The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Capital market equilibrium in a mean-lower partial moment framework
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Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Cited by
Asymmetric correlations of equity portfolios
Ang, A., & Chen, J. (2002) · Journal of Financial Economics · doi:10.1016/s0304-405x(02)00068-5 · Cited by 1,522
The Sum of All FEARS Investor Sentiment and Asset Prices
Da, Z., Engelberg, J., & Gao, P. (2015) · Review of Financial Studies · doi:10.1093/rfs/hhu072 · Cited by 1,379
Baillie, R. T., & DeGennaro, R. P. (1990) · The Journal of Financial and Quantitative Analysis · doi:10.2307/2330824 · Cited by 720
ESG shareholder engagement and downside risk
Hoepner, A. G. F., Oikonomou, I., Sautner, Z., Starks, L. T., & Zhou, X. Y. (2024) · Review of Finance · doi:10.1093/rof/rfad034 · Cited by 425
Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis
Steinbach, M. C. (2001) · SIAM Review · doi:10.1137/s0036144500376650 · Cited by 382
Metadata
- Authors
- Bawa, V. S., & Lindenberg, E. B.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1977-11
- Volume
- 5
- Issue
- 2
- Pages
- 189-200
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2047144206
- Cited by
- 820
- References
- 1
- FWCI
- 2.48
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: Capital market equilibrium in a mean-lower partial moment framework. https://app.cochat.ai/papers/10.1016/0304-405x(77)90017-4
- The paper
- Bawa, V. S., & Lindenberg, E. B. (1977). Capital market equilibrium in a mean-lower partial moment framework. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(77)90017-4
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
