Local Government Finance and Decentralization

Basic local alignment search tool

Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers

Accurate spin-dependent electron liquid correlation energies for local spin density calculations: a critical analysis

Law and Finance

A new mixing of Hartree–Fock and local density-functional theories

Object recognition from local scale-invariant features

A Pure Theory of Local Expenditures

Multiresolution gray-scale and rotation invariant texture classification with local binary patterns

Local Indicators of Spatial Association—LISA

Non-local Neural Networks

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

An all-electron numerical method for solving the local density functional for polyatomic molecules

Legal Determinants of External Finance

Lectures on Government and Binding

Finance and Growth: Schumpeter Might Be Right

From local explanations to global understanding with explainable AI for trees

Proposed Experiment to Test Local Hidden-Variable Theories

A Non-Local Algorithm for Image Denoising

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

Local compositions in thermodynamic excess functions for liquid mixtures