IDEAS home Printed from https://ideas.repec.org/a/eee/finana/v6y1997i1p1-12.html
   My bibliography  Save this article

Ex ungue leonem

Author

Listed:
  • McGoun, Elton G.

Abstract

No abstract is available for this item.

Suggested Citation

  • McGoun, Elton G., 1997. "Ex ungue leonem," International Review of Financial Analysis, Elsevier, vol. 6(1), pages 1-12.
    • Handle: RePEc:eee:finana:v:6:y:1997:i:1:p:1-12
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S1057-5219(97)90015-6
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. George M. Frankfurter & Kenneth E. Kendall & C. Carl Pegels, 1974. "Management Control of Blood Through a Short-Term Supply-Demand Forecast System," Management Science, INFORMS, vol. 21(4), pages 444-452, December.
    2. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1971. "Portfolio Selection: The Effects of Uncertain Means, Variances, and Covariances," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 6(5), pages 1251-1262, December.
    3. Frankfurter, George M, 1976. "The Effect of "Market Indexes" on the Ex-Post Performance of the Sharpe Portfolio Selection Model," Journal of Finance, American Finance Association, vol. 31(3), pages 949-955, June.
    4. Frankfurter, George M & Leung, Wai K, 1991. "Further Analysis of the Put-Call Parity Implied Risk-Free Interest Rate," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 217-232, Fall.
    5. Frankfurter, George M., 1990. "Is normative portfolio theory dead?," Journal of Economics and Business, Elsevier, vol. 42(2), pages 95-98, May.
    6. Frankfurter, George M. & McGoun, Elton G., 1993. "The event study: An industrial strength method," International Review of Financial Analysis, Elsevier, vol. 2(2), pages 121-141.
    7. George M. Frankfurter & Wai K. Leung, 1991. "Further Analysis Of The Put-Call Parity Implied Risk-Free Interest Rate," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 14(3), pages 217-232, September.
    8. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1976. "Performance of the Sharpe Portfolio Selection Model: A Comparison," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(2), pages 195-204, June.
    9. Frankfurter, George M. & Leung, Wai K. & Brockman, Paul D., 1994. "Compounding period length and the market model," Journal of Economics and Business, Elsevier, vol. 46(3), pages 179-193, August.
    10. Boness, A James & Frankfurter, George M, 1977. "Evidence of Non-Homogeneity of Capital Costs within "Risk-Classes."," Journal of Finance, American Finance Association, vol. 32(3), pages 775-787, June.
    11. Frankfurter, George M. & Frecka, Thomas J., 1979. "Efficient Portfolios and Superfluous Diversification," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(5), pages 925-938, December.
    12. Frankfurter, George & Vertes, Peter, 1990. "Some empirical evidence of bias in random, market-value-weighted portfolios," Journal of Economics and Business, Elsevier, vol. 42(3), pages 213-223, August.
    13. Frankfurter, George M. & Philippatos, George C., 1992. "Financial theory and the growth of scientific knowledge: From Modigliani and Miller to "an organizational theory of capital structure"," International Review of Financial Analysis, Elsevier, vol. 1(1), pages 1-15.
    14. Frankfurter, George M. & Phillips, Herbert E., 1975. "Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 177-179, March.
    15. Frankfurter, George M. & Phillips, Herbert E., 1980. "Portfolio Selection: An Analytic Approach for Selecting Securities from a Large Universe," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 15(2), pages 357-377, June.
    16. Boot, John & Frankfurter, George & Young, Allan, 1983. "A model and some evidence on pricing compound call options," European Journal of Operational Research, Elsevier, vol. 13(3), pages 268-273, July.
    17. Frankfurter, George M & Phillips, Herbert E & Seagle, John P, 1974. "Bias in Estimating Portfolio Alpha and Beta Scores," The Review of Economics and Statistics, MIT Press, vol. 56(3), pages 412-414, August.
    18. Frankfurter, George M. & Phillips, Herbert E. & Seagle, John P., 1972. "Estimation Risk in the Portfolio Selection Model: A Comment," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 7(1), pages 1423-1424, January.
    19. Boot, John C. G. & Frankfurter, George M., 1974. "Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidenceâ€," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(6), pages 1067-1068, December.
    20. Frankfurter, G. M. & Lamoureux, C. G., 1989. "The Relevance of the Distributional Form of Common Stock Returns to the Construction of Optimal Portfolios: Reply," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 24(1), pages 131-131, March.
    21. Frankfurter, George M. & Hill, Joanne M., 1981. "A Normative Approach to Pension Fund Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(4), pages 533-555, November.
    22. Frankfurter, George M. & Phillips, Herbert E., 1996. "Normative implications of equilibrium models: Homogeneous expectations and other artificialities," Journal of Economic Behavior & Organization, Elsevier, vol. 31(1), pages 67-83, October.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    2. Michele Azzone & Roberto Baviera, 2020. "Synthetic forwards and cost of funding in the equity derivative market," Papers 2011.03795, arXiv.org, revised Jan 2022.
    3. Azzone, Michele & Baviera, Roberto, 2021. "Synthetic forwards and cost of funding in the equity derivative market," Finance Research Letters, Elsevier, vol. 41(C).
    4. Sandoval, Leonidas Junior & Bruscato, Adriana & Venezuela, Maria Kelly, 2012. "Building portfolios of stocks in the São Paulo Stock Exchange using Random Matrix Theory," Insper Working Papers wpe_270, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
    5. Leonidas Sandoval Junior & Adriana Bruscato & Maria Kelly Venezuela, 2012. "Building portfolios of stocks in the S\~ao Paulo Stock Exchange using Random Matrix Theory," Papers 1201.0625, arXiv.org, revised Mar 2013.
    6. George M. Frankfurter & Christopher G. Lamoureux, 1989. "Estimation And Selection Bias In Mean-Variance Portfolio Selection," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(2), pages 173-181, June.
    7. J. Andrew Coutts & Terence Mills & Jennifer Roberts, 1997. "Time series and cross-section parameter stability in the market model: the implications for event studies," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 243-259.
    8. Hoque, Ariful & Chan, Felix & Manzur, Meher, 2008. "Efficiency of the foreign currency options market," Global Finance Journal, Elsevier, vol. 19(2), pages 157-170.
    9. Vesa Puttonen, 1992. "On the behaviour of the Finnish stock index options markets," Finnish Economic Papers, Finnish Economic Association, vol. 5(2), pages 117-128, Autumn.
    10. William P. Lloyd & John H. Hand & Naval K. Modani, 1981. "The Effect Of Portfolio Construction Rules On The Relationship Between Portfolio Size And Effective Diversification," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 4(3), pages 183-193, September.
    11. Andrew F. Siegel & Artemiza Woodgate, 2007. "Performance of Portfolios Optimized with Estimation Error," Management Science, INFORMS, vol. 53(6), pages 1005-1015, June.
    12. Jacobs, Heiko & Müller, Sebastian & Weber, Martin, 2014. "How should individual investors diversify? An empirical evaluation of alternative asset allocation policies," Journal of Financial Markets, Elsevier, vol. 19(C), pages 62-85.
    13. Raymond H. Chan & Ephraim Clark & Xu Guo & Wing-Keung Wong, 2020. "New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management," Risk Management, Palgrave Macmillan, vol. 22(2), pages 108-132, June.
    14. Patrick Bielstein, 2018. "International asset allocation using the market implied cost of capital," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(1), pages 17-51, February.
    15. Heuts, R.M.J., 1977. "Capital market models for portfolio selection (A revised version)," Other publications TiSEM d8385669-c29b-4bf1-ba60-7, Tilburg University, School of Economics and Management.
    16. Patrick L. Brockett & Hwei-Mei CHEN & James R. GARVEN, 1995. "Event Study Methodology: A New And Stochastically Flexible Approach," Risk and Insurance 9507001, University Library of Munich, Germany.
    17. Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
    18. Chang, C-L. & McAleer, M.J. & Wong, W.-K., 2015. "Informatics, Data Mining, Econometrics and Financial Economics: A Connection," Econometric Institute Research Papers EI2015-34, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    19. Atilla Cifter & Alper Ozun, 2008. "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 1-24.
    20. Frankfurter, George M. & McGoun, Elton G., 1999. "Ideology and the theory of financial economics," Journal of Economic Behavior & Organization, Elsevier, vol. 39(2), pages 159-177, June.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finana:v:6:y:1997:i:1:p:1-12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/620166 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.