The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

Lintner, J. (1965). The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets. Review of Economics and Statistics, 47(1), 13-37.

Type

Journal article

Intellectual base

Review or monograph

Year

1965

Volume

47

Issue

1

Pages

13-37

DOI

10.2307/1924119

DOI registrant

JSTOR

Link

https://doi.org/10.2307/1924119

Cited from

economics_finance

Cited by

2 citations across 2 artifacts.

Each citation links to the sentence it supports in the citing article.

Primes

• Discounting (Present Value)
  • Lintner (1965)

    This sourceIndependent derivation of CAPM via portfolio allocation; supports the risk-adjusted-discount-rate claim. NOTE: prime's reference entry names the venue 'Review of Economic Studies' -- the correct venue is the Review of Economics and Statistics.

• Risk–Return Tradeoff
  • John Lintner

    This sourceIndependent derivation of CAPM using portfolio-allocation framework; establishes theoretical consensus on CAPM structure; bridges portfolio theory and asset-pricing equilibrium.

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