Working Papers

These papers are working drafts of research which often appear in final form in academic journals. The published versions may differ from the working versions provided here.

Academic Area
Centers & Initiatives
Results for

A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities

A. P. Budd, Robert H. Litzenberger
1971

Abstract not available.

Parallel Trading By Institutional Investors

Alan Kraus, Hans R. Stoll
1971

Abstract not available.

Portfolio Theory And Industry Cost Of Capital Estimates

Robert H. Litzenberger, C.U. Rao
1971

Abstract not available.

Price Impacts of Block Trading on the NYSE

Alan Kraus, Hans R. Stoll
1971

Abstract not available.

Risk, Market Sensitivity and Diversification

William F. Sharpe
1971

Abstract not available.

Secular Trends in Risk Premiums

Robert H. Litzenberger, A. P. Budd
1971

Abstract not available.

Some Implications of Imperfections in International Financial Markets

Richard A. Cohn, John J. Pringle
1971

Abstract not available.

Gold Mining Shares, Gold, And The Stock Market

Jack McDonald, Bruno Solnik
1970

Abstract not available.