After graduation, he went to California, where he wrote radio scripts for the private-eye drama "Big Town", starring Edward G. Robinson. He returned to Harvard on a scholarship in classical philosophy, teaching philosophy and concurrently undergoing the intensive training of Harvard Business School. Before he had the opportunity to graduate from Harvard Business School, Davidson was called up by the US Navy, for which he had volunteered. He trained pilots to recognize enemy planes and participated in the invasions of Sicily, Salerno, and Anzio. After three and a half years in the Navy, he tried unsuccessfully to write a novel before returning to his philosophy studies and earning his doctorate in philosophy in 1949 under Raphael Demos and Donald Cary Williams. Plato's "Philebus" was the topic of his dissertation which was eventually published in 1990.