{"id":"https://openalex.org/W1427157140","doi":"https://doi.org/10.2139/ssrn.628187","title":"Jack Treynor's 'Toward a Theory of Market Value of Risky Assets'","display_name":"Jack Treynor's 'Toward a Theory of Market Value of Risky Assets'","publication_year":2004,"publication_date":"2004-01-01","ids":{"openalex":"https://openalex.org/W1427157140","doi":"https://doi.org/10.2139/ssrn.628187","mag":"1427157140"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.628187","doi":"https://doi.org/10.2139/ssrn.628187","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.628187","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.628187","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Jack L. Treynor","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jack L. Treynor","raw_affiliation_strings":["Independent"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":95,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.98580002784729,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.98580002784729,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.0027000000700354576,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0017000000225380063,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/capital-asset-pricing-model","display_name":"capital asset pricing model","score":0.8820000290870667},{"id":"https://openalex.org/keywords/asset-pricing","display_name":"asset pricing","score":0.4449999928474426},{"id":"https://openalex.org/keywords/portfolio-theory","display_name":"portfolio theory","score":0.5559999942779541},{"id":"https://openalex.org/keywords/history-of-financial-economics","display_name":"history of financial economics","score":0.6880000233650208}],"concepts":[{"id":"https://openalex.org/C44723521","wikidata":"https://www.wikidata.org/wiki/Q746086","display_name":"Treynor ratio","level":4,"score":0.5306742787361145},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5221738815307617},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.480244904756546},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.4734194874763489},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.31038302183151245},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.16451212763786316},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.628187","doi":"https://doi.org/10.2139/ssrn.628187","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.628187","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.628187","doi":"https://doi.org/10.2139/ssrn.628187","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.628187","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W1413904075","https://openalex.org/W2521608150","https://openalex.org/W2270255323","https://openalex.org/W1491399548","https://openalex.org/W2522310011","https://openalex.org/W2522802019","https://openalex.org/W3023522537","https://openalex.org/W2218128347","https://openalex.org/W4246842625","https://openalex.org/W2132205316"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":14},{"year":2023,"cited_by_count":10},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":10},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":9},{"year":2018,"cited_by_count":8},{"year":2017,"cited_by_count":3},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":2},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":2}],"updated_date":"2026-11-10T11:39:43.021295","created_date":"2016-06-24T00:00:00"}
