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Content
January 1972, Volume 7, Issue 1
- 1399-1406 Dimensional Analysis and the Interpretation of Regression Coefficients
by Johnson, Craig G.
- 1407-1417 Decentralization on the Basis of Price Schedules in Linear Decomposable Resource-Allocation Problems
by Jennergren, Peter
- 1421-1422 An Investment Paradox
by Carol, Arthur
- 1423-1424 Estimation Risk in the Portfolio Selection Model: A Comment
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 1425-1427 A Note on the Flow of Capital in Outstanding Common and Preferred Shares between Canada and the United States
by Robertson, Matthew
- 1429-1433 Distribution Moments and Equilibrium: A Comment
by Arditti, Fred D. & Levy, Haim
- 1435-1437 Distribution Moments and Equilibrium: Reply
by Jean, William H.
December 1971, Volume 6, Issue 5
- 1173-1195 The Effect of Short Selling and Margin Requirements in Perfect Capital Markets
by Lintner, John
- 1197-1205 Capital Market Equilibrium with Divergent Borrowing and Lending Rates
by Brennan, M. J.
- 1207-1234 Efficient Portfolio Selections beyond the Markowitz Frontier
by Cheng, Pao Lun
- 1235-1250 Two Problems in Portfolio Analysis: Conditional and Multiplicative Random Variables
by Stevens, Guy V. G.
- 1251-1262 Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances
by Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P.
- 1263-1275 A Linear Programming Approximation for the General Portfolio Analysis Problem
by Sharpe, William F.
- 1277-1282 A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities
by Litzenberger, Robert H. & Budd, A. P.
- 1283-1305 Rate Regulation and the Cost of Capital in the Insurance Industry
by Haugen, Robert A. & Kroncke, Charles O.
September 1971, Volume 6, Issue 4
- 1059-1068 Ordinal Predictions and the Selection of Common Stocks
by Litzenberger, Robert H. & Joy, O. Maurice & Jones, Charles P.
- 1069-1082 Evaluating Intercorporate Risk, Returns, and Trends
by Norgaard, Richard L.
- 1083-1094 Statistical Analysis of Price Series Obscured by Averaging Measures
by Rosenberg, Barr
- 1095-1104 A Statistical Grouping of Corporations by their Financial Characteristics
by Williams, W. H. & Goodman, M. L.
- 1105-1116 Security Pricing in an Imperfect Capital Market
by Mao, James C.T.
- 1117-1121 A New Theoretical Model for Depicting Profit Optimality
by Spitz, A. Edward & DeKorvin, André
- 1123-1133 Balance Sheet Additivity of Risk Measures
by Mumey, G. A. & Korkie, R. M.
- 1135-1144 Normative Stock Price Models
by Bierman, Harold & Hass, Jerome
- 1147-1154 A Pedagogic Note on Dividend Policy
by Krainer, Robert E.
- 1155-1157 Money Market Development and the Demand for Money: Some Preliminary Evidence
by Cohen, Bruce C.
- 1159-1160 A Comment on Payback
by Mendelson, Morris
- 1161-1161 A Comment on Payback: A Reply
by Levy, Haim
- 1163-1164 Calculation of Tax Effective Yields: A Correction
by Colin, J. W. & Dyl, Edward A.
- 1165-1169 A Note on Evaluating Liquidity under Conditions of Uncertainty in Mutual Savings Banks
by McCall, Alan S. & Murphy, Neil B.
June 1971, Volume 6, Issue 3
- 909-912 Another Look at Mutual Fund Performance
by Arditti, Fred D.
- 913-924 Utility Implications of Portfolio Selection and Performance Appraisal Models
by Wippern, Ronald F.
- 925-942 Firm Financial Structure and Investment
by Schall, Lawrence D.
- 943-953 Equilibrium in the Pricing of Capital Assets, Risk-Bearing Debt Instruments, and the Question of Optimal Capital Structure
by Haugen, Robert A. & Pappas, James L.
- 955-976 A Stochastic Programming Model for Commercial Bank Bond Portfolio Management
by Crane, Dwight B.
- 977-994 Statistical Biases and Security Rates of Return
by Cheng, Pao L. & Deets, M. King
- 995-1014 Static Models of Bank Credit Expansion
by Brown, George F. & Lloyd, Richmond M.
- 1015-1024 Individual Common Stocks as Inflation Hedges
by Johnson, Glenn L. & Reilly, Frank K. & Smith, Ralph E.
- 1025-1034 Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes
by Fielitz, Bruce D.
- 1035-1040 Decision Models for University Budget Requests
by Heinze, David Charles
- 1043-1045 A Comment: “Short-Run Interest Rate Cycles in the U.S.: 1954–1967 ”
by Peraival, John
- 1047-1052 More on the Short Cycles of Interest Rates
by Melnik, Arie & Kraus, Alan
- 1053-1056 A Note on Student's t Test in Multiple Regression
by Smith, V. Kerry
March 1971, Volume 6, Issue 2
- 675-686 Target Rates of Return and Corporate Asset and Liability Structure Under Uncertainty
by Litzenberger, R. H. & Joy, O. M.
- 687-706 An Investigation of the Extrapolative Determinants of Short-Run Earnings Expectations
by McEnally, Richard W.
- 707-721 A Multivariate Time-Series Investigation of Annual Returns on Highest Grade Corporate Bonds
by Tuttle, Donald L. & Wilbur, William L.
- 723-728 Discussion
by Pyle, David H.
- 729-731 Discussion
by Chase, David D.
- 733-746 Cost of Capital and Dividend Policies in Commercial Banks
by Magen, S. D.
- 747-761 The Pricing of Bank Deposits: A Theoretical and Empirical Analysis
by Klein, Michael A. & Murphy, Neil B.
- 763-776 Risk, Return, and the Morphology of Commercial Banking
by Emery, John T.
- 777-781 Discussion
by Apilado, Vincent P.
- 783-784 Discussion
by Harter, Thomas R.
- 785-796 Unsystematic Risk Over Time
by Mokkelbost, Per B.
- 797-813 An Empirical Analysis of Some Aspects of Common Stock Diversification
by Jennings, Edward H.
- 815-833 The Measurement of Systematic Risk for Securities and Portfolios: Some Empirical Results
by Jacob, Nancy L.
- 835-847 Further Tests of the Validity of the Industry Approach to Investment Analysis
by Tysseland, Milford S.
- 849-853 Discussion
by Dietz, Peter O.
- 855-860 Discussion
by McFarlane, Dale D.
- 861-874 Real Estate Investment and Portfolio Theory
by Friedman, Harris C.
- 875-885 Random and Nonrandom Relationships Among Financial Variables: A Financial Model
by Murphy, Joseph E. & Nelson, J. Russell
- 887-889 Discussion
by Cook, Edgar D.
- 891-893 Discussion
by Hopewell, Michael H.
- 901-907 Proceedings of WFA Meeting, August 27–28, 1970
by Anonymous
January 1971, Volume 6, Issue 1
- 505-515 The Extension of Portfolio Analysis to Three or More Parameters
by Jean, William H.
- 516-516 Errata
by Anonymous
- 517-557 Capital Growth and the Mean-Variance Approach to Portfolio Selection
by Hakansson, Nils H.
- 559-582 Estimation Risk in the Portfolio Selection Model
by Kalymon, Basil A.
- 583-600 An Empirical Study of Financial Intermediation in Canada
by Handa, Jagdish
- 601-611 More on Baking Structure and Performance: The Evidence from Texas
by Fraser, Donald R. & Rose, Peter S.
- 615-625 Separation of Ownership and Control and Profit Rates, the Evidence from Banking: Comment
by Vernon, Jack R.
- 627-637 An Efficient Algorithm for Solving Large-Scale Portfolio Problems
by Breen, William & Jackson, Richard
- 639-642 A Note on Portfolio Selection and Investors' Wealth
by Levy, Haim & Sarnat, Marshall
- 643-647 A Note on Risk and the Theory of Asset Value
by Peles, Yoram
- 649-651 Terminal Value or Present Value in Capital Budgeting Programs
by Jean, William H.
- 653-658 A Note on Biases in Capital Budgeting Introduced by Inflation
by Van Horne, James C.
- 659-664 A Note on a Planning Horizon Model of Cash Management
by Sethi, Suresh P.
- 665-669 Effect of State Usury Laws on Housing Starts in 1966
by Strangways, Raymond & Yandle, Bruce
December 1970, Volume 5, Issue 4-5
- 381-394 Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems
by Sethi, Suresh P. & Thompson, Gerald L.
- 395-419 Corporate Investment Criteria and the Valuation of Risk Assets
by Litzenberger, Robert H. & Budd, Alan P.
- 421-444 Optimal Credit Policy Selection: A Dynamic Approach
by Mehta, Dileep
- 445-467 A Simulation Analysis of Causal Relationships within the Cash Flow Process
by Chervany, Norman L.
- 469-495 Operationalism in Finance and Economics
by Bower, Richard S. & Scheidell, John M.
- 501-503 An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969)
by Roll, Richard
September 1970, Volume 5, Issue 3
- 279-296 A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price
by Boness, A. James & Jen, Frank C.
- 297-307 Expected Growth, Required Return, and the Variability of Stock Prices
by Haugen, Robert A.
- 309-322 Small Business and the New Issues Market for Equities
by Stoll, Hans R. & Curley, Anthony J.
- 323-327 A Test of the Impact of Branching on Deposit Variability
by Lauch, Louis H. & Murphy, Neil B.
- 329-339 Commercial Bank Liability Management and Monetary Control
by Theilman, Ward
- 341-351 The Student's t Test in Multiple Regression under Simple Collinearity
by Cohen, Bruae & Gujarati, Damodar
- 353-366 Computer-Assisted Economics
by Sharpe, William F.
- 369-376 A Further Note on the Cost Implications of Fluctuating Demand
by Smith, V. Kerry & Seneca, Joseph J.
- 377-379 A Note on Abandonment Value and Capital Budgeting
by Schwab, Bernard & Lusztig, Peter
June 1970, Volume 5, Issue 2
- 155-178 An Induced Theory of the Firm Under Risk: The Pure Mutual Fund
by Hakansson, Nils H.
- 179-185 An Empirical Study of the Risk-Return Hypothesis Using Common Stock Portfolios of Life Insurance Companies
by Gentry, James & Pike, John
- 187-201 Some Comments on Short-Run Earnings Fluctuation Bias
by Edwards, Charles E. & Hilton, James G.
- 203-227 Bank Portfolio Selection
by Fried, Joel
- 229-242 Interstate Differences in Mortgage Lending Risks: An Analysis of the Causes
by von Furstenberg, George M.
- 245-260 The Discount Rate Problem in Capital Rationing Situations: Comment
by Lockett, A. Geoffrey & Tomkins, Cyril
- 261-261 The Discount Rate Problem in Capital Rationing Situations: Reply
by Lusztig, Peter & Schwab, Bernhard
- 263-264 Diversification and the Reduction of Dispersion: A Note
by Whitmore, G. A.
- 265-273 Calculation of Tax Effective Yields for Discount Instruments
by Colin, J. W. & Bayer, Richard J.
March 1970, Volume 5, Issue 1
- 1-32 Aggregate Performance of Mutual Funds, 1948–1967
by Carlson, Robert S.
- 33-62 Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk
by Tinsley, P. A.
- 63-76 Relative Effectiveness of Efficiency Criteria for Portfolio Selection
by Levy, Haim & Hanoch, Giora
- 77-104 Portfolio Balancing Corporate Assets and Liabilities with Special Application to Insurance Management
by Krouse, Clement G.
- 105-114 Market Demand Curve for Common Stock and the Maximization of Market Value
by Whitmore, G. A.
- 115-137 Simulating Securities Markets Operations: Some Examples, Observations, and Comments
by West, Richard R.
- 139-148 Estimating Frequency Functions from Limited Data
by Brown, Keith C.
- 149-152 International Financial Management. By David B. Zenoff and Jack Zwick (Englewood Cliffs, N.J.: Prentice-Hall, Inc., 1969), $10.00
by Dufey, Gunter
January 1970, Volume 4, Issue 5
- 541-557 An Examination of the Operating Efficiency of Three Financial Intermediaries
by Burns, Joseph M.
- 559-568 Evaluating Liquidity Under Conditions of Uncertainty in Mutual Savings Banks
by Murphy, Neil B. & Weintrob, Harry
- 569-579 Some Observations on the Operations of Foreign Banks in California
by Van den Dool, Peter
- 581-602 Homogeneous Groups and the Testing of Economic Hypotheses
by Elton, Edwin J. & Gruber, Martin J.
- 603-625 Common Stock Price Volatility Measures and Patterns
by Altman, Edward I. & Schwartz, Robert A.
- 627-642 Development of a Linear Programming Model for the Analysis of Merger/Acquisition Situations
by Woods, Donald H. & Caverly, Thomas A.
- 643-656 Conglomerate Mergers and Optimal Investment Policy
by Shapiro, David L.
- 657-675 Models of Capital Budgeting, E-V VS E-S
by Mao, James C. T.
- 677-695 Risk-Return Relationships in Regional Securities Markets
by Upson, Roger B. & Jessup, Paul F.
- 697-706 Investing in New Intrastate Issues of Common Stock
by Stitzel, Thomas E.
- 707-708 Proceedings of WFA Meeting, August 21, 1969
by Anonymous
December 1969, Volume 4, Issue 4
- 347-400 The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets
by Lintner, John
- 401-416 Risk Disposition and the Separation Property in Portfolio Selection†
by Hakansson, Nils H.
- 417-447 Risk-Return Measurement in Portfolio Selection and Performance Appraisal Models: Progress Report†
by Bower, Richard S. & Wippern, Ronald F.
- 449-471 Risk-Return Measures of Ex Post Portfolio Performance†
by Smith, Keith V. & Tito, Dennis A.
- 473-492 Risk, Ruin and Investment Analysis
by Machol, Robert E. & Lerner, Eugene M.
- 493-512 On the Risk-Return Trade-off in the Valuation of Assets†
by Adler, Michael
- 513-538 Risk and the Value of Securities†
by Robichek, Alexander A.
September 1969, Volume 4, Issue 3
June 1969, Volume 4, Issue 2
March 1969, Volume 4, Issue 1
December 1968, Volume 3, Issue 4
- 371-403 Alternative Procedures for Revising Investment Portfolios*
by Smith, Keith V.
- 405-413 Homogeneous Risk Measures and the Construction of Composite Assets
by Breen, William
- 415-426 Risk and the Addition of Debt to the Capital Structure
by Bierman, Harold
- 427-431 A Note on the Application of Linear Programming to Capital Budgeting
by Lusztig, Peter & Schwab, Bernhard
- 433-443 A Note on the Payback Method*
by Levy, Haim
- 445-461 Adjusting for Risk in the Capital Budget of a Growth-Oriented Company
by Vaughn, Donald E. & Bennett, Hite
- 463-469 A Mathematical Model for Re-Acquisition of Small Shareholdings
by Marshall, Wayne S. & Young, Alan E.
- 471-477 Bias in the Measurement of Technical Change*
by Diwan, Romesh K.
- 479-483 Valuation Under Uncertainty: Comment
by Robichek, Alexander A. & Myers, Stewart C.
- 485-495 Papers and Proceedings of the Fourth Annual Meeting of the Western Finance Association
by Anonymous
September 1968, Volume 3, Issue 3
- 231-233 Introduction
by Archer, Stephen H.
- 235-261 A New Look at the Random Walk Hypothesis
by Smidt, Seymour
- 263-281 Stock Price Behavior and Trading**
by Seelenfreund, Alan & Parker, George G. C. & Van Horne, James C.
- 283-298 Short Trading Activities and the Price of Equities: Some Simulation and Regression Results*
by Mayor, Thomas H.
- 299-314 An Analysis of the Advance-Decline Line as a Stock Market Indicator
by Zakon, Alan J. & Pennypacker, James C.
- 315-326 Monthly Moving Averages—An Effective Investment Tool?*
by James, F. E.
- 327-342 The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion*
by Evans, John L.
- 343-358 Theory of Option Strategy Under Risk Aversion
by Hausman, W. H. & White, W. L.
- 359-361 Management of Financial Institutions: Notes and Cases. Alexander A. Robichek and Alan B. Coleman. New York: Holt, Rinehart and Winston, 1967. $12.95
by Jessup, Paul F.
- 361-363 The Capital Gains Tax and the Corporation Tax. A. R. Prest. London: Woolwich Economic Papers, Number 11, 1967. 3s.6d. 22 pages
by Kahl, Alfred L.
- 363-366 Mathematics and Computers in Soviet Economic Planning. John P. Hardt, Marvin Hoffenberg, Norman Kaplan, and Herbert S. Levine (editors and coordinators), New Haven: Yale University Press, 1967. 298 + xxii pages
by Roll, Richard
June 1968, Volume 3, Issue 2
- 113-133 Continuous Financial Processes
by Beckwith, R. E.
- 135-150 A Chance-Constrained Approach to Urban Renewal Decisions*
by Mao, James C. T. & Wright, Roger L.
- 151-156 Using Investment Portfolios to Change Risk*
by Bierman, Harold
- 157-169 The Deferred Call Provision and Corporate Bond Yields*
by Jen, Frank C. & Wert, James E.
- 171-204 Stock Evaluation Theory: Classification, Reconciliation, and General Model
by Sloane, William R. & Reisman, Arnold
- 205-213 A Note on the Liquidity and Stabilization Effects of Savings Deposits
by Conley, Ronald W.
- 215-224 Determinants of Underwriters' Spreads on Tax-Exempt Bond Issues: Comment*
by Mendelson, Morris
- 225-226 The Valuation of Stock Options: Comment
by Boness, A. James
- 227-228 Reply to Comments of A. James Boness
by Bierman, Harold
- 229-230 1968 Annual Meeting Program—Western Finance Association
by Anonymous
March 1968, Volume 3, Issue 1
December 1967, Volume 2, Issue 4
September 1967, Volume 2, Issue 3
- 225-240 Measuring Corporate Profit Opportunities
by Carleton, Willard T. & Lerner, Eugene M.
- 241-263 Determinants of Underwriters' Spreads on Tax Exempt Bond Issues*
by West, Richard R.
- 265-297 Optimizing Models of After-Tax Earnings Incorporating Depletion Allowances
by Teichroew, Daniel & Lesso, William & Rice, Kevin & Wright, Gordon
- 299-312 Some Additional Estimates of the Liquidity Preference Function for the United States*
by Scott, Robert Haney
- 313-325 Valuation Under Uncertainty*
by Chen, Houng-Yhi
- 327-335 The Valuation of Stock Options*
by Bierman, Harold
June 1967, Volume 2, Issue 2
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