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Content
1997, Volume 10, Issue 3
- 767-803 Capital Structure and Product Market Behavior: An Examination of Plant Exit and Investment Decisions
by Kovenock, Dan & Phillips, Gordon M
- 805-835 One Day in the Life of a Very Common Stock
by Easley, David & Kiefer, Nicholas M & O'Hara, Maureen
- 837-869 The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information
by Longin, Francois M
- 871-901 Entry, Exit, Market Makers, and the Bid-Ask Spread
by Wahal, Sunil
1997, Volume 10, Issue 2
- 237-273 The Performance of Japanese Mutual Funds
by Cai, Jun & Chan, K C & Yamada, Takeshi
- 275-302 Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
by Fung, William & Hsieh, David A
- 303-332 Initial Margin Policy and Stochastic Volatility in the Crude Oil Futures Market
by Day, Theodore E & Lewis, Craig M
- 333-367 Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach
by Amin, Kaushik I & Ng, Victor K
- 369-403 An Exploration of the Forward Premium Puzzle in Currency Markets
by Bansal, Ravi
- 405-446 Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
by Boudoukh, Jacob, et al
- 447-480 The Valuation of Nonsystematic Risks and the Pricing of Swedish Lottery Bonds
by Green, Richard C & Rydqvist, Kristian
- 481-523 A Markov Model for the Term Structure of Credit Risk Spreads
by Jarrow, Robert A & Lando, David & Turnbull, Stuart M
1997, Volume 10, Issue 1
- 1-38 Conditional Methods in Event Studies and an Equilibrium Justification for Standard Event-Study Procedures
by Prabhala, N R
- 39-67 Debt in Industry Equilibrium
by Fries, Steven & Miller, Marcus & Perraudin, William
- 69-101 Splitting Orders
by Bernhardt, Dan & Hughson, Eric
- 103-150 Liquidity Provision with Limit Orders and a Strategic Specialist
by Seppi, Duane J
- 151-174 Recovery of Preferences from Observed Wealth in a Single Realization
by Dybvig, Philip H & Rogers, L C G
- 175-203 In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets
by Madhavan, Ananth & Cheng, Minder
- 205-236 Endogenous Communication among Lenders and Entrepreneurial Incentives
by Padilla, A Jorge & Pagano, Marco
1996, Volume 9, Issue 4
- 1033-1059 Temporary Components of Stock Returns: What Do the Data Tell Us?
by Lamoureux, Christopher G & Zhou, Guofu
- 1061-1095 Does the Japanese Governance System Enhance Shareholder Wealth? Evidence from the Stock-Price Effects of Top Management Turnover
by Kang, Jun-Koo & Shivdasani, Anil
- 1097-1120 Survivorship Bias and Mutual Fund Performance
by Elton, Edwin J & Gruber, Martin J & Blake, Christopher R
- 1121-1163 Estimating the Profits from Trading Strategies
by Knez, Peter J & Ready, Mark J
- 1165-1210 Control Rights, Debt Structure, and the Loss of Private Benefits: The Case of the U.K. Insolvency Code
by Franks, Julian R & Nyborg, Kjell G
- 1211-1250 American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods
by Broadie, Mark & Detemple, Jerome
- 1251-1269 Testing for Deliberate Underpricing in the IPO Premarket: A Stochastic Frontier Approach
by Hunt-McCool, Janet & Koh, Samuel C & Francis, Bill B
1996, Volume 9, Issue 3
- 723-756 Heterogeneous Beliefs and the Effect of Replicatable Options on Asset Prices
by Kraus, Alan & Smith, Maxwell
- 757-785 Collusion in Uniform-Price Auctions: Experimental Evidence and Implications for Treasury Auctions
by Goswami, Gautam & Noe, Thomas H & Rebello, Michael J
- 787-815 The Role of Investment Banks in Acquisitions
by Servaes, Henri & Zenner, Marc
- 817-844 Mortgage Valuation under Optimal Prepayment
by LeRoy, Stephen F
- 845-887 Time-Varying Expected Small Firm Returns and Closed-End Fund Discounts
by Swaminathan, Bhaskaran
- 889-919 Bank Equity Stakes in Borrowing Firms and Financial Distress
by Berlin, Mitchell & John, Kose & Saunders, Anthony
- 921-952 The Optimal Trading and Pricing of Securities with Asymmetric Capital Gains Taxes and Transaction Costs
by Dammon, Robert M & Spatt, Chester S
- 953-975 Life in the Pits: Competitive Market Making and Inventory Control
by Manaster, Steven & Mann, Steven C
- 977-1002 Large Option Trades, Market Makers, and Limit Orders
by Berkman, Henk
- 1003-1032 Dynamic Banking: A Reconsideration
by Bhattacharya, Sudipto & Padilla, A Jorge
1996, Volume 9, Issue 2
- 333-383 A New Dividend Forecasting Procedure That Rejects Bubbles in Asset Prices: The Case of 1929's Stock Crash
by Donaldson, R Glen & Kamstra, Mark
- 385-426 Testing Continuous-Time Models of the Spot Interest Rate
by Ait-Sahalia, Yacine
- 427-470 The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective
by Bekaert, Geert
- 471-509 Trading Volume with Private Valuation: Evidence from the Ex-dividend Day
by Michaely, Roni & Vila, Jean-Luc
- 511-555 Portfolio Performance Measurement: Theory and Applications
by Chen, Zhiwu & Knez, Peter J
- 557-587 Measuring the Pricing Error of the Arbitrage Pricing Theory
by Geweke, John & Zhou, Guofu
- 589-618 Time-Series Implications of Aggregate Dividend Behavior
by Lee, Bong-Soo
- 619-664 U.K. and U.S. Trading of British Cross-Listed Stocks: An Intraday Analysis of Market Integration
by Werner, Ingrid M & Kleidon, Allan W
- 665-690 The Strategic Timing of Corporate Disclosures
by Gennotte, Gerard & Trueman, Brett
- 691-722 Risk Aversion, Liquidity, and Endogenous Short Horizons
by Holden, Craig W & Subrahmanyam, Avanidhar
1996, Volume 9, Issue 1
- 1-36 The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects
by Keim, Donald B & Madhaven, Ananth
- 37-68 Design and Valuation of Debt Contracts
by Anderson, Ronald W & Sundaresan, Suresh
- 69-107 Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
by Bates, David S
- 109-139 How Different Is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues
by Kang, Jun-Koo & Stulz, Rene M
- 141-161 Dynamic Nonmyopic Portfolio Behavior
by Kim, Tong Suk & Omberg, Edward
- 163-208 Information, Trade, and Derivative Securities
by Brennan, Michael J & Cao, H Henry
- 209-240 The Design of Internal Control and Capital Structure
by Berkovitch, Elazar & Israel, Ronen
- 241-275 Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economies
by Bakshi, Gurdip S & Chen, Zhiwu
- 277-300 Pricing and Hedging American Options: A Recursive Integration Method
by Huang, Jing-zhi & Subrahmanyam, Marti G & Yu, G George
- 301-332 Index Arbitrage and Nonlinear Dynamics between the S&P 500 Futures and Cash
by Dwyer, Gerald P, Jr & Locke, Peter R & Yu, Wei
1995, Volume 8, Issue 4
- 919-972 Differential Information and Dynamic Behavior of Stock Trading Volume
by He, Hua & Wang, Jiang
- 973-993 Overreaction, Delayed Reaction, and Contrarian Profits
by Jegadeesh, Narasimhan & Titman, Sheridan
- 995-1018 Signaling, Investment Opportunities, and Dividend Announcements
by Yoon, Pyung Sig & Starks, Laura T
- 1019-1057 Foreign Equity Investment Restrictions, Capital Flight, and Shareholder Wealth Maximization: Theory and Evidence
by Stulz, Rene M & Wasserfallen, Walter
- 1059-1090 A General Equilibrium Model of Portfolio Insurance
by Basak, Suleyman
- 1091-1124 Option Pricing and the Martingale Restriction
by Longstaff, Francis A
- 1125-1152 Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics
by Ho, Teng-Suan & Stapleton, Richard C & Subrahmanyam, Marti G
- 1153-1183 Trade Size and Components of the Bid-Ask Spread
by Lin, Ji-Chai & Sanger, Gary C & Booth, G Geoffrey
- 1185-1208 The Capital Structure Puzzle Revisited
by Berens, James L & Cuny, Charles J
- 1209-1234 When Do Banks Take Equity in Debt Restructurings?
by James, Christopher
1995, Volume 8, Issue 3
- 579-603 Consolidation, Fragmentation, and the Disclosure of Trading Information
by Madhavan, Ananth
- 605-636 Tests of a Signaling Hypothesis: The Choice between Fixed- and Adjustable-Rate Debt
by Guedes, Jose & Thompson, Rex
- 637-676 The Mandatory Disclosure of Trades and Market Liquidity
by Fishman, Michael J & Hagerty, Kathleen M
- 677-708 Rational Prepayment and the Valuation Mortgage-Backed Securities
by Stanton, Richard
- 709-742 Do Long-Term Swings in the Dollar Affect Estimates of the Risk Premia?
by Evans, Martin D D & Lewis, Karen K
- 743-771 Corporate Incentives for Hedging and Hedge Accounting
by DeMarzo, Peter M & Duffie, Darrell
- 773-816 Predictable Risk and Returns in Emerging Markets
by Harvey, Campbell R
- 817-847 The Ex-Dividend-Day Behavior of Stock Prices: The Case of Japan
by Kato, Kiyoshi & Loewenstein, Uri
- 849-878 Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange
by Hamao, Yasushi & Hasbrouck, Joel
- 879-918 Closed-End Country Funds and U.S. Market Sentiment
by Bodurtha, James N, Jr & Kim, Dong-Soon & Lee, Charles M C
1995, Volume 8, Issue 2
- 237-274 Econometric Evaluation of Asset Pricing Models
by Hansen, Lars Peter & Heaton, John & Luttmer, Erzo G J
- 275-286 A Critique of Size-Related Anomalies
by Berk, Jonathan B
- 287-325 Measurement of Market Integration and Arbitrage
by Chen, Zhiwu & Knez, Peter J
- 327-367 The Role of Games in Security Design
by Harris, Milton & Raviv, Artur
- 369-399 The Effect of Tax Heterogeneity on Prices and Volume around the Ex-dividend Day: Evidence from the Milan Stock Exchange
by Michaely, Roni & Murgia, Maurizio
- 401-430 Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns
by Badrinath, S G & Kale, Jayant R & Noe, Thomas H
- 431-474 Financial and Industrial Structure with Agency
by Williams, Joseph T
- 475-500 Option Pricing with Differential Interest Rates
by Bergman, Yaacov Z
- 501-543 Investment and Insider Trading
by Bernhardt, Dan & Hollifield, Burton & Hughson, Eric
- 545-577 A Theory of Mutual Formation and Moral Hazard with Evidence from the History of the Insurance Industry
by Smith, Bruce D & Stutzer, Michael
1995, Volume 8, Issue 1
- 1-53 Bayesian Inference and Portfolio Efficiency
by Kandel, Shmuel & McCulloch, Robert & Stambaugh, Robert F
- 55-90 Pricing Real Assets with Costly Search
by Williams, Joseph T
- 91-123 Costly State Verification and Multiple Investors: The Role of Seniority
by Winton, Andrew
- 125-160 Short-Term Investment and the Informational Efficiency of the Market
by Vives, Xavier
- 161-191 American Capped Call Options on Dividend-Paying Assets
by Broadie, Mark & Detemple, Jerome
- 193-234 Discrete-Time Valuation of American Options with Stochastic Interest Rates
by Amin, Kaushik I & Bodurtha, James N, Jr
1994, Volume 7, Issue 4
- 631-651 Transactions, Volume, and Volatility
by Jones, Charles M & Kaul, Gautam & Lipson, Marc L
- 653-685 Program Trading and Intraday Volatility
by Harris, Lawrence & Sofianos, George & Shapiro, James E
- 687-709 Analytical GMM Tests: Asset Pricing with Time-Varying Risk Premiums
by Zhou, Guofu
- 711-741 Ex-dividend Price Behavior of Common Stocks
by Boyd, John H & Jagannathan, Ravi
- 743-780 Insider and Liquidity Trading in Stock and Options Markets
by Biais, Bruno & Hillion, Pierre
- 781-801 Asset Prices in Dynamic Production Economies with Time-Varying Risk
by Naik, Vasanttilak
- 803-804 A Mean-Variance Framework for Tests of Asset Pricing Models: Correction
by Kandel, Shmuel & Stambaugh, Robert F
1994, Volume 7, Issue 3
- 451-473 Estimating the Effects of Information Surprises and Trading on Stock Returns Using a Mixed Jump-Diffusion Model
by Nimalendran, M
- 475-506 Reputation, Renegotiation, and the Choice between Bank Loans and Publicly Traded Debt
by Chemmanur, Thomas J & Fulghieri, Paolo
- 507-538 Do Bulls and Bears Move across Borders? International Transmission of Stock Returns and Volatility
by Lin, Wen-Ling & Engle, Robert F & Ito, Takatoshi
- 539-573 A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
by Boudoukh, Jacob & Richardson, Matthew P & Whitelaw, Robert F
- 575-608 Insider Trading, Outside Search, and Resource Allocation: Why Firms and Society May Disagree on Insider Trading Restrictions
by Khanna, Naveen & Slezak, Steve L & Bradley, Michael
- 609-629 Price Formation on Stock Exchanges: The Evolution of Trading within the Day
by Gerety, Mason S & Mulherin, J Harold
1994, Volume 7, Issue 2
1994, Volume 7, Issue 1
- 1-44 Optimal Design of Securities under Asymmetric Information
by Nachman, David C & Noe, Thomas H
- 45-60 Home Bias in Equity Portfolios, Inflation Hedging, and International Capital Market Equilibrium
by Cooper, Ian & Kaplanis, Evi
- 61-96 Cross-Holdings: Estimation Issues, Biases, and Distortions
by Fedenia, Mark & Hodder, James E & Triantis, Alexander J
- 97-124 Analyst Forecasts and Herding Behavior
by Trueman, Brett
- 125-148 The Value of the Voting Right: A Study of the Milan Stock Exchange Experience
by Zingales, Luigi
- 149-178 Minimum Price Variations, Discrete Bid-Ask Spreads, and Quotation Sizes
by Harris, Lawrence E
- 179-213 Market Microstructure and Stock Return Predictions
by Huang, Roger D & Stoll, Hans R
- 215-251 S&P 500 Trading Strategies and Stock Betas
by Vijh, Anand M
1993, Volume 6, Issue 4
- 733-764 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment
by Back, Kerry & Zender, Jaime F
- 765-797 The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market
by Diz, Fernando & Finucane, Thomas J
- 799-824 Investment Analysis and the Adjustment of Stock Prices to Common Information
by Brennan, Michael J & Jegadeesh, Narasimhan & Swaminathan, Bhaskaran
- 825-850 Equilibrium and Options on Real Assets
by Williams, Joseph T
- 851-882 The Dynamics of the Free-Rider Problem in Takeovers
by Harrington, Joseph E, Jr & Prokop, Jacek
- 883-909 Competing Bids, Target Management Resistance, and the Structure of Takeover Bids
by Jennings, Robert H & Mazzeo, Michael A
- 911-933 Payout Policy, Capital Structure, and Compensation Contracts When Managers Value Control
by Chang, Chun
- 935-957 Production Flexibility, Stochastic Separation, Hedging, and Futures Prices
by Kamara, Avraham
- 959-982 Bondholder Losses in Leveraged Buyouts
by Warga, Arthur & Welch, Ivo
1993, Volume 6, Issue 3
- 435-472 Asymmetric Information and Options
by Back, Kerry
- 473-506 Differences of Opinion Make a Horse Race
by Harris, Milton & Raviv, Artur
- 507-526 Learning from Trading
by Kandel, Shmuel & Ofer, Aharon R & Sarig, Oded
- 527-566 The Risk and Predictability of International Equity Returns
by Ferson, Wayne E & Harvey, Campbell R
- 567-592 Where Do Betas Come From? Asset Price Dynamics and the
by Campbell, John Y & Mei, Jianping
- 593-617 On Equilibrium Asset Price Processes
by He, Hua & Leland, Hayne
- 619-658 A Test of the Cox, Ingersoll, and Ross Model of the Term Structure
by Gibbons, Michael R & Ramaswamy, Krishna
- 659-681 The Informational Content of Implied Volatility
by Canina, Linda & Figlewski, Stephen
- 683-707 Stock Prices, News, and Business Conditions
by McQueen, Grant & Roley, V Vance
- 709-732 Partial Anticipation, the Flow of Information and the Economic Impact of Corporate Debt Sales
by Chaplinsky, Susan & Hansen, Robert S
1993, Volume 6, Issue 2
- 233-264 A Simple Model of the Taxable and Tax-Exempt Yield Curves
by Green, Richard C
- 265-292 Liquidity as a Choice Variable: A Lesson from the Japanese Government Bond Market
by Boudoukh, Jacob & Whitelaw, Robert F
- 293-326 Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
by Lamoureux, Christopher G & Lastrapes, William D
- 327-343 A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
by Heston, Steven L
- 345-374 Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis
by Lee, Charles M C & Mucklow, Belinda & Ready, Mark J
- 375-404 Price Experimentation and Security Market Structure
by Leach, J Chris & Madhavan, Ananth N
- 405-434 Volume, Volatility, and the Dispersion of Beliefs
by Shalen, Catherine T
1993, Volume 6, Issue 1
- 1-22 Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
by Elton, Edwin J, et al
- 23-56 The Effect of Public Information and Competition on Trading Volume and Price Volatility
by Foster, F Douglas & Viswanathan, S
- 57-78 The Role of Liquidity in Futures Market Innovations
by Cuny, Charles J
- 79-119 Insider Trading as a Signal of Private Information
by Damodaran, Aswath & Liu, Crocker H
- 121-154 Signaling with Dividends and Share Repurchases: A Choice between Deterministic and Stochastic Cash Disbursements
by Hausch, Donald B & Seward, James K
- 155-189 Return Autocorrelations around Nontrading Days
by Bessembinder, Hendrik & Hertzel, Michael G
- 191-212 Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement
by Hasbrouck, Joel
- 213-232 Credit Market Equilibrium with Bank Monitoring and Moral Hazard
by Besanko, David & Kanatas, George
1992, Volume 5, Issue 4
- 531-552 A Theory of the Nominal Term Structure of Interest Rates
by Constantinides, George M
- 553-580 Survivorship Bias in Performance Studies
by Brown, Stephen J, et al
- 581-611 Real and Nominal Interest Rates: A Discrete-Time Model and Its Continuous-Time Limit
by Sun, Tong-sheng
- 613-636 Pricing Interest Rate Options in a Two-Factor Cox-Ingersoll-Ross Model of the Term Structure
by Chen, Ren-Raw & Scott, Louis O
- 637-667 Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
by Bessembinder, Hendrik
- 669-683 Equity Issues and Changes in Expectations of Earnings by Financial Analysts
by Jain, Prem C
- 685-708 Repetition, Reputation, and Raiding
by Leach, J Chris
- 709-742 Litigation Risk, Intermediation, and the Underpricing of Initial Public Offerings
by Hughes, Patricia J & Thakor, Anjan V
1992, Volume 5, Issue 3
- 357-386 Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
by Hodrick, Robert J
- 387-409 Insider Trading in Continuous Time
by Back, Kerry
- 411-436 Asset Pricing with Stochastic Differential Utility
by Duffie, Darrell & Epstein, Larry G
- 437-470 Managerial Conservatism, Project Choice, and Debt
by Hirshleifer, David & Thakor, Anjan V
- 471-502 On the Efficiency of Stock-Based Compensation
by Paul, Jonathan M
- 503-529 Stock-Price Manipulation
by Allen, Franklin & Gale, Douglas
1992, Volume 5, Issue 2
- 153-180 Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World
by Dumas, Bernard
- 181-198 Capital and Ownership Structures, and the Market for Corporate Control
by Israel, Ronen
- 199-242 Stock Prices and Volume
by Gallant, A Ronald & Rossi, Peter E & Tauchen, George
- 243-280 Explaining the Variance of Price-Dividend Ratios
by Cochrane, John H
- 281-305 Block Trading and Information Revelation around Quarterly Earnings Announcements
by Seppi, Duane J
- 307-329 Informed Speculation and Hedging in a Noncompetitive Securities Market
by Spiegel, Matthew & Subrahmanyam, Avanidhar
- 331-355 Taxes and Capital Structure: Evidence from Firms' Response to the Tax Reform Act of 1986
by Givoly, Dan, et al
1992, Volume 5, Issue 1
1991, Volume 4, Issue 4
- 597-622 Asymmetric Predictability of Conditional Variances
by Conrad, Jennifer & Gultekin, Mustafa N & Kaul, Gautam
- 623-656 Estimation of the Bid-Ask Spread and Its Components: A New Approach
by George, Thomas J & Kaul, Gautam & Nimalendran, M
- 657-684 Intraday Volatility in the Stock Index and Stock Index Futures Markets
by Chan, Kalok & Chan, K C & Karolyi, G Andrew
- 685-708 The Effect of Information Releases on the Pricing and Timing of Equity Issues
by Korajczyk, Robert A & Lucas, Deborah J & McDonald, Robert L
- 709-726 Preplay Communication, Participation Restrictions, and Efficiency in Initial Public Offerings
by Spatt, Chester & Srivastava, Sanjay
- 727-752 Stock Price Distributions with Stochastic Volatility: An Analytic Approach
by Stein, Elias M & Stein, Jeremy C
- 753-791 Econometric Aspects of the Variance-Bounds Tests: A Survey
by Gilles, Christian & LeRoy, Stephen F
1991, Volume 4, Issue 3
- 389-415 Stock Price Clustering and Discreteness
by Harris, Lawrence
- 416-441 Risk Aversion, Market Liquidity, and Price Efficiency
by Subrahmanyam, Avanidhar
- 443-481 Sunshine Trading and Financial Market Equilibrium
by Admati, Anat R & Pfleiderer, Paul
- 483-511 Multimarket Trading and Market Liquidity
by Chowdhry, Bhagwan & Nanda, Vikram
- 513-541 Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
by Bossaerts, Peter & Hillion, Pierre
- 543-569 Volatility in the Foreign Currency Futures Market
by Harvey, Campbell R & Huang, Roger D
- 571-595 The Summary Informativeness of Stock Trades: An Econometric Analysis
by Hasbrouck, Joel
1991, Volume 4, Issue 2
- 227-254 Tests of Financial Models in the Presence of Overlapping Observations
by Richardson, Matthew & Smith, Tom
- 255-282 Insiders, Outsiders, and Market Breakdowns
by Bhattacharya, Utpal & Spiegel, Matthew
- 283-313 Nondisclosure and Adverse Disclosure as Signals of Firm Value
by Teoh, Siew Hong & Hwang, Chuan Yang
- 315-342 On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results
by Best, Michael J & Grauer, Robert R
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