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Portfolio Selection in a Log-Stable Market

Ohlson, James A. - In: Journal of Financial and Quantitative Analysis 10 (1975) 02, pp. 285-298

Persistent link: https://www.econbiz.de/10008476844

The Stationary Distribution of Returns and Portfolio Separation in Capital Markets: A Fundamental Contradiction

Rosenberg, Barr; Ohlson, James A. - In: Journal of Financial and Quantitative Analysis 11 (1976) 03, pp. 393-402

Persistent link: https://www.econbiz.de/10008479689

Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers

Ohlson, James A. - In: Journal of Financial and Quantitative Analysis 14 (1979) 02, pp. 317-336

Persistent link: https://www.econbiz.de/10005139194

A Note on the Representation of Bounded Utility Functions Defined on [a, ∞)

Ohlson, James A.; Kallio, Markku - In: Journal of Financial and Quantitative Analysis 10 (1975) 02, pp. 377-379

Persistent link: https://www.econbiz.de/10008471663

A Comparison of the Information Content of Insider Trading and Management Earnings Forecasts

Penman, Stephen H. - In: Journal of Financial and Quantitative Analysis 20 (1985) 01, pp. 1-17

In this paper, insider trading is viewed as a signal of managements' assessments of firms' future prospects and its information content is compared to that in managements' earnings forecasts. These forecasts are explicit statements of managements' assessments of future prospects. A number of...

Persistent link: https://www.econbiz.de/10005407086