Journal of Financial and Quantitative Analysis

1966 - 2025

From Cambridge University Press
Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
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Volume 5, issue 4-5, 1970

Applications of Mathematical Control Theory to Finance: Modeling Simple Dynamic Cash Balance Problems pp. 381-394

Suresh Sethi and Gerald L. Thompson

Corporate Investment Criteria and the Valuation of Risk Assets pp. 395-419

Robert H. Litzenberger and Alan P. Budd

Optimal Credit Policy Selection: A Dynamic Approach pp. 421-444

Dileep Mehta

A Simulation Analysis of Causal Relationships within the Cash Flow Process pp. 445-467

Norman L. Chervany

Operationalism in Finance and Economics pp. 469-495

Richard S. Bower and John M. Scheidell

An Introduction to Risk and Return from Common Stocks. By Richard A. Brealey (Cambridge, Mass.: The M.I.T. Press, 1969) pp. 501-503

Richard Roll

Volume 5, issue 3, 1970

A Model of Information Diffusion, Stock Market Behavior, and Equilibrium Price pp. 279-296

A. James Boness and Frank C. Jen

Expected Growth, Required Return, and the Variability of Stock Prices pp. 297-307

Robert A. Haugen

Small Business and the New Issues Market for Equities pp. 309-322

Hans Stoll and Anthony J. Curley

A Test of the Impact of Branching on Deposit Variability pp. 323-327

Louis H. Lauch and Neil B. Murphy

Commercial Bank Liability Management and Monetary Control pp. 329-339

Ward Theilman

The Student's t Test in Multiple Regression under Simple Collinearity pp. 341-351

Bruae Cohen and Damodar Gujarati

Computer-Assisted Economics pp. 353-366

William Sharpe

A Further Note on the Cost Implications of Fluctuating Demand pp. 369-376

V. Smith and Joseph J. Seneca

A Note on Abandonment Value and Capital Budgeting pp. 377-379

Bernard Schwab and Peter Lusztig

Volume 5, issue 2, 1970

An Induced Theory of the Firm Under Risk: The Pure Mutual Fund pp. 155-178

Nils H. Hakansson

An Empirical Study of the Risk-Return Hypothesis Using Common Stock Portfolios of Life Insurance Companies pp. 179-185

James Gentry and John Pike

Some Comments on Short-Run Earnings Fluctuation Bias pp. 187-201

Charles E. Edwards and James G. Hilton

Bank Portfolio Selection pp. 203-227

Joel Fried

Interstate Differences in Mortgage Lending Risks: An Analysis of the Causes pp. 229-242

George von Furstenberg

The Discount Rate Problem in Capital Rationing Situations: Comment pp. 245-260

A. Geoffrey Lockett and Cyril Tomkins

The Discount Rate Problem in Capital Rationing Situations: Reply pp. 261-261

Peter Lusztig and Bernhard Schwab

Diversification and the Reduction of Dispersion: A Note pp. 263-264

G. A. Whitmore

Calculation of Tax Effective Yields for Discount Instruments pp. 265-273

J. W. Colin and Richard J. Bayer

Volume 5, issue 1, 1970

Aggregate Performance of Mutual Funds, 1948–1967 pp. 1-32

Robert S. Carlson

Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk pp. 33-62

Peter Tinsley

Relative Effectiveness of Efficiency Criteria for Portfolio Selection pp. 63-76

Haim Levy and Giora Hanoch

Portfolio Balancing Corporate Assets and Liabilities with Special Application to Insurance Management pp. 77-104

Clement G. Krouse

Market Demand Curve for Common Stock and the Maximization of Market Value pp. 105-114

G. A. Whitmore

Simulating Securities Markets Operations: Some Examples, Observations, and Comments pp. 115-137

Richard R. West

Estimating Frequency Functions from Limited Data pp. 139-148

Keith C. Brown

International Financial Management. By David B. Zenoff and Jack Zwick (Englewood Cliffs, N.J.: Prentice-Hall, Inc., 1969), $10.00 pp. 149-152

Gunter Dufey

Volume 4, issue 5, 1970

An Examination of the Operating Efficiency of Three Financial Intermediaries pp. 541-557

Joseph M. Burns

Evaluating Liquidity Under Conditions of Uncertainty in Mutual Savings Banks pp. 559-568

Neil B. Murphy and Harry Weintrob

Some Observations on the Operations of Foreign Banks in California pp. 569-579

Peter Van den Dool

Homogeneous Groups and the Testing of Economic Hypotheses pp. 581-602

Edwin J. Elton and Martin J. Gruber

Common Stock Price Volatility Measures and Patterns pp. 603-625

Edward Altman and Robert A. Schwartz

Development of a Linear Programming Model for the Analysis of Merger/Acquisition Situations pp. 627-642

Donald H. Woods and Thomas A. Caverly

Conglomerate Mergers and Optimal Investment Policy pp. 643-656

David L. Shapiro

Models of Capital Budgeting, E-V VS E-S* pp. 657-675

James C. T. Mao

Risk-Return Relationships in Regional Securities Markets pp. 677-695

Roger B. Upson and Paul F. Jessup

Investing in New Intrastate Issues of Common Stock pp. 697-706

Thomas E. Stitzel

Proceedings of WFA Meeting, August 21, 1969 pp. 707-708

Anonymous

Volume 4, issue 4, 1969

The Aggregation of Investor's Diverse Judgments and Preferences in Purely Competitive Security Markets pp. 347-400

John Lintner

Risk Disposition and the Separation Property in Portfolio Selection† pp. 401-416

Nils H. Hakansson

Risk-Return Measurement in Portfolio Selection and Performance Appraisal Models: Progress Report† pp. 417-447

Richard S. Bower and Ronald F. Wippern

Risk-Return Measures of Ex Post Portfolio Performance† pp. 449-471

Keith V. Smith and Dennis A. Tito

Risk, Ruin and Investment Analysis pp. 473-492

Robert E. Machol and Eugene M. Lerner

On the Risk-Return Trade-off in the Valuation of Assets† pp. 493-512

Michael Adler

Risk and the Value of Securities† pp. 513-538

Alexander A. Robichek

Volume 4, issue 3, 1969

An Exploratory Econometric Model of Financial Markets pp. 233-269

William Breen

Bias in Fitting the Sharpe Model to Time Series Data pp. 271-289

Richard Roll

Short-Run Interest Rate Cycles in the U.S.: 1954–1967** pp. 291-299

Arie Melnik and Alan Kraus

Adjusting for Risk in the Capital Budget of a Growth-Oriented Company: Comment** pp. 301-304

Robert H. Litzenberger and Charles P. Jones

A Myopic Capital Budgeting Model** pp. 305-327

William T. Ziemba

The Optimal Bank Liquidity: A Multi-Period Stochastic Model pp. 329-343

Hans G. Daellenbach and Stephen H. Archer

Volume 4, issue 2, 1969

Mathematical Programming Models for Capital Budgeting—A Survey, Generalization, and Critique** pp. 111-158

Richard H. Bernhard

A Test of the Equivalent-Risk Class Hypothesis pp. 159-177

Nicholas J. Gonedes

Geometric Mean Approximations of Individual Security and Portfolio Performance** pp. 179-199

William E. Young and Robert H. Trent

What's in a Bond Rating** pp. 201-228

Thomas F. Pogue and Robert M. Soldofsky

Volume 4, issue 1, 1969

Equilibrium, Optimum and Prejudices in Capital Markets pp. 1-14

Karl Borch

A Note on Administered Prices with Fluctuating Demand pp. 15-23

John R. McKean

On the Interpretation of Models Explaining Cross Sectional Differences Among Commercial Banks** pp. 25-35

Robert J. Saunders

Commercial Bank Maturity Demand for United States Government Securities and the Determinants of the Term Structure of Interest Rates** pp. 37-52

Laurence Jay Mauer

A Model for Determining Optimal Profit Sharing Plans** pp. 53-63

Christoph Haehling von Lanzenauer

On the Dividend Capitalization Model Under Uncertainty pp. 65-87

Nils H. Hakansson

Liquidity Preference and Stock Market Speculation pp. 89-97

Robert E. Krainer