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Rationally Expected Externalities: The Implications for Optimal Waste Discharge and Recycling
Somerville, R.A., (2012)
CONTENT ARTICLES IN ECONOMICS - On the Endogeneity of the Mean-Variance Efficient Frontier - The endogeneity of the efficient frontier in the mean-variance model of portfolio selection is commonly obscured in textbooks. The authors demonstrate this endogeneity and discuss the impact of parameter changes on the mean-variance efficient frontier and on the beta coefficients of individual assets.
Somerville, R.A., (2002)
Banker judgement versus formal forecasting models: The case of country risk assessment
Somerville, R.A., (1995)