Working Papers 1976
#01-76
Mutual Fund Separation in Financial Theory – The Separating Distributions
Stephen A. Ross
[abstract]
(Journal of Economic Theory, Vol. 17, Issue 2, April 1978)
#02-76
Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment
William Margrabe
[abstract]
(Bell Journal of Economics, Vol. 7, No. 2, Autumn 1976)
#03-76
The Pricing of Capital Assets in a Multi-Period World
Marshall E. Blume
[abstract]
(Journal of Banking and Finance, Vol. 7, Issue 1, March 1983)
#04-76
The Preferences of Financial Institutions for Construction and Permanent Mortgage
John M. Mason and Frederick H. Leaffer
[abstract]
(Real Estate Economics, Vol. 4, Issue 1, March 1976)
#05-76
Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
Moshe Cohen
[abstract]
#06-76
Price-Quantity Adjustments in a Macro-Disequilibrium Model
Henry R. Lorie
[abstract]
(Economic Inquiry, Vol. 16, Issue 2, April 1978)
#07-76
Indexation, Expectations, and Stability
Bulent Gultekin and Anthony M. Santomero
[abstract]
(Journal of Money, Credit and Banking, Vol. 11, No. 1, February 1979)
#08-76
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Stephen A. Ross
[abstract]
#09-76
The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia
Robert H. Edelstein
[abstract]
#10-76
Spectral Analysis of Security Market Prices and Yields in Fundamental Time
John R. Percival
[abstract]
#11-76
Simultaneous Equation Market Models: A New Approach to the Problem of Multicollinearity
Chung Few Lee and Joseph D. Vinso
[abstract]
#12-76
Price Level Variation and the Impact on Floating Exchange Rates
Richard J. Rogalski and Joseph D. Vinso
[abstract]
(Journal of International Business Studies, Vol. 8, No. 1, Spring-Summer 1977)
#13-76
The Value of an Option to Exchange One Asset for Another
William Margrabe
[abstract]
(Journal of Finance, Vol. 33, No. 1, March 1978)
#14-76
Incomes’ Policy and Tax Rate in the U.K.
Norman A. Blackwell and Anthony M. Santomero
[abstract]
#15-76
Valuation and the Risk of Ruin
Joseph D. Vinso
[abstract]
#16-76
Capital Budgeting and Portfolio Theory
John S. Bildersee
[abstract]
#17-76
Transactions and Costs in the Agency Bond Market
John S. Bildersee
[abstract]
#18-76
A Determination of the Risk of Ruin
Joseph D. Vinso
[abstract]
(Journal of Financial and Quantitative Analysis, Vol. 14, No. 1, March 1979)
#19-76
Comparison of Forecasting Models for Interest Rates
Jean Crockett
[abstract]