Volume 37 Issue 2 (May 1982)

Risk Estimation in Active Investment Management

DISCUSSION (pages 540-541)

  • Author(s): J. E. INGERSOLL
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03574.x

Return Expectations in Active Investment Management

Factor‐Related and Specific Returns of Common Stocks: Serial Correlation and Market Inefficiency (pages 543-554)

  • Author(s): THOMAS FARQUHAR, BARR ROSENBERG, ANDREW RUDD
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03575.x

Risk Adjusted Equity Performance Measurement (pages 555-561)

  • Author(s): JOHN NAGORNIAK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03576.x

Valuation Model Bias and the Scale Structure of Dividend Discount Returns (pages 563-573)

  • Author(s): RICHARD O. MICHAUD, PAUL L. DAVIS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03577.x

DISCUSSION (pages 573-576)

  • Author(s): F. B. RENWICK
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03578.x

Combining Financial and Actuarial Risk: Simulation Analysis

Projecting the Financial Condition of a Pension Plan Using Simulation Analysis (pages 577-584)

  • Author(s): LOUIS KINGSLAND, MARTIN J. GRUBER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03579.x

Plasm: Pension Liability and Asset Simulation Model (pages 585-594)

  • Author(s): HOWARD E. WINKLEVOSS
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03580.x

SOFASIM: A Dynamic Insurance Model with Investment Structure, Policy Benefits and Taxes (pages 595-604)

  • Author(s): ALICE B. GOLDSTEIN, BARBARA G. MARKOWITZ
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03581.x

DISCUSSION (pages 604-607)

  • Author(s): W. F. SHARPE, IRWIN TEPPER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03582.x

New Approaches to Portfolio Theory and Stock Market Equilibrium

Minimax Behavior in Portfolio Selection (pages 609-614)

  • Author(s): JOHN LINTNER, WILLIAM S. KRASKER
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03583.x

Stochastic Portfolio Theory and Stock Market Equilibrium (pages 615-624)

  • Author(s): ROBERT FERNHOLZ, BRIAN SHAY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03584.x

Prologue to a Unified Portfolio Theory (pages 625-635)

  • Author(s): HERBERT F. AYRES, JOHN Y. BARRY
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03585.x

American Finance Association

AMERICAN FINANCE ASSOCIATION (pages 637-641)

  • Author(s): Robert G. Hawkins
  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03586.x

Report of the Managing Editor of the Journal of Finance for 1981

Report of the Managing Editor of the Journal of Finance for 1981 (pages 643-649)

  • Article first published online: Apr 30, 2012
  • DOI: 10.1111/j.1540-6261.1982.tb03587.x
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