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Modelling Smaller UK Corporations: A Portfolio Analysis

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Author Info
Hay, Donald A
Louri, Helen

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Abstract

This paper reports an attempt to model the balance sheet behavior of a sample of smaller U.K. corporations with respect to items such as investment in inventories, trade credit and debt, and borrowing. Estimation of a mean-variance portfolio model supported the following hypothesis: (1) decisions about balance sheet items can be effectively modeled as a simultaneous system; (2) movements in short-term assets and liabilities are consistent with restrictions implied by portfolio theory; and (3) sectoral differences are important. Copyright 1991 by Blackwell Publishing Ltd

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Publisher Info
Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 53 (1991)
Issue (Month): 4 (November)
Pages: 425-49
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Handle: RePEc:bla:obuest:v:53:y:1991:i:4:p:425-49

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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049

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