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The Equivalence of Alternative Mean-Variance Capital Budgeting Models.

Senbet, Lemma W; Thompson, Howard E - In: Journal of Finance 33 (1978) 2, pp. 395-401

Persistent link: https://www.econbiz.de/10005687035

Jump-Diffusion Processes and the Term Structure of Interest Rates.

Ahn, Chang Mo; Thompson, Howard E - In: Journal of Finance 43 (1988) 1, pp. 155-74

The term structure is investigated using an extension of the Cox, Ingersoll, and Ross model when state variables and production technologies follow jump-diffusion processes. In the presence of jump diffusions, the authors find: (1) R. Merton's multi-beta CAPM does not hold in general; (2) D....

Persistent link: https://www.econbiz.de/10005691857

Time Series Analysis of Interest Rates: Some Additional Evidence.

Brick, John R; Thompson, Howard E - In: Journal of Finance 33 (1978) 1, pp. 93-103

Persistent link: https://www.econbiz.de/10005214175

A Note on the Value of Rights in Estimating the Investor Capitalization Rate.

Thompson, Howard E - In: Journal of Finance 28 (1973) 1, pp. 157-60

Persistent link: https://www.econbiz.de/10005214436

Some Aspects of Equilibrium for a Cross-section of Firms Signalling Profitability with Dividends: A Note.

Makhija, Anil K; Thompson, Howard E - In: Journal of Finance 41 (1986) 1, pp. 249-53

Persistent link: https://www.econbiz.de/10005303024