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Table of contents of journal: *Journal of financial and quantitative analysis

Results: 1-25/1379

Authors: Boyle, Phelim P.
Citation: . Boyle, Phelim P., A lattice framework for option pricing with two state variables, Journal of financial and quantitative analysis , 23(1), 1988, pp. 1-12

Authors: Bailey, Warren Stulz, René M.
Citation: . Bailey, Warren et . Stulz, René M., The pricing of stock index options in a general equilibrium model, Journal of financial and quantitative analysis , 24(1), 1989, pp. 1-12

Authors: Archer, Stephen H.
Citation: H. Archer, Stephen, A model for the determination of firm cash balances, Journal of financial and quantitative analysis , 1(1), 1966, pp. 1-11

Authors: Robichek, Alexander A. Myers, Stewart C.
Citation: A. Robichek, Alexander et C. Myers, Stewart, Problems in the theory of optimal capital structure, Journal of financial and quantitative analysis , 1(2), 1966, pp. 1-35

Authors: Grundy, Bruce D. Kim, Youngsoo
Citation: D. Grundy, Bruce et . Kim, Youngsoo, Stock market volatility in a heterogeneous information economy, Journal of financial and quantitative analysis , 37(1), 2002, pp. 1-27

Authors: Beranek, William
Citation: . Beranek, William, The cost of capital, capital budgeting, and the maximization of Shareholder wealth, Journal of financial and quantitative analysis , 10(1), 1975, pp. 1-20

Authors: Penman, Stephen H.
Citation: . Penman, Stephen H., A comparison of the information content of insider trading and management earnings forecasts, Journal of financial and quantitative analysis , 20(1), 1985, pp. 1-17

Authors: Carlson, Robert S.
Citation: S. Carlson, Robert, Aggregate performance of mutual funds, 1948-1967, Journal of financial and quantitative analysis , 5(1), 1970, pp. 1-32

Authors: Bodily, Samuel E. White, Chelsea C.
Citation: . Bodily, Samuel E. et . White, Chelsea C., Optimal consumption and portfolio strategies in a discrete-time model with summary-dependent preferences, Journal of financial and quantitative analysis , 17(1), 1982, pp. 1-14

Authors: McGuigan, James R. King, William R.
Citation: R. Mcguigan, James et . King, William R., Security option strategy under risk aversion: an analysis, Journal of financial and quantitative analysis , 8(1), 1973, pp. 1-15

Authors: Samuelson, Paul A.
Citation: A. Samuelson, Paul, General proof that diversification pays, Journal of financial and quantitative analysis , 2(1), 1967, pp. 1-13

Authors: Hogan, William W. Warren, James M.
Citation: . Hogan, William W. et . Warren, James M., Toward the development of an equilibrium capital-market model based on semivariance, Journal of financial and quantitative analysis , 9(1), 1974, pp. 1-11

Authors: Arditti, Fred D. John, Kose
Citation: . Arditti, Fred D. et . John, Kose, Spanning the state space with options, Journal of financial and quantitative analysis , 15(1), 1980, pp. 1-9

Authors: Borch, Karl
Citation: . Borch, Karl, Equilibrium, optimum and prejudices in capital markets , Journal of financial and quantitative analysis , 4(1), 1969, pp. 1-14

Authors: Huang, C. C. Vertinsky, I. Ziemba, W. T.
Citation: . Huang, C. C. et al., On multiperiod stochastic dominance, Journal of financial and quantitative analysis , 13(1), 1978, pp. 1-13

Authors: John, Kose Reisman, Haim
Citation: . John, Kose et Reisman, Haim, Fundamentals, factor structure, and multibeta models in large asset markets, Journal of financial and quantitative analysis , 26(1), 1991, pp. 1-10

Authors: Heinkel, Robert Zechner, Josef
Citation: . Heinkel, Robert et . Zechner, Josef, The role of debt and preferred stock as a solution to adverse investment incentives, Journal of financial and quantitative analysis , 25(1), 1990, pp. 1-24

Authors: Grauer, Robert R.
Citation: . Grauer, Robert R., A comparison of growth optimal and mean variance investment policies, Journal of financial and quantitative analysis , 16(1), 1981, pp. 1-21

Authors: Jennings, Robert H. Barry, Christopher B.
Citation: . Jennings, Robert H. et . Barry, Christopher B., Information dissemination and portfolio choice, Journal of financial and quantitative analysis , 18(1), 1983, pp. 1-19

Authors: Myers, Stewart C.
Citation: . Myers, Stewart C., A time-state-preference model of security valuation, Journal of financial and quantitative analysis , 3(1), 1968, pp. 1-33

Authors: Sanger, Gary C. McConnell, John J.
Citation: . Sanger, Gary C. et . Mcconnell, John J., Stock exchange listings, firm value, and security market efficiency: the impact of Nasdaq, Journal of financial and quantitative analysis , 21(1), 1986, pp. 1-25

Authors: Denis, Diane K. McConnell, John J.
Citation: K. Denis, Diane et . Mcconnell, John J., International corporate governance, Journal of financial and quantitative analysis , 38(1), 2003, pp. 1-36

Authors: Cho, D. Chinhyung Elton, Edwin J. Gruber, Martin J.
Citation: . Cho, D. Chinhyung et al., On the robustness of the roll and ross arbitrage pricing theory, Journal of financial and quantitative analysis , 19(1), 1984, pp. 1-10

Authors: Mola, Simona Loughran, Tim
Citation: . Mola, Simona et . Loughran, Tim, Discounting and clustering in seasoned equity offering prices, Journal of financial and quantitative analysis , 39(1), 2004, pp. 1-23

Authors: Bhattacharya, Mihir
Citation: . Bhattacharya, Mihir, Price changes of related securities: the case of call options and stocks, Journal of financial and quantitative analysis , 22(1), 1987, pp. 1-15
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