Economist
- Vol. 23 (4) , 211-222
- https://doi.org/10.1080/00137917708902828
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
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- Toward the Development of an Equilibrium Capital-Market Model Based on SemivarianceJournal of Financial and Quantitative Analysis, 1974
- A Mean-Variance Synthesis of Corporate Financial TheoryThe Journal of Finance, 1973
- Investment Decisions Using the Capital Asset Pricing ModelFinancial Management, 1973
- Portfolio Analysis, Stock Valuation and Capital Budgeting Decision Rules for Risky ProjectsThe Journal of Finance, 1971
- Survey of Capital Budgeting: Theory and PracticeThe Journal of Finance, 1970
- Models of Capital Budgeting, E-V Vs E-SJournal of Financial and Quantitative Analysis, 1970
- Security Prices, Risk, and Maximal Gains From DiversificationThe Journal of Finance, 1965
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964