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March 1979, Volume 14, Issue 1
- 77-100 A Determination of the Risk of Ruin
by Vinso, Joseph D.
- 101-118 Equivalent Risk Classes: A Multidimensional Examination
by Martin, John D. & Scott, David F. & Vandell, Robert F.
- 119-135 The Empirical Relationship Between Investment and Financing: A New Look
by McCabe, George M.
- 137-152 Implementation of Large-Scale Financial Planning Models: Solution Efficient Transformations
by Crum, Roy L. & Klingman, Darwin D. & Tavis, Lee A.
- 153-160 Branch Banking and the Availability of Banking Services in Metropolitan Areas
by Seaver, William L. & Fraser, Donald R.
December 1978, Volume 13, Issue 5
- 809-823 Some New Capital Budgeting Theorems
by Beranek, William
- 825-829 Some New Capital Budgeting Theorems: Comment
by Bernhard, Richard H.
- 831-846 The Economic Life of an Investment and the Appropriate Discount Rate
by Brick, John R. & Thompson, Howard E.
- 847-870 Problems with the Concept of the Cost of Capital
by Haley, Charles W. & Schall, Lawrence D.
- 871-883 Sale-and-Leaseback Agreements and Enterprise Valuation
by Kim, E. Han & Lewellen, Wilbur G. & McConnell, John J.
- 885-902 Competitive Bidding in the Underwriting of Public Utility Securities
by Parker, George G. C. & Cooperman, Daniel
- 903-925 Inflation and Optimal Portfolio Choices
by Solnik, Bruno H.
- 927-941 Diversification in a Three-Moment World
by Simkowitz, Michael A. & Beedles, William L.
- 943-946 Sample Size Bias and Sharpe's Performance Measure: A Note
by Miller, Robert E. & Gehr, Adam K.
- 947-963 Multiplicative Risk Premiums
by Gregory, Douglas D.
- 965-985 Short Interest: Its Influence as a Stabilizer of Stock Returns
by Hurtado-Sanchez, Luis
- 987-1002 The Expected Return to Equity and International Asset Prices
by Elliott, J. W.
- 1003-1017 Multivariate Time Series Analysis of Bank Financial Behavior
by Cramer, Robert H. & Miller, Robert B.
November 1978, Volume 13, Issue 4
- 595-611 Financial Intermediation and the Theory of Agency
by Draper, Dennis W. & Hoag, James W.
- 613-624 Capital Asset Pricing in a General Equilibrium Framework
by Cootner, Paul H. & Pyle, David H.
- 625-626 Comments: Capital Asset Pricing in a General Equilibrium Framework
by Ross, Stephen A.
- 627-650 Duration Forty Years Later
by Ingersoll, Jonathan E. & Skelton, Jeffrey & Weil, Roman L.
- 651-652 Discussion: Duration and Portfolio Strategy
by Kane, Edward J.
- 653-668 Duration and Security Risk
by Lanstein, Ronald & Sharpe, William F.
- 669-670 Discussion; Duration and Security Risk
by Carleton, Willard T.
- 671-681 Duration and Bond Portfolio Analysis: An Overview
by Bierwag, G. O. & Kaufman, George G. & Khang, Chulsoon
- 683-685 Comment: Duration and Bond Portfolio Analysis
by Babcock, Guilford C.
- 687-700 Interest Rate Changes and Commercial Bank Revenues and Costs
by Maisel, Sherman J. & Jacobson, Robert
- 701-718 Bank Capital Adequacy, Deposit Insurance and Security Values
by Sharpe, William F.
- 719-732 Interest Rate Risk
by Craine, Roger N. & Pierce, James L.
- 735-735 Abstract: The Fundamental Determinants of Risk in Banking
by Rosenberg, Barr & Perry, Philip R.
- 737-743 Opec Surpluses and World Financial Stability
by MacLaury, Bruce K.
- 745-757 The Impact of a Fuel Adjustment Clause on the Regulated Firm's Value and Cost of Capital
by Clarke, Roger G.
- 759-777 Financial Planning in a Regulated Environment
by Machado, Ezequiel L. & Carleton, Willard T.
- 779-781 Abstract: Corporate Financial Strategies under Uncertainty: Valuation and Policies in Dynamic Disequilibrium
by Hamilton, Carl W.
- 783-784 Abstract: Optimal Financial Policies under Threat of Bankruptcy
by Lee, Wayne Y. & Boisjoly, Russell P.
- 785-794 The Geographic Distribution of Papers at the Seven Academic Finance Associations in the United States
by Petry, Glenn H. & Fuller, Russell J.
- 796-796 Minutes of the Annual Meeting
by Anonymous
- 797-797 Minutes of Executive Committee Meeting
by Anonymous
- 798-799 Treasurer's Report
by Anonymous
- 800-801 Managing Editor's Report
by Haley, Charles W.
September 1978, Volume 13, Issue 3
- 385-406 An Assessment of the Performance of Mutual Fund Management: 1969–1975
by Kim, Tye
- 407-418 Necessary Conditions for Aggregation in Securities Markets
by Brennan, M. J. & Kraus, Alan
- 419-433 Effects of Uncertain and Nonstationary Parameters upon Capital Market Equilibrium Conditions
by Barry, Christopher B.
- 435-459 Bivariate Spectral Analysis of the Capital Asset Pricing Model
by Goldberg, Michael A. & Vora, Ashok
- 461-474 Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
by Brennan, Michael J. & Schwartz, Eduardo S.
- 475-485 Risk Premia on Municipal Bonds
by Yawitz, Jess B.
- 487-505 Optimal Equity and Financing Model of Krouse and Lee: Corrections and Extensions
by Sethi, Suresh P.
- 507-518 The Impact of Option Expirations on Stock Prices
by Klemkosky, Robert C.
- 519-525 Bond Portfolio Strategy Simulations: A Critique
by Bierwag, G. O. & Kaufman, George
- 527-532 Large Bank Failures and Investor Risk Perceptions: Evidence from the Debt Market
by Fraser, Donald R. & McCormack, J. Patrick
- 533-547 Minority Savings and Loan Associations: Hypotheses and Tests
by Bradford, William D.
- 549-557 Effect of State Usury Laws on Housing Starts: Comments
by Yandle, Bruce & Proctor, Jim
- 559-566 The Price Elasticity of Discounted Bonds: Some Empirical Evidence
by Joehnk, Michael D. & Fogler, H. Russell & Bradley, Charles E.
- 567-571 A Note on the Leverage Effect on Portfolio Performance Measures
by Ang, James S.
- 573-575 A Note on Bond Risk Differential
by Tezel, Ahmet
- 577-584 A Sufficient Condition for a unique Nonnegative Internal Rate of Return: Further Comments
by de Faro, Clovis
- 585-586 A Note on Modeling Simple Dynamic Cash Balance Problem: Errata
by Sethi, Suresh P.
June 1978, Volume 13, Issue 2
- 211-226 Financial Structure and Cost of Capital in the Multinational Corporation
by Shapiro, Alan C.
- 227-244 On the Financing and Investment Decisions of Multinational Firms in the Presence of Exchange Risk
by Mehra, Rajnish
- 245-254 Optimal Foreign Borrowing Strategies with Operations in Forward Exchange Markets
by Folks, William R.
- 255-271 Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
by Bawa, Vijay S.
- 273-297 The Inference of Tastes and Beliefs from Bond and Stock Market Data
by Grauer, Robert R.
- 299-312 Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
by Lee, Cheng F. & Jen, Frank C.
- 313-332 The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model
by Smith, Keith V.
- 333-344 Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem
by Baum, Sanford & Carlson, Robert C. & Jucker, James V.
- 345-361 Equivalent Mathematical Programming Models of Pure Capital Rationing
by Bradley, Stephen P. & Frey, Sherwood C.
- 363-370 The Unique, Real Internal Rate of Return: Caveat Emptor!
by Herbst, Anthony
- 371-377 An Analytical Model of Bond Risk Differentials: A Comment
by Cohan, Avery B.
- 379-381 An Analytical Model of Bond Risk Differentials: A Reply
by Bierman, Harold & Hass, Jerome E.
March 1978, Volume 13, Issue 1
- 1-13 On Multiperiod Stochastic Dominance
by Huang, C. C. & Vertinsky, I. & Ziemba, W. T.
- 15-27 On the Boness and Black-Scholes Models for Valuation of Call Options
by Galai, Dan
- 29-38 The Chicago Board Options Exchange and Market Efficiency
by Finnerty, Joseph E.
- 39-53 Asset Pricing Models: Further Tests
by Foster, George
- 55-64 Corporate Taxes, Inflation, the Rate of Interest, and the Return to Equity
by Jaffe, Jeffrey F.
- 65-69 General Proof of Modigliani-Miller Propositions I and II Using Parameter-Preference Theory
by Becker, Jack
- 71-78 A Reevaluation of Alternative Portfolio Selection Models Applied to Common Stocks
by Alexander, Gordon J.
- 79-92 Common Stock Return Distributions during Homogeneous Activity Periods
by Dowell, C. Dwayne & Grube, R. Corwin
- 93-100 An Empirical Examination of Index Efficiency: Implications for Index Funds
by Burgess, Richard C. & O'Dell, Bruce T.
- 101-116 Beta as a Random Coefficient
by Fabozzi, Frank J. & Francis, Jack Clark
- 117-121 Further Evidence on the Stationarity of Beta Coefficients
by Roenfeldt, Rodney L. & Griepentrog, Gary L. & Pflaum, Christopher C.
- 123-131 Mean-Absolute-Deviation versus Least-Squares Regression Estimation of Beta Coefficients
by Cornell, Bradford & Dietrich, J. Kimball
- 133-141 Further Evidence on Seasonal Adjustment of Time Series Data
by Rochester, David P. & Hadaway, Samuel C.
- 143-156 Aspects of International Monetary Influences
by Logue, Dennis E. & Sweeney, Richard James
- 157-166 Some Further Evidence on the Performance of Property-Liability Insurance Companies' Stock Portfolios
by Shick, Richard A. & Trieschmann, James S.
- 167-171 Identifying the SSD Portion of the EV Frontier: A Note
by Perrakis, Stylianos & Zerbinis, John
- 173-176 Evaluating Negative Benefits
by Beedles, William L.
- 177-183 Multidimensional Security Pricing: A Correction
by Schweser, C.
- 185-195 Financial Applications of Discriminant Analysis: A Clarification
by Altman, Edward I. & Eisenbeis, Robert A.
- 197-200 Some Clarifying Comments on Discriminant Analysis
by Joy, O. Maurice & Tollefson, John O.
- 201-205 On the Financial Application of Discriminant Analysis: Comment
by Scott, Elton
December 1977, Volume 12, Issue 5
- 701-723 Asset Values, Interest-Rate Changes, and Duration
by Cooper, I. A.
- 725-742 Immunization, Duration, and the Term Structure of Interest Rates
by Bierwag, G. O.
- 743-765 The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models
by Westerfield, Randolph
- 767-778 A Spectral Analysis of Aggregate Commercial Bank Liability Management and Its Relationship to Short-Run Earning Asset Behavior
by Eatman, John L. & Sealey, Calvin W.
- 779-800 Identifying Large Problem/Failed Banks: The Case of Franklin National Bank of New York
by Sinkey, Joseph F.
- 801-815 The Effect of Compensating Balance Requirements on the Profitability of Borrowers and Lenders
by Kolodny, Richard & Seeley, Peter & Polakoff, Murray E.
- 817-832 Mixed Security Testing of Alternative Portfolio Selection Models
by Alexander, Gordon J.
- 833-857 Market Phase and the Stationarity of Beta
by Gooding, Arthur E. & O'Malley, Terence P.
- 859-877 Multiperiod Capital Budgeting under Uncertainty: A Suggested Application
by Ben-Shahar, Haim & Werner, Frank M.
- 879-881 Comment: “An Autoregressive Forecast of the World Sugar Future Option Market”
by Anderson, O. D.
- 883-890 Comment: “An Autoregressive Forecast of the World Sugar Future Option Market”
by Taylor, Stephen J. & Kingsman, Brian G.
- 891-894 Comment: “An Investment Paradox”
by Ghidini, Giulio
November 1977, Volume 12, Issue 4
- 541-552 The Valuation of Corporate Liabilities as Compound Options
by Geske, Robert
- 553-562 The Theorems of Modern Finance in a General Equilibrium Setting: Paradoxes Resolved
by Cootner, Paul H.
- 563-578 A Probability Model of Asset Trading
by Copeland, Thomas E.
- 579-586 Leasing and the Cost of Capital
by Long, Michael S.
- 587-598 Municipal Bond Ratings: A Discriminant Analysis Approach
by Michel, Allen J.
- 599-600 Integrating International Finance into a Unified Business Program
by Folks, William R.
- 601-605 A Note on the Macroeconomic Assumptions of International Financial Management
by Giddy, Ian H.
- 607-608 Teaching International Finance–An Economist's Perspective
by Eaker, Mark R.
- 609-614 Teaching International Finance–An Accountant's Perspective
by Choi, Frederick D. S.
- 615-625 The Relationship between Risk of Default and Return on Equity: An Empirical Investigation
by Arbel, Avner & Kolodny, Richard & Lakonishok, Josef
- 627-627 Abstract: An Equilibrium Characterization of the Term Structure
by Vasicek, Oldrich Alfonso
- 629-629 Abstract: Characterizations of Exchange Convertibility Schemes: A Structure for Analysis
by Folks, William R.
- 631-631 Abstract: An Examination of the Forward Exchange Market during Pegged and Floating Systems: United States, Canada, Germany, and United Kingdom
by Guy, James R. F.
- 633-633 Abstract: Exchange Rate Risk, Foreign-Pay Bond Issues and the Financial Behavior of Canadian Corporations
by Stroetmann, Karl A.
- 635-635 Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework
by Bawa, Vijay S. & Lindenberg, Eric B.
- 637-637 Abstract: Institutional Portfolio Restrictions, Diverse Investor Opportunity Sets, and Securities Market Equilibrium
by Glenn, David W.
- 639-639 Abstract: Stochastic Dominance in the Laplace Transformation Domain
by Perrakis, Stylianos
- 641-641 Abstract Executive Compensation Models: Some Problems with Traditional Methods of Estimation
by Arnould, Richard J.
- 643-643 Abstract: A Portfolio Model for Identifying Banks Operating under Capital Constraints
by Carleton, Willard T. & McLaughlin, Hugh S.
- 645-645 Abstract: Monitoring Discrimination in Housing-Related Lending
by Black, Harold & Mandell, Lewis
- 647-647 Abstract: The Macroeconomic Effects of Allowing Interest Payment on Demand Deposits
by Lloyd-Davies, Peter
- 649-649 Abstract: A Comparison of Alternative Approaches to Monetary Control
by McDonough, William R. & Fry, Clifford L.
- 651-652 Abstract: Alternative Investment Strategies for the Issuers of Equity-Linked Life Insurance Policies with an Asset Value Guarantee
by Brennan, Michael J. & Schwartz, Eduardo S.
- 653-653 Abstract: Nuclear Power and Electric Utility Capital Costs: The Announcement Effect
by Linke, Charles M. & Zumwalt, J. Kenton
- 655-655 Abstract: An Empirical Assessment of Lessee Disclosure Policy
by Hughes, John S. & Oldfield, George S.
- 657-657 Abstract: A Resolution of the Leasing Controversies
by Weston, J. Fred & Dann, Larry Y.
- 659-659 Abstract: Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
by Brennan, Michael J. & Schwartz, Eduardo S.
- 661-661 Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims
by Cox, John C. & Ingersoll, Jonathan E. & Ross, Stephen A.
- 663-663 Abstract: Direct Evaluation and Corporate Financial Theory
by Beja, A. & Leland, Hayne
- 665-665 Abstract: Short-Term Financial Planning under Uncertainty
by Kallberg, J. G. & White, R. W. & Ziemba, W. T.
- 667-667 Abstract: Option Valuation Models–Some Implications of Parameter Estimation
by Boyle, P. P. & Ananthanarayan, A. L.
- 669-669 Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
by Klein, Roger W. & Bawa, Vijay S.
- 671-671 Abstract: The Forecast Error Impact of Alternative Length Beta Estimation Periods, Adjustment Techniques, and Risk Classes
by Eubank, Arthur A. & Zumwalt, J. Kenton
- 673-674 Abstract: Recursive Experimental Design for Econometric Research: The Multiple Response Case
by Papakyriazis, Panagiotis A.
- 675-675 Abstract: A Note on Dummy Variables and the Chow Test: Their Equivalence and Uses in Testing
by Snow, Marcellus S.
- 677-678 Abstract: A Multiple Discriminant Analysis of Technical Indicators on the NYSE
by Daigler, Robert T. & Fielitz, Bruce D.
- 679-679 Abstract: Investor Objectives, Stock Recommendations and Abnormal Returns
by Groth, John C.
- 681-682 Minutes of Executive Committee Meeting
by Anonymous
- 683-683 Minutes of the Annual Meeting
by Anonymous
- 684-685 Treasurer's Report
by Anonymous
- 686-688 Constitution
by Anonymous
- 689-693 By-Laws
by Anonymous
- 694-696 Managing Editor's Report
by Anonymous
September 1977, Volume 12, Issue 3
- 329-345 Simple Rules for Optimal Portfolio Selection: The Multi Group Case
by Elton, Edwin J. & Gruber, Martin J. & Padberg, Manfred W.
- 347-361 Mean-Variance Portfolio Selection with Either a Singular or Nonsingular Variance-Covariance Matrix
by Buser, Stephen A.
- 363-376 A Test of Stone's Two-Index Model of Returns
by Lloyd, William P. & Shick, Richard A.
- 377-389 An Empirical Analysis of the Risk-Return Preferences of Individual Investors
by Baker, H. Kent & Hargrove, Michael B. & Haslem, John A.
- 391-413 A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges
by Sharma, J. L. & Kennedy, Robert E.
- 415-432 Stock Exchange Listings and Securities Returns
by Ying, Louis K. W. & Lewellen, Wilbur G. & Schlarbaum, Gary G. & Lease, Ronald C.
- 433-455 Price Spreads, Performance, and the Seasoning of New Treasury and Agency Bond Issues
by Bildersee, John S.
- 457-471 Using Pooled Time-Series and Cross-Section Data to Test the Firm and Time Effects in Financial Analyses
by Chang, Hui-shyong & Lee, Cheng F.
- 473-479 Forward Exchange Price Determination in Continuous Time
by Oldfield, George S. & Messina, Richard J.
- 481-490 An Analytical Model of Interest Rate Differentials and Different Default Recoveries
by Yawitz, Jess B.
- 491-497 A Ranking of Doctoral Programs by Financial Research Contributions of Graduates
by Klemkosky, Robert C. & Tuttle, Donald L.
- 499-504 A Reformulation of the API Approach to Evaluating Accounting Income Numbers
by Winsen, Joseph K.
- 505-507 An Unbiased Estimator of the N-Period Relative
by Huang, Cliff J.
- 509-513 A Note on Risk Aversion and Indifference Curves
by Amihud, Yakov
- 515-518 Comment: Convertible Debt Financing
by Livingston, Miles
- 519-524 Comment: An Economic Model of Trade Credit
by Myers, Calvin R.
- 525-530 A Note on Fisher Hypothesis and Price Level Uncertainty
by Amihud, Y. & Barnea, A.
June 1977, Volume 12, Issue 2
- 151-163 The Association between Firm Risk and Wealth Transfers Due to Inflation
by Rozeff, Michael S.
- 165-179 On Mean Variance Models of Capital Structure and the Absurdity of Their Predictions
by Gonzalez, Nestor & Litzenberger, Robert & Rolfo, Jacques
- 181-195 Interest Rate Sensitivity and Portfolio Risk
by Martin, John D. & Keown, Arthur J.
- 197-213 Portfolio Selection with Stochastic Cash Demand
by Chen, Andrew H.
- 215-233 A Monte Carlo Investigation of Characteristics of Optimal Geometric Mean Portfolios
by Maier, Steven F. & Peterson, David W. & Vander Weide, James H.
- 235-242 Further Applications of Stochastic Dominance to Mutual Fund Performance
by Meyer, Jack
- 243-260 A Model for Bond Portfolio Improvement
by Hodges, S. D. & Schaefer, S. M.
- 261-275 A Capital Budgeting Decision Model with Subjective Criteria
by Bernardo, John J. & Lanser, Howard P.
- 276-289 Simple Goodness-of-Fit Tests for Symmetric Stable Distributions
by Saniga, Erwin M. & Hayya, Jack C.
- 291-313 Evidence on the Presence and Causes of Serial Correlation in Market Model Residuals
by Schwartz, Robert A. & Whitcomb, David K.
- 315-319 A Warning Note on Empirical Research Using Foreign Exchange Rates
by Bowers, David A.
- 321-323 Utility Analysis of Chance-Constrained Portfolio Selection: A Correction
by Arzac, E. R.
March 1977, Volume 12, Issue 1
- 1-16 Interest Rates, Leverage, and Investor Rationality
by Krainer, Robert E.
- 17-31 The Weighted Average Cost of Capital and Shareholder Wealth Maximization
by Beranek, William
- 33-38 Unrecovered Investment, Uniqueness of the Internal Rate, and the Question of Project Acceptability
by Bernhard, Richard B.
- 39-54 Capital Investment under Uncertainty with Abandonment Options
by Bonini, Charles P.
- 55-72 Functional Form, Skewness Effect, and the Risk-Return Relationship
by Lee, Cheng F.
- 73-84 On the Relative Effectiveness of Stochastic Dominance Rules: Extension to Decreasingly Risk-Averse Utility Functions
by Vickson, R. G. & Altmann, M.
- 85-103 Analysis of the Warrant Hedge in a Stable Paretian Market
by Hilliard, Jimmy E. & Leitch, Robert A.
- 105-120 Investor Preferences for Futures Straddles
by Peterson, Richard L.
- 121-126 A Note on Indifference Curves in the Mean-Variance Model
by Williams, Joseph T.
- 127-140 Bond Portfolio Strategies, Returns, and Skewness: A Note
by Fogler, H. Russell & Groves, William A. & Richardson, James G.
- 141-146 Security Price Changes and Transaction Volumes: Some Additional Evidence
by Epps, Thomas W.
December 1976, Volume 11, Issue 5
- 743-777 Stochastic Dominance with Riskless Assets
by Levy, Haim & Kroll, Yoram
- 779-802 Competition, Scale Economies, and Transaction Cost in the Stock Market
by Hamilton, James L.
- 803-815 On the Relationship between the Systematic Risk and the Investment Horizon
by Lee, Cheng F.
- 817-830 The Derivation of Efficient Sets
by Alexander, Gordon J.
- 831-846 Portfolio Selection with an Imperfectly Competitive Asset Market
by James, John A.
- 847-854 The Effects of Sampling Fluctuations on the Required Inputs of Security Analysis
by Burgess, Richard C. & Johnson, Keith H.
- 857-872 A Stock Price Predictive Model Based on Changes in Ratios of Short Interest to Trading Volume
by Hanna, Mark
- 873-881 Investor Behavior and Changes in Accounting Methods
by Winsen, J. & Ng, D.
- 883-892 An Integrated Theory of Exchange Rate Equilibrium
by Giddy, Ian H.
- 893-900 International Cash Management–The Determination of Multicurrency Cash Balances
by Shapiro, Alan C.
- 901-908 Comment: Assessing the Impact of Stock Exchange Specialists on Stock Volatility
by Schwartz, Robert A. & Whitcomb, David K.
- 909-911 Reply: Specialists' Performance and Serial Dependence of Stock Price Changes
by Barnea, Amir
November 1976, Volume 11, Issue 4
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