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There are 2333 results for: content related to: Explaining the Poor Performance of Consumption-based Asset Pricing Models

  1. Should Investors Avoid All Actively Managed Mutual Funds? A Study in Bayesian Performance Evaluation

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 45–85, Klaas P. Baks, Andrew Metrick and Jessica Wachter

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00319

  2. CAPITAL MARKET EQUILIBRIUM FOR A CLASS OF HETEROGENEOUS EXPECTATIONS IN A TWO-PARAMETER WORLD

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 1–15, Nicholas J. Gonedes

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03191.x

  3. CORPORATE BANKRUPTCY AND CONGLOMERATE MERGER

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 93–113, Robert C. Higgins and Lawrence D. Schall

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03162.x

  4. A MULTIPERIOD ADJUSTMENT MODEL FOR THE FIRM'S CAPITAL STRUCTURE

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 75–91, Baruch Lev and Dov Pekelman

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03161.x

  5. DETERMINANTS OF THE UNITED STATES CURRENCY-DEMAND DEPOSIT RATIO

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 57–74, William E. Becker Jr.

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03160.x

  6. OPTIMAL SPECULATION AGAINST AN EFFICIENT MARKET

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 49–61, Jeffrey F. Jaffe and Robert L. Winkler

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03195.x

  7. OPTIMAL INTERNATIONAL ACQUISITIONS

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 1–19, Michael Adler and Bernard Dumas

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03157.x

  8. INTEGRAL CONSTRAINTS AND AGGREGATION IN AN INVENTORY MODEL OF MONEY DEMAND

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 77–88, Robert J. Barro

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03198.x

  9. A BAYESIAN MODEL FOR PORTFOLIO SELECTION AND REVISION

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 179–192, Robert L. Winkler and Christopher B. Barry

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03169.x

  10. SOME CONSEQUENCES OF THE VALUATION MODEL WHEN EXPECTATIONS ARE TAKEN TO BE OPTIMUM FORECASTS

    The Journal of Finance

    Volume 30, Issue 1, March 1975, Pages: 135–145, Clive W. J. Granger

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1975.tb03165.x

  11. THE DEMAND FOR MONEY BY FIRMS: EXTENSIONS OF ANALYTIC RESULTS

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 735–759, Merton H. Miller and Daniel Orr

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00314.x

  12. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 1–43, John Y. Campbell, Martin Lettau, Burton G. Malkiel and Yexiao Xu

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00318

  13. STOCK PRICE DEPENDENCIES AND THE VALUATION OF RISKY ASSETS WITH DISCONTINUOUS TEMPORAL RETURNS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1437–1448, Jeffrey F. Jaffe and Larry J. Merville

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03126.x

  14. MONETARY POLICY AND BANKING PROFITS

    The Journal of Finance

    Volume 31, Issue 1, March 1976, Pages: 89–101, Stuart I. Greenbaum, M. Ali Mukhtar and Randall C. Merris

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1976.tb03199.x

  15. COMMERCIAL BANK RESERVE MANAGEMENT IN A STOCHASTIC MODEL: IMPLICATIONS FOR MONETARY POLICY

    The Journal of Finance

    Volume 23, Issue 5, December 1968, Pages: 769–791, William Poole

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb00316.x

  16. ON THE EFFECTS OF STATUTORY INTEREST RATE CEILINGS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1383–1395, Kenneth L. Avio

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03121.x

  17. THE REFUNDING DECISION IN NEAR PERFECT MARKETS

    The Journal of Finance

    Volume 29, Issue 5, December 1974, Pages: 1467–1477, Richard Kolodny

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03128.x

  18. CORRECTING THE YIELD CURVE: A RE-INTERPRETATION OF THE DURATION PROBLEM

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1287–1294, J. L. Carr, P. J. Halpern and J. S. McCallum

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03105.x

  19. THE RELATIONSHIP AMONG EQUITY MARKETS: COMMENT

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1311–1317, Michael Adler and Reuven Horesh

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03108.x

  20. THE ELASTICITY OF FINANCIAL ASSETS

    The Journal of Finance

    Volume 29, Issue 4, September 1974, Pages: 1229–1240, Robert A. Haugen and Dean W. Wichern

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb03100.x