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There are 13237 results for: content related to: When Will Mean-Variance Efficient Portfolios Be Well Diversified?

  1. Insider Trading in Financial Signaling Models

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1905–1934, MARK BAGNOLI and NAVEEN KHANNA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04688.x

  2. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  3. Reputation and Performance Among Security Analysts

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1811–1836, SCOTT E. STICKEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04684.x

  4. Stock Returns, Real Activity, and the Trust Question

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1701–1730, GEORGE BITTLINGMAYER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04680.x

  5. Monitoring and Structure of Debt Contracts

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2157–2195, Cheol Park

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00283

  6. A Test for the Number of Factors in an Approximate Factor Model

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1263–1291, GREGORY CONNOR and ROBERT A. KORAJCZYK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04754.x

  7. The Capital Budgeting Process: Incentives and Information

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1139–1174, MILTON HARRIS and ARTUR RAVIV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04065.x

  8. Information Production and Capital Allocation: Decentralized versus Hierarchical Firms

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 1891–1921, Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00483

  9. Measuring the Agency Cost of Debt

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1887–1904, ANTONIO S. MELLO and JOHN E. PARSONS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04687.x

  10. Telling from Discrete Data Whether the Underlying Continuous-Time Model Is a Diffusion

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2075–2112, Yacine Aït-Sahalia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00489

  11. Capital Requirements for Securities Firms

    The Journal of Finance

    Volume 50, Issue 3, July 1995, Pages: 821–851, ELROY DIMSON and PAUL MARSH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb04038.x

  12. Debt, Liquidity Constraints, and Corporate Investment: Evidence from Panel Data

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1425–1460, TONI M. WHITED

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04664.x

  13. Security Analysis and Trading Patterns When Some Investors Receive Information Before Others

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1665–1698, DAVID HIRSHLEIFER, AVANIDHAR SUBRAHMANYAM and SHERIDAN TITMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04777.x

  14. Seasonality and Consumption-Based Asset Pricing

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 511–552, WAYNE E. FERSON and CAMPBELL R. HARVEY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04400.x

  15. Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1765–1784, MASON S. GERETY and J. HAROLD MULHERIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04682.x

  16. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  17. Joint Estimation of Factor Sensitivities and Risk Premia for the Arbitrage Pricing Theory

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 721–733, EDWIN BURMEISTER and MARJORIE B. McELROY

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04603.x

  18. Term Premia and Interest Rate Forecasts in Affine Models

    The Journal of Finance

    Volume 57, Issue 1, February 2002, Pages: 405–443, Gregory R. Duffee

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00426

  19. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  20. Dynamic Asset Allocation under Inflation

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1201–1238, Michael J. Brennan and Yihong Xia

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00459