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Ex ungue leonem

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  • McGoun, Elton G.

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  • McGoun, Elton G., 1997. "Ex ungue leonem," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 1-12.
    • Handle: RePEc:eee:finana:v:6:y:1997:i:1:p:1-12
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    1. Frankfurter, George M. & Phillips, Herbert E., 1975. "Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 177-179, March.
    2. Frankfurter, George M. & Phillips, Herbert E., 1980. "Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 357-377, June.
    3. George M. Frankfurter & Kenneth E. Kendall & C. Carl Pegels, 1974. "Management Control of Blood Through a Short-Term Supply-Demand Forecast System," Management Science, INFORMS, vol. 21(4), pages 444-452, December.
    4. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1971. "Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1251-1262, December.
    5. Frankfurter, George M, 1976. "The Effect of "Market Indexes" on the Ex-Post Performance of the Sharpe Portfolio Selection Model," Journal of Finance, American Finance Association, vol. 31(3), pages 949-955, June.
    6. Frankfurter, George M & Leung, Wai K, 1991. "Further Analysis of the Put-Call Parity Implied Risk-Free Interest Rate," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 217-232, Fall.
    7. Boot, John & Frankfurter, George & Young, Allan, 1983. "A model and some evidence on pricing compound call options," European Journal of Operational Research, Elsevier, vol. 13(3), pages 268-273, July.
    8. Frankfurter, George M & Phillips, Herbert E & Seagle, John P, 1974. "Bias in Estimating Portfolio Alpha and Beta Scores," The Review of Economics and Statistics, MIT Press, vol. 56(3), pages 412-414, August.
    9. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1972. "Estimation Risk in the Portfolio Selection Model: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(1), pages 1423-1424, January.
    10. Frankfurter, George M., 1990. "Is normative portfolio theory dead?," Journal of Economics and Business, Elsevier, vol. 42(2), pages 95-98, May.
    11. Boot, John C. G. & Frankfurter, George M., 1974. "Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence”," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(6), pages 1067-1068, December.
    12. Frankfurter, George M. & McGoun, Elton G., 1993. "The event study: An industrial strength method," International Review of Financial Analysis, Elsevier, vol. 2(2), pages 121-141.
    13. Frankfurter, G. M. & Lamoureux, C. G., 1989. "The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(1), pages 131-131, March.
    14. George M. Frankfurter & Wai K. Leung, 1991. "Further Analysis Of The Put-Call Parity Implied Risk-Free Interest Rate," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 217-232, September.
    15. Frankfurter, George M. & Hill, Joanne M., 1981. "A Normative Approach to Pension Fund Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(4), pages 533-555, November.
    16. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1976. "Performance of the Sharpe Portfolio Selection Model: A Comparison," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(2), pages 195-204, June.
    17. Frankfurter, George M. & Leung, Wai K. & Brockman, Paul D., 1994. "Compounding period length and the market model," Journal of Economics and Business, Elsevier, vol. 46(3), pages 179-193, August.
    18. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
    19. Boness, A James & Frankfurter, George M, 1977. "Evidence of Non-Homogeneity of Capital Costs within "Risk-Classes."," Journal of Finance, American Finance Association, vol. 32(3), pages 775-787, June.
    20. Frankfurter, George M. & Frecka, Thomas J., 1979. "Efficient Portfolios and Superfluous Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(5), pages 925-938, December.
    21. Frankfurter, George & Vertes, Peter, 1990. "Some empirical evidence of bias in random, market-value-weighted portfolios," Journal of Economics and Business, Elsevier, vol. 42(3), pages 213-223, August.
    22. Frankfurter, George M. & Philippatos, George C., 1992. "Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 1-15.
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