6 results
Gini's Mean Difference and Portfolio Selection: An Empirical Evaluation
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 19 / Issue 3 / September 1984
- Published online by Cambridge University Press:
- 01 December 2009, pp. 329-338
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- September 1984
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Market Model Stationarity of Individual Public Utilities
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 18 / Issue 1 / March 1983
- Published online by Cambridge University Press:
- 06 April 2009, pp. 67-85
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- March 1983
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Additional Evidence of Heteroscedasticity in the Market Model
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 15 / Issue 2 / June 1980
- Published online by Cambridge University Press:
- 06 April 2009, pp. 299-322
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- June 1980
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Estimating the Optimal Stochastic Dominance Efficient Set with a Mean-Semivariance Algorithm
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 14 / Issue 5 / December 1979
- Published online by Cambridge University Press:
- 06 April 2009, pp. 1059-1070
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- December 1979
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The Development of a Mean-Semivariance Approach to Capital Budgeting
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 4 / November 1975
- Published online by Cambridge University Press:
- 19 October 2009, pp. 639-649
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- November 1975
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Abstract–Intertemporal Cash Flows in Capital Budgeting Decisions
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 5 / November 1974
- Published online by Cambridge University Press:
- 19 October 2009, p. 761
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- November 1974
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