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 3, issue 4, 1968

Alternative Procedures for Revising Investment Portfolios** pp. 371-403

Keith V. Smith

Homogeneous Risk Measures and the Construction of Composite Assets pp. 405-413

William Breen

Risk and the Addition of Debt to the Capital Structure pp. 415-426

Harold Bierman

A Note on the Application of Linear Programming to Capital Budgeting pp. 427-431

Peter Lusztig and Bernhard Schwab

A Note on the Payback Method** pp. 433-443

Haim Levy

Adjusting for Risk in the Capital Budget of a Growth-Oriented Company pp. 445-461

Donald E. Vaughn and Hite Bennett

A Mathematical Model for Re-Acquisition of Small Shareholdings pp. 463-469

Wayne S. Marshall and Alan E. Young

Bias in the Measurement of Technical Change** pp. 471-477

Romesh K. Diwan

Valuation Under Uncertainty: Comment pp. 479-483

Alexander A. Robichek and Stewart C. Myers

Papers and Proceedings of the Fourth Annual Meeting of the Western Finance Association pp. 485-495

Anonymous

Volume 3, issue 3, 1968

Introduction pp. 231-233

Stephen H. Archer

A New Look at the Random Walk Hypothesis pp. 235-261

Seymour Smidt

Stock Price Behavior and Trading*** pp. 263-281

Alan Seelenfreund, George G. C. Parker and James C. Van Horne

Short Trading Activities and the Price of Equities: Some Simulation and Regression Results** pp. 283-298

Thomas H. Mayor

An Analysis of the Advance-Decline Line as a Stock Market Indicator pp. 299-314

Alan J. Zakon and James C. Pennypacker

Monthly Moving Averages—An Effective Investment Tool?** pp. 315-326

F. E. James

The Random Walk Hypothesis, Portfolio Analysis and the Buy-and-Hold Criterion** pp. 327-342

John L. Evans

Theory of Option Strategy Under Risk Aversion pp. 343-358

W. H. Hausman and W. L. White

Management of Financial Institutions: Notes and Cases. Alexander A. Robichek and Alan B. Coleman. New York: Holt, Rinehart and Winston, 1967. $12.95 pp. 359-361

Paul F. Jessup

The Capital Gains Tax and the Corporation Tax. A. R. Prest. London: Woolwich Economic Papers, Number 11, 1967. 3s.6d. 22 pages pp. 361-363

Alfred L. Kahl

Mathematics and Computers in Soviet Economic Planning. John P. Hardt, Marvin Hoffenberg, Norman Kaplan, and Herbert S. Levine (editors and coordinators), New Haven: Yale University Press, 1967. 298 + xxii pages pp. 363-366

Richard Roll

Volume 3, issue 2, 1968

Continuous Financial Processes pp. 113-133

R. E. Beckwith

A Chance-Constrained Approach to Urban Renewal Decisions** pp. 135-150

James C. T. Mao and Roger L. Wright

Using Investment Portfolios to Change Risk** pp. 151-156

Harold Bierman

The Deferred Call Provision and Corporate Bond Yields** pp. 157-169

Frank C. Jen and James E. Wert

Stock Evaluation Theory: Classification, Reconciliation, and General Model pp. 171-204

William R. Sloane and Arnold Reisman

A Note on the Liquidity and Stabilization Effects of Savings Deposits pp. 205-213

Ronald W. Conley

Determinants of Underwriters' Spreads on Tax-Exempt Bond Issues: Comment** pp. 215-224

Morris Mendelson

The Valuation of Stock Options: Comment pp. 225-226

A. James Boness

Reply to Comments of A. James Boness pp. 227-228

Harold Bierman

1968 Annual Meeting Program—Western Finance Association pp. 229-230

Anonymous

Volume 3, issue 1, 1968

A Time-State-Preference Model of Security Valuation** pp. 1-33

Stewart C. Myers

Measurement of Investment Performance pp. 35-57

Robert A. Levy

Yield-Risk Measurements of the Performance of Common Stocks pp. 59-74

Robert M. Soldofsky and Roger Biderman

Marketability, Default Risk, and Yields on Money Market Instruments** pp. 75-85

Nevins D. Baxter

A Cross-Section Analysis of Demand Deposit Variability** pp. 87-95

Neil B. Murphy

Branch Banking and Risk pp. 97-107

Richard F. Wacht

Errata pp. 108-108

Anonymous

Volume 2, issue 4, 1967

A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls pp. 339-364

R. Byrne, A. Charnes, W. W. Cooper and K. Kortanek

Factors that Affect Mutual Fund Growth pp. 365-382

F. B. Allerdice and D. E. Farrar

The Dynamic Characteristics of Chow's Model: A Simulation Study** pp. 383-397

Enrique Arzac

The Optimal Credit Acceptance Policy pp. 399-415

Carl C. Greer

“Homemade” Diversification vs. Corporate Diversification pp. 417-420

Richard R. West

Papers and Proceedings of the Third Annual Meeting of the Western Finance Association pp. 421-441

Anonymous

Volume 2, issue 3, 1967

Measuring Corporate Profit Opportunities pp. 225-240

Willard T. Carleton and Eugene M. Lerner

Determinants of Underwriters' Spreads on Tax Exempt Bond Issues** pp. 241-263

Richard R. West

Optimizing Models of After-Tax Earnings Incorporating Depletion Allowances pp. 265-297

Daniel Teichroew, William Lesso, Kevin Rice and Gordon Wright

Some Additional Estimates of the Liquidity Preference Function for the United States** pp. 299-312

Robert Haney Scott

Valuation Under Uncertainty** pp. 313-325

Houng-Yhi Chen

The Valuation of Stock Options** pp. 327-335

Harold Bierman

Volume 2, issue 2, 1967

Portfolio Analysis pp. 76-84

William Sharpe

A Survey and Comparison of Portfolio Selection Models** pp. 85-106

Buckner A. Wallingford

Efficient Portfolio Selection for Pareto-Lévy Investments** pp. 107-122

Paul Samuelson

Portfolio Balance Models in Perspective: Some Generalizations That Can Be Derived from the Two-Asset Case** pp. 123-149

Edward F. Renshaw

The Ruin Problem in Multiple Line Insurance A Simplified Model** pp. 150-165

Alfred E. Hofflander and Richard M. Duvall

Portfolio Selection in Financial Intermediaries: A New Approach pp. 166-199

Jacob B. Michaelsen and Robert C. Goshay

An Amendment to the Note on the Cost of Debt pp. 200-201

Glen A. Mumey

Liquidity Preference of Commercial Banks. By George R. Morrison. Chicago: University of Chicago Press, 1966. $7.50 pp. 202-206

Case M. Sprenkle

Credit Unions: Theory and Practice. By Jack Dublin. Detroit: Wayne State University Press, 1966. $1.95 pp. 206-208

John T. Croteau

Toward Economic Stability. By Maurice W. Lee. New York: John Wiley & Sons, Inc., 1966. $4.95, $1.95 paper pp. 208-212

Burnham O. Campbell

The Currency and Financial System of Mainland China. By Tadao Miyashita. (English translation by J. R. McEwen) Institute of Asian Economic Affairs, Seattle, Washington, University of Washington Press, 1966, $9.50 pp. 212-217

Yuan-li Wu

Econometric Models and Methods. By Carl F. Christ. New York: John Wiley & Sons, Inc., 1966. $14.95 pp. 217-218

A. Page

Abstract of Computer Programs pp. 219-219

Anonymous

1967 Annual Meeting Western Finance Association pp. 220-221

Anonymous

Volume 2, issue 1, 1967

General Proof that Diversification Pays** pp. 1-13

Paul Samuelson

Earnings Distribution and the Valuation of Shares: Some Recent Evidence** pp. 15-30

James J. Diamond

The Application of Optimum-Seeking Techniques to Simulation Studies: A Preliminary Evaluation** pp. 31-51

Robert C. Meier

A Test of the Deposit Relationship Hypothesis pp. 53-59

Neil B. Murphy

Commodities and Computers** pp. 61-73

Vance L. Nimrod and Richard S. Bower

1967 Annual Meeting Western Economic Association pp. 74-74

Anonymous