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The heterogeneous investment horizon and the capital asset pricing model : theory and implications
Lee, Cheng F. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 361-376
Persistent link: https://www.econbiz.de/10001096419
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Securityholder taxes and corporate restructurings
Mauer, David C. - In: Journal of financial and quantitative analysis : JFQA 25 (1990) 3, pp. 341-360
Persistent link: https://www.econbiz.de/10001096421
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Hedging interest rate risk with futures portfolios under full-rank assumptions
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 217-240
Persistent link: https://www.econbiz.de/10001067211
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A performance interpretation of multivariate tests of asset set intersection, spanning, and mean-variance efficiency
Jobson, J. D. - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 2, pp. 185-204
Persistent link: https://www.econbiz.de/10001067239
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Equilibrium under uncertain inflation : a discrete time approach
Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 3, pp. 285-297
Persistent link: https://www.econbiz.de/10001037500
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The relevance of the distributional form of common stock returns to the construction of optimal portfolios
Frankfurter, George M. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 505-511
Persistent link: https://www.econbiz.de/10001043889
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A new linear programming approach to bond portfolio management
Ronn, Ehud I. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 439-466
Persistent link: https://www.econbiz.de/10001043902
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A comparison of single and multifactor portfolio performance methodologies
Chen, Nai-fu - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 4, pp. 401-417
Persistent link: https://www.econbiz.de/10001043905
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Immunizing default-free bond portfolios with a duration vector
Chambers, Donald Robert - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 89-104
Persistent link: https://www.econbiz.de/10001047145
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A put option paradox
Grinblatt, Mark - In: Journal of financial and quantitative analysis : JFQA 23 (1988) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001047155