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SSRN Research Paper Series
The Social Science Research Network’s Research Paper Series includes working papers produced by Stanford GSB the Rock Center.
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The Pricing of Commodity Futures Contracts, Nominal Bonds and Other Risky Assets under Commodity Price Uncertainty
Abstract not available.
The Term Structure of Interest Rates and Restrictions on the Supply of Treasury Securities
Abstract not available.
A Theory of Lateral Integration: Corporate Diversification in Energy
Abstract not available.
A Theory of the Term Structure of Interest Rates
Abstract not available.
Use of Strategies to Reduce Time Pressures: Some Non-Difference Between Working Wives and Non-Working Wives
Abstract not available.
Using Probabilistic Information in Solving Resource Allocation Problems for a Decentralized Firm
This paper formulates a general linear programming problem for a multidivision firm where headquarters possesses probabilistic information regarding each division’s opportunities. It is assumed that headquarters is willing to risk implementing a…
Verbal Reports About Subjective Evaluation Strategies
Abstract not available.
An Adjustment to the Norman-White Approach to Approximating Dynamic Programs
This note considers an adjustment to the Norman-White approach of approximating stochastic dynamic programs by using expectations: The expectations are used only in approximating the transition mechanism. The original expected returns are left…
An Improved Method for Comparing Rank Order Preferences of Two Groups of Consumers
Ryans recently proposed a number of measures that could be used to determine the degree of agreement between sets of preference rankings from two separate groups of consumers. The most satisfactory of these measures required burdensome…
An Inter-Industry Approach to Econometric Cost of Capital Estimation
Abstract not available.
Analysis and Comparison of the Lens and Bayesian Information Processing Paradigms
Two basic paradigms have been used by accounting researchers to model and evaluate financial judgments; the Brunswick Lens and Bayesian paradigms. In this paper we analyze and compare the Lens Bayesian paradigms in terms of the typical questions…
Applications of the Operator Theory of Parametric Programming for the Transportation and Generalized Transportation Problems
Many operations research problems can be modelled as the transportation problem (TP) or generalized transportation problem (GTP) of linear programming together with parametric programming of the rim conditions (warehouse availabilities and market…
Arts Plan. A Model Based System for Use in Planning a Performing Arts Series
This paper is concerned with the application of marketing and management science to some of the problems involved in managing a series of performing arts presentations. Although some of the decisions are largely “artistic” and not subject to…
Behavior of Default-Risk Premiums for Corporate Bonds and Commercial Paper
Abstract not available.
Cognitive Responses To Mass Media Advocacy And Cognitive Choice Processes
Abstract not available.
Common Stock Price Adjustments to Rating Changes: A Methodological Emphasis
Three methodological perspectives are used to investigate the common stock price response to the bond reclassifications of 180 New York Stock Exchange firms for the period 1960-1975. They comprise a (traditional) residuals approach, a…
Common Stocks, Index Linked and Ordinary Bonds, Short Term Interest Rates and Inflation in France, 1960-1975
Rates of return on French common stocks have been below the returns on short-term loans for most holding periods from 1960-75. Furthermore, common stocks have provided negative real returns on average. In contrast, French index linked bonds and…
Communication and Decision Making: A Cross Cultural Study of Japanese and American Companies in the United States and Japan
Based on measures across a variety of dimensions, this paper reports on the communications and decision making practices of Japanese firms operating in Japan and the United States as compared to American firms operating in the United States. The…