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SSRN Research Paper Series
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An International Market Model of Security Price Behavior
Abstract not available.
Commercial Banks and Inner City Economic Development: Theory, Comments, and Development of a Model
Abstract not available.
Economic Organization and Inefficiency in the Modern University
Abstract not available.
French Mutual Fund Performance: Evaluation Of Internationally-diversified Portfolios
Abstract not available.
A Sequential Decision Model Of Bargaining Theory
Abstract not available.
Skewness Preference and the Valuation of Risk Assets
Abstract not available.
A State-Preference Model Of Optimal Financial Leverage
Abstract not available.
The Bond Refunding Decision in an Efficient Market
Bond refunding is a zero-sum game against the market. Market efficiency implies that a callable bond is, ex ante, no more or less attractive than a noncallable bond. The decision maker can be presumed to have no superiority over bond investors in…
Two Period Stochastic Programs with Simple Recourse
Stochastic programs are said to have simple recourse if the state vector in each period is uniquely determined once all previous decision and random vectors are known. This paper considers two period problems of this nature. Conditions are…
An Econometric Model of the World Copper Industry
Abstract not available.
A Note on Changes in the Supply of Money, the Firm's Market Value and Cost of Capital
Abstract not available.
A Note on Geometric Mean Portfolio Selection and the Market Prices of Equities
Abstract not available.
Portfolio Theory And Industry Cost Of Capital Estimates
Abstract not available.
Some Implications of Imperfections in International Financial Markets
Abstract not available.
Gold Mining Shares, Gold, And The Stock Market
Abstract not available.