Content
December 1975, Volume 2, Issue 4
- 323-339 Bank funds management in an efficient market
by Black, Fischer - 341-360 Capital asset prices versus time series models as predictors of inflation: The expected real rate of interest and market efficiency
by Hess, Patrick J. & Bicksler, James L. - 361-376 Prediction of return with the minimum variance zero-beta portfolio
by Morgan, I. G. - 377-381 A note on default risk, leverage and the MM theorem
by Stapleton, R. C.
September 1975, Volume 2, Issue 3
- 233-233 Editorial data
by Jensen, Michael C. - 235-272 Price performance of common stock new issues
by Ibbotson, Roger G. - 273-292 Motivating managers to make investment decisions
by Heckerman, Donald G. - 293-308 Cash demand, liquidation costs and capital market equilibrium under uncertainty
by Chen, Andrew H. & Kim, E. Han & Kon, Stanley J. - 309-320 Delayed risks and risk premiums
by Caperaa, Philippe & Eeckhoudt, Louis
June 1975, Volume 2, Issue 2
- 123-123 Editorial data
by Jensen, Michael C. - 125-164 SEC product-line reporting and market efficiency
by Collins, Daniel W. - 165-185 Choice over asset economies: Default risk and corporate leverage
by Milne, Frank - 187-203 Optimal consumption, portfolio and life insurance rules for an uncertain lived individual in a continuous time model
by Richard, Scott F. - 205-229 Stochastic dominance and portfolio analysis
by Ali, Mukhtar M.
March 1975, Volume 2, Issue 1
- 3-28 On the optimality of international capital market integration
by Subrahmanyam, Marti G. - 29-51 Seasonality in Australian capital markets : Market efficiency and empirical issues
by Officer, R. R. - 53-70 Information accuracy and social welfare under homogeneous beliefs
by Ng, David S. - 71-94 Uncertainty, competition, and costs in corporate bond underwriting
by Ederington, Louis H. - 95-121 Optimal rules for ordering uncertain prospects
by Bawa, Vijay S.
December 1974, Volume 1, Issue 4
- 303-335 Risk and return: The case of merging firms
by Mandelker, Gershon - 337-352 International capital market equilibrium with investment barriers
by Black, Fischer - 353-364 Determinants of bid-asked spreads in the over-the-counter market
by Benston, George J. & Hagerman, Robert L. - 365-372 A note on diversification and the reduction of dispersion
by Johnson, K. H. & Shannon, D. S.
September 1974, Volume 1, Issue 3
- 201-224 Convergence to isoelastic utility and policy in multiperiod portfolio choice
by Hakansson, Nils H. - 225-244 An aggregation theorem for securities markets
by Rubinstein, Mark - 245-302 Money and stock prices : Market efficiency and the lag in effect of monetary policy
by Rozeff, Michael S.
July 1974, Volume 1, Issue 2
- 105-129 Transactions costs and the relationship between put and call prices
by Gould, J. P. & Galai, D. - 131-170 Stock prices, inflation, and the term structure of interest rates
by Long, John Jr. - 171-198 Portfolio turnpike theorems for constant policies
by Ross, Stephen A.
May 1974, Volume 1, Issue 1
- 1-22 The effects of dividend yield and dividend policy on common stock prices and returns
by Black, Fischer & Scholes, Myron - 23-42 Portfolio theory, job choice and the equilibrium structure of expected wages
by Mayers, David - 43-66 Tests of the multiperiod two-parameter model
by Fama, Eugene F. & MacBeth, James D. - 67-94 Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
by Merton, Robert C. & Samuelson, Paul A. - 95-95 Comment on Merton and Samuelson
by Hakansson, Nils H. - 97-103 A negative report on the `near optimality' of the max-expected-log policy as applied to bounded utilities for long lived programs
by Goldman, M. Barry