Contact information of American Finance Association
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:bla:jfinan. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum). General contact details of provider: http://edirc.repec.org/data/afaaaea.html .
Content
December 1980, Volume 35, Issue 5
- 1139-1154 Deposit Rate-Setting, Risk Aversion, and the Theory of Depository Financial Intermediaries
by Sealey, C W, Jr
- 1155-1172 The Demand for Life Insurance: An Application of the Economics of Uncertainty
by Campbell, Ritchie A
- 1173-1188 Asset Accumulation in Early Married Life
by Ferber, Robert & Lee, Lucy Chao
- 1189-1207 A Catastrophe Model of Bank Failure
by Ho, Thomas S Y & Saunders, Anthony
- 1209-1221 On the Valuation of Federal Loan Guarantees to Corporations
by Sosin, Howard B
- 1223-1234 A Rationale for Debt Maturity Structure and Call Provisions in the Agency Theoretic Framework
by Barnea, Amir & Haugen, Robert A & Senbet, Lemma W
- 1235-1244 Regulation of Bank Capital and Portfolio Risk
by Koehn, Michael & Santomero, Anthony M
- 1245-1250 Debt, Taxes and Leasing-A Note
by Brealey, R A & Young, C M
- 1251-1256 A Note on Ambiguity in Portfolio Performance Measures
by Peterson, David & Rice, Michael L
- 1257-1265 The Financial Consequences of Corporate Growth
by Gup, Benton E
- 1267-1271 Error Rates in CRSP and COMPUSTAT: A Second Look
by Bennin, Robert
- 1273-1279 The Hedging Performance of the New Futures Markets: Comment
by Franckle, Charles T
September 1980, Volume 35, Issue 4
- 863-882 Information Production, Market Signalling, and the Theory of Financial Intermediation
by Campbell, Tim S & Kracaw, William A
- 883-896 Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks
by Sunder, Shyam
- 897-913 Co-Skewness and Capital Asset Pricing
by Friend, Irwin & Westerfield, Randolph
- 915-919 On the Direction of Preference for Moments of Higher Order Than the Variance
by Scott, Robert C & Horvath, Philip A
- 921-931 Stock Market Return Expectations: Some General Properties
by Lakonishok, Josef
- 933-949 Predictive Ability and Descriptive Validity of Earnings Forecasting Models
by Deschamps, Benoit & Mehta, Dileep R
- 951-957 Affiliated Bank Performance and the Simultaneity of Financial Decision-Making
by Graddy, Duane B & Kyle, Reuben, III
- 959-971 A Microeconomic Model of Federal Home Loan Mortgage Corporation Activity
by Rosen, Kenneth T & Bloom, David E
- 973-980 Relationships between the Two Sides of the Balance Sheet: A Canonical Correlation Analysis
by Stowe, John D & Watson, Collin J & Robertson, Terry D
- 981-999 The Cost of Capital and U.S. Capital Investment: A Test of Alternative Concepts
by Elliott, J Walter
- 1001-1016 An Analysis of Risk and Return Characteristics of Corporate Bankruptcy Using Capital Market Data
by Aharony, Joseph & Jones, Charles P & Swary, Itzhak
- 1017-1026 Ratio Stability and Corporate Failure
by Dambolena, Ismael G & Khoury, Sarkis J
- 1027-1031 Nontransferable Interest-Bearing National Debt
by Bryant, John
- 1033-1037 Corporate Debt and Corporate Taxes: An Extension
by Conine, Thomas E, Jr
- 1039-1043 Back on the Track with the Efficient Markets Hypothesis
by Losey, Robert L & Talbott, John C, Jr
- 1045-1047 On Forecasting Long-Term Interest Rates: Is the Success of the No-Change Prediction Surprising?
by Pesando, James E
- 1049-1050 Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates-A Reply
by Elliott, J Walter & Baier, J R
- 1051-1054 Future Investment Opportunities and the Value of the Call Provision on a Bond: Comment
by Aivazian, Varouj A & Callen, Jeffrey L
- 1055-1056 Future Investment Opportunities and the Value of the Call Provision on a Bond: Reply
by Bodie, Zvi & Taggart, Robert A, Jr
June 1980, Volume 35, Issue 3
- 627-643 Capital Asset Prices and the Temporal Resolution of Uncertainty
by Epstein, Larry G & Turnbull, Stuart M
- 645-659 Taxes and Corporate Capital Structure in an Incomplete Market
by Taggart, Robert A, Jr
- 661-673 The Constant Elasticity of Variance Model and Its Implications for Option Pricing
by Beckers, Stan
- 675-684 A Dynamic Equilibrium for the Ross Arbitrage Model
by Ohlson, James A & Garman, Mark B
- 685-691 General Risk Aversion and Attitude towards Risk
by Amihud, Yakov
- 693-716 Valuation of Underwriting Agreements for UK Rights Issues
by Marsh, Paul
- 717-727 The Demand for Tax-Exempt Securities by Financial Institutions
by Hendershott, Patric H & Koch, Timothy W
- 729-751 A Theory of Common Stock Returns over Trading and Non-Trading Periods
by Oldfield, George S, Jr & Rogalski, Richard J
- 753-768 An Analysis of the Portfolio Behavior of Black-Owned Commercial Banks
by Bates, Timothy M & Bradford, William D
- 769-777 Economies of Scale in Credit Unions: Further Evidence
by Wolken, John D & Navratil, Frank J
- 779-785 The Demand for Money by Firms: The Stability and Other Issues Reexamined
by Ungar, Meyer & Zilberfarb, Benzion
- 787-794 Money Demand and Foreign Exchange Risk: The German Case, 1972-1976
by Akhtar, M A & Putnam, Bluford H
- 795-798 Stochastic Demand, Output and the Cost of Capital: A Clarification
by Booth, Laurence D
- 799-800 The Rate of Return on New Investment in the UK
by Hodges, S D & Brealey, R A
- 801-805 A Comment on "Nonmember Banks and Empirical Measures of the Variability of Reserves and Money: A Theoretical Appraisal"
by Starleaf, Dennis R
- 807-807 Nonmember Banks and Monetary Control: Reply
by Kopecky, Kenneth J
May 1980, Volume 35, Issue 2
- 221-234 Market Incompleteness and Divergences between Forward and Future Interest Rates
by Kane, Edward J
- 235-248 On the Dynamic Behavior of Prices in Disequilibrium
by Beja, Avraham & Goldman, M Barry
- 249-257 Implications of Microstructure Theory for Empirical Research on Stock Price Behavior
by Cohen, Kalman J, et al
- 259-267 On Dealer Markets under Competition
by Ho, Thomas & Stoll, Hans R
- 267-268 Discussion [On Dealer Markets under Competition]
by Van Horne, James C
- 269-281 The Relative Efficiency of Various Portfolios: Some Further Evidence
by Blume, Marshall E
- 281-283 Discussion [The Relative Efficiency of Various Portfolios: Some Further Evidence]
by Banz, Rolf W
- 285-301 Tests of the Black-Scholes and Cox Call Option Valuation Models
by MacBeth, James D & Merville, Larry J
- 301-303 Discussion [Tests of the Black-Scholes and Cox Call Option Valuation Models]
by Manaster, Steven
- 305-319 Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes
by Masulis, Ronald W
- 319-321 Discussion [Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes]
by Downes, David
- 323-334 Disclosure Laws and Takeover Bids
by Grossman, S J & Hart, O D
- 335-344 Distinguishing Beliefs and Preferences in Equilibrium Prices
by Kraus, Alan & Sick, Gordon A
- 344-346 Discussion [Distinguishing Beliefs and Preferences in Equilibrium Prices]
by Allen, Beth
- 347-358 The Effect of Fuel Adjustment Clauses on the Systematic Risk and Market Values of Electric Utilities
by Clarke, Roger G
- 359-368 Admissible Rate Bases, Fair Rates of Return and the Structure of Regulation
by Greenwald, Bruce C
- 369-383 On the CAP M Approach to the Estimation of a Public Utility's Cost of Equity Capital
by Litzenberger, Robert & Ramaswamy, Krishna & Sosin, Howard
- 383-385 Financial Issues for Regulated Firms: Discussion
by Bower, Richard S
- 385-387 Financial Issues for Regulated Firms: Discussion
by Marshall, William
- 389-403 An Analysis of Variable Rate Loan Contracts
by Cox, John C & Ingersoll, Jonathan E, Jr & Ross, Stephen A
- 405-417 Conditional Predictions of Bond Prices and Returns
by Brennan, Michael J & Schwartz, Eduardo S
- 417-419 Discussion [Conditional Predictions of Bond Prices and Returns]
by Schaefer, Stephen M
- 421-435 Equilibrium Term Structure Models: Test Methodology
by Marsh, Terry
- 435-438 Discussion [Equilibrium Term Structure Models: Test Methodology]
by Breeden, Douglas T
- 439-449 Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing
by Constantinides, George M & Scholes, Myron S
- 450-452 Discussion [Optimal Liquidation of Assets in the Presence of Personal Taxes: Implications for Asset Pricing]
by Richard, Scott F
- 453-464 Leverage and Dividend Irrelevancy under Corporate and Personal Taxation
by DeAngelo, Harry & Masulis, Ronald W
- 465-467 Discussion [Leverage and Dividend Irrelevancy under Corporate and Personal Taxation]
by McConnell, John J
- 469-482 Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium
by Litzenberger, Robert H & Ramaswamy, Krishna
- 482-485 Discussion [Dividends, Short Selling Restrictions, Tax-Induced Investor Clienteles and Market Equilibrium]
by Hess, Patrick J
- 487-498 Hedging and Joint Production: Theory and Illustrations
by Anderson, Ronald W & Danthine, Jean-Pierre
- 498-501 Discussion [Hedging and Joint Production: Theory and Illustrations]
by Rausser, Gordon C
- 503-520 Consumption Risk in Futures Markets
by Breeden, Douglas T
- 521-533 Externalities and Financial Reporting
by Foster, George
- 534-535 Discussion [Externalities and Financial Reporting]
by Baiman, Stanley
- 537-547 Toward a Theory of Financial Accounting
by Ohlson, James A & Buckman, A Gregory
- 547-551 Discussion [Toward a Theory of Financial Accounting]
by Wolfson, Mark A
- 553-565 Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis
by Sunder, Shyam
- 565-568 Discussion [Corporate Capital Investment, Accounting Methods and Earnings: A Test of the Control Hypothesis]
by Zimmerman, Jerold L
- 569-580 Towards Indices of Real Estate Value and Return
by Hoag, James W
- 581-594 Who Should Buy Portfolio Insurance?
by Leland, Hayne E
- 595-596 Discussion [Who Should Buy Portfolio Insurance?]
by Schwartz, Eduardo S
- 597-607 The "Market Model" in Investment Management
by Rudd, Andrew & Rosenberg, Barr
- 607-609 Discussion [The "Market Model" in Investment Management]
by McKibben, Walt
March 1980, Volume 35, Issue 1
- 1-12 Qtrly Dividend and Earnings Announcements and Stockholders' Returns: An Empirical Analysis
by Aharony, Joseph & Swary, Itzhak
- 13-21 On the Predictability of Corporate Earnings Per Share Behavior
by Chant, Peter D
- 23-29 Yields on Privately Placed Corporate Bonds
by Zwick, Burton
- 31-47 Retractable and Extendible Bonds: The Canadian Experience
by Ananthanarayanan, A L & Schwartz, Eduardo S
- 49-55 Biased Estimators and Unstable Betas
by Scott, Elton & Brown, Stewart
- 57-70 The Term Structure of Inflationary Expectations and Market Efficiency
by Cargill, Thomas F & Meyer, Robert A
- 71-97 A Multivariate Model of the Term Structure
by Langetieg, Terence C
- 99-117 Taxes, Failure Costs, and Optimal Industry Capital Structure: An Empirical Test
by Flath, David & Knoeber, Charles R
- 119-127 Taxes and the Optimal Capital Structure of the Firm
by Schneller, Meir I
- 129-136 Deposit Ceilings and the Efficiency of Financial Intermediation
by Spellman, Lewis J
- 137-150 Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information
by Pettway, Richard H & Sinkey, Joseph F, Jr
- 151-158 The Geometric Mean and Stochastic Dominance
by Jean, William H
- 159-171 Empirical Studies in Portfolio Performance Using Higher Degrees of Stochastic Dominance
by Tehranian, Hassan
- 173-176 Speculation and the Forward Foreign Exchange Rate: A Note
by Callier, Philippe
- 177-180 A Note on Inflation, Taxation and Investment Returns
by Cross, Stephen M
- 181-189 Further Evidence on the Value of A Priori Information
by Smith, Gary
- 191-195 Bond Refunding Reconsidered: Comment
by Livingston, Miles
- 197-200 Bond Refunding Recondsidered: Reply
by Ofer, Aharon R & Taggart, Robert A
- 201-202 Horse Racing: Testing the Efficient Markets Model: Comment
by Vannebo, Olav
December 1979, Volume 34, Issue 5
- 1093-1110 Two-State Option Pricing
by Rendleman, Richard J, Jr & Bartter, Brit J
- 1111-1127 Path Dependent Options: "Buy at the Low, Sell at the High"
by Goldman, M Barry & Sosin, Howard B & Gatto, Mary Ann
- 1129-1139 Currency Options Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign Earnings
by Feiger, George M & Jacquillat, Bertrand
- 1141-1155 Put-Call Parity and Market Efficiency
by Klemkosky, Robert C & Resnick, Bruce G
- 1157-1172 A Proposal for Indexes for Traded Call Options
by Galai, Dan
- 1173-1186 An Empirical Examination of the Black-Scholes Call Option Pricing Model
by MacBeth, James D & Merville, Larry J
- 1187-1200 The Efficacy of Trading Suspensions: A Regulatory Action Designed to Prevent the Exploitation of Monopoly Information
by Kryzanowski, Lawrence
- 1201-1210 Heteroscedasticity, R2 and Thin Trading on the Toronto Stock Exchange
by Fowler, David J & Rorke, C Harvey & Jog, Vijay M
- 1211-1220 Utility Bond Rates and Tax Normalization
by Berndt, Ernst R & Sharp, Karen Chant & Watkins, G Campbell
- 1221-1229 Mean-Variance Efficient Sets and Expected Utility
by Meyer, Jack
- 1231-1242 Evaluating and Comparing Projects: Simple Detection of False Alarms
by Pratt, John W & Hammond, John S, III
- 1243-1250 Mutual Fund Systematic Risk for Bull and Bear Markets: An Empirical Examination
by Fabozzi, Frank J & Francis, Jack C
- 1251-1254 A Note on Capital Budgeting Techniques and the Reinvestment Rate
by Meyer, Richard L
- 1255-1261 A Note on the Impact of FHLB Advances on the Cost and Availability of Funds at S&Ls
by Halloran, John A
- 1263-1269 A Note on Information in the Loan Evaluation Process
by Stanhouse, Bryan & Sherman, Larry
- 1271-1272 Time-Variance Relationship: Evidence on Correlation in Common Stock Returns: Comment
by Schneller, Meir I
- 1273-1275 On Time-Variance Analysis: Reply
by Schwartz, Robert A & Whitcomb, David K
September 1979, Volume 34, Issue 4
- 825-838 Tax Differentials and Callable Bonds
by Boyce, W M & Kalotay, A J
- 839-862 Equity Rights Issues and the Efficiency of the UK Stock Market
by Marsh, Paul
- 863-870 The Impact of Underwriting Method and Bidder Competition upon Corporate Bond Interest Cost
by Sorensen, Eric H
- 871-885 The Search for Information by Underwriters and Its Impact on Municipal Interest Cost
by Benson, Earl D
- 887-893 Sinking Funds and the Cost of Corporate Debt
by Dyl, Edward A & Joehnk, Michael D
- 895-914 The Efficiency of the Treasury Bill Futures Market
by Rendleman, Richard J, Jr & Carabini, Christopher E
- 915-929 The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model
by Brenner, Menachem
- 931-940 Debt Capacity
by Turnbull, Stuart M
- 941-950 Inflationary Effects in the Capital Investment Process: An Empirical Examination
by Kim, Moon K
- 951-956 Corporate Debt and Corporate Taxes
by Bierman, Harold, Jr & Oldfield, George S, Jr
- 957-963 A Proof of the Existence of "Consensus Beliefs."
by Verrecchia, Robert E
- 965-973 Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey
by Friedman, Benjamin M
- 975-986 Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?
by Elliott, J Walter & Baier, Jerome R
- 987-997 Changes in Federal Reserve Membership: A Risk-Return Profitability Analysis
by D'Antonio, Louis J & Melicher, Ronald W
- 999-1012 Graduated Reserve Requirements and Monetary Control
by Farley, Dennis E & Simpson, Thomas D
- 1013-1017 Underutilization of Forward Markets or Rational Behavior?
by Levi, Maurice D
- 1019-1025 Interest Rates as Predictors of Inflation in a High-Inflation Semi-Industrialized Economy
by Leiderman, Leonardo
- 1027-1030 Risk and Return
by Gehr, Adam K, Jr
- 1031-1039 The Stable Paretian Distribution, Subordinated Stochastic Processes, and Asymptotic Lognormality: An Empirical Investigation
by Upton, David E & Shannon, Donald S
- 1041-1047 Simple Rules for Optimal Portfolio Selection in Stable Paretian Markets
by Bawa, Vijay S & Elton, Edwin J & Gruber, Martin J
- 1049-1054 Discount Points and Housing Prices: Comment
by Colwell, Peter F & Guntermann, Karl L & Sirmans, C F
- 1055-1060 Discount Points and Housing Prices: A Reply
by Brueggeman, William B & Zerbst, Robert H
- 1061-1063 Some Observations on Risk-Adjusted Discount Rates: A Comment
by Celec, Stephen E & Pettway, Richard H
- 1065-1066 Reply to Pettway and Celec [Some Observations on Risk-Adjusted Discount Rates]
by Lewellen, Wilbur G
June 1979, Volume 34, Issue 3
- 577-593 Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk
by Garbade, Kenneth D & Silber, William L
- 595-607 Market Prices vs. Equilibrium Prices: Returns' Variance, Serial Correlation, and the Role of the Specialist
by Goldman, M Barry & Beja, Avraham
- 609-616 Endogenous Marginal Income Tax Rates, Investor Behavior and the Capital Asset Pricing Model
by Singer, Ronald F
- 617-630 The Theoretical Relationship between Systematic Risk and Financial (Accounting) Variables
by Bowman, Robert G
- 631-644 Determinants of Financial Structure: A New Methodological Approach
by Ferri, Michael G & Jones, Wesley H
- 645-658 Testing for a Flat Spectrum on Efficient Market Price Data
by Praetz, Peter D
- 659-674 Market Responses to Federal Reserve Changes in the Initial Margin Requirement
by Grube, R Corwin & Joy, O Maurice & Panton, Don B
- 675-688 A Bayesian Analysis of Project Selection and of Post Audit Evaluations
by Smidt, Seymour
- 689-702 Credit Rationing in the Commercial Loan Market: Estimates of a Structural Model under Conditions of Disequilibrium
by Sealey, C W, Jr
- 703-715 The Ratio of Currency to Demand Deposits in the United States
by Garcia, Gillian & Pak, Simon
- 717-724 Standardized Unexpected Earnings--1971-77
by Latane, Henry A & Jones, Charles P
- 725-731 Comparative Costs of Competitive and Negotiated Underwritings in the State and Local Bond Market
by Joehnk, Michael D & Kidwell, David S
- 733-741 Interest Rates and Inflationary Expectations: Tests for Structural Change, 1952-1976
by Holmes, Alexander B & Kwast, Myron L
- 743-749 The Relationship between Stock Market Returns and Rates of Inflation
by Firth, Michael
- 751-760 The Risk Structure of Interest Rates and the Penn-Central Crisis
by Kidwell, David S & Trzcinka, Charles A
- 761-776 An Analysis of the Forecast Error Impact of Alternative Beta Adjustment Techniques and Risk Classes
by Eubank, Arthur A, Jr & Zumwalt, J Kenton
- 777-786 Aspects of the Production of Significant Financial Research
by Ederington, Louis H
- 787-789 Foreign Exchange Market Efficiency under Flexible Exchange Rates: Comment
by Miles, Marc A & Wilford, D Sykes
- 791-793 Foreign Exchange Market Efficiency under Flexible Exchange Rates: Reply
by Burt, John & Kaen, Fred R & Booth, G Geoffrey
- 795-799 The Effect of Bond Refunding on Shareholder Wealth: Comment
by Laber, Gene
- 801-804 The Effect of Bond Refunding on Shareholder Wealth: Comment
by Livingston, Miles
- 805-809 The Effect of Bond Refunding on Shareholder Wealth: Reply
by Yawitz, Jess B & Anderson, James A
May 1979, Volume 34, Issue 2
- 291-306 The Capital Formation Problem in the United States
by Malkiel, Burton G
- 307-324 The Tax Effects of Investment in Marketable Securities on Firm Valuation
by Scott, James H, Jr
- 325-339 General Equilibrium with Financial Markets: Existence, Uniqueness, and Implications for Corporate Finance
by Benninga, Simon
- 339-342 Financial Markets and Business Finance: Discussion
by Thompson, Rex
- 342-345 Financial Markets and Business Finance: Discussion
by Bhattacharya, Sudipto
- 347-369 Financial Theory and Taxation in an Inflationary World: Some Public Policy Issues
by Hamada, Robert S
- 371-384 Theories of Corporate Debt Policy: A Synthesis
by Chen, Andrew H & Kim, E Han
- 385-386 State-of-the-Art Studies in Financial Theory: Discussion
by Long, John B, Jr
- 386-387 State-of-the-Art Studies in Financial Theory: Discussion
by Schwartz, Eduardo S
- 389-399 An Immunization Strategy Is a Minimax Strategy
by Bierwag, G O & Khang, Chulsoon
- 401-413 On Contingent Claims That Insure Ex-post Optimal Stock Market Timing
by Goldman, M Barry & Sosin, Howard B & Shepp, Lawrence A
- 413-414 Capital Market Theory: Discussion
by Benninga, Simon
- 415-427 Foreign Exchange Rate Forecasting Techniques: Implications for Business and Policy
by Goodman, Stephen H
- 429-436 Nonparametric Estimates of LDC Repayment Prospects
by Fisk, Charles & Rimlinger, Frank
- 436-438 New Techniques for Assessing International Risk: Discussion
by Aliber, Robert Z
- 439-450 Macroinformation and the Variability of Stock Market Prices
by Castanias, Richard P, II
- 451-465 Specification Tests for Portfolio Regression Parameter Stationarity and the Implications for Empirical Research
by Kon, Stanley J & Lau, W Patrick
- 465-469 Empirical Research on Capital Markets: Discussion
by Fielitz, Bruce D
- 470-472 Empirical Research on Capital Markets: Discussion
by Pettit, R Richardson
- 473-484 Burnsian Monetary Policy: Eight Years of Progress?
by Poole, William
- 485-496 The Political Economy of Arthur Burns
by Pierce, James L
- 496-498 Monetary Policy: Assessing the Burns Years: Discussion
by Jordan, Jerry L
- 498-501 Monetary Policy: Assessing the Burns Years: Discussion
by Lombra, Raymond E
- 501-504 Monetary Policy: Assessing the Burns Years: Discussion
by Mayer, Thomas
- 505-516 Anti-Diversification or Optimal Programmes for Infrequently Revised Portfolios
by Goldman, M Barry
- 517-529 Dynamics of Borrower-Lender Interaction: Partitioning Final Payoff in Venture Capital Finance
by Cooper, Ian A & Carleton, Willard T
- 529-531 Multiperiod Financial Models: Discussion
by Buser, Stephen A
Printed from https://ideas.repec.org/s/bla/jfinan17.html