3849 results in Journal of Financial and Quantitative Analysis
JFQ volume 10 issue 1 Front matter
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. f1-f5
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- March 1975
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Skewness and Investors' Decisions: A Reply
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 173-176
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- March 1975
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The Cost of Capital, Capital Budgeting, and the Maximization of Shareholder Wealth
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 1-20
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- March 1975
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Thinness in Capital Markets: The Case of the Tel Aviv Stock Exchange
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 129-142
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- March 1975
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The Consideration of Coupon Levels, Taxes, Reinvestment Rates, and Maturity in the Investment Management of Financial Institutions
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 67-84
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An Application of the Decomposition Principle to Financial Decision Models
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 37-65
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Comparison of Moment and Stochastic Dominance Ranking Methods
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 151-161
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- March 1975
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Skewness and Investors' Decisions
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 163-172
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- March 1975
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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: A Comment
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 177-179
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- March 1975
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Multistage Capital Budgeting under Uncertainty
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 21-36
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Ruin Considerations: Optimal Working Capital and Capital Structure
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 119-128
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Efficient Algorithms for Conducting Stochastic Dominance Tests on Large Numbers of Portfolios: Reply
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 181-185
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A Rule-of-Thumb Theory of Cash Holdings by Firms
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 85-108
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A Note on the Use of the Two-Stage Least Squares Estimator in Financial Models
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- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 1 / March 1975
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- 19 October 2009, pp. 143-149
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- March 1975
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Comment: “Safety First–An Expected Utility Principle”
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, pp. 1057-1061
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- December 1974
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A Note on a Property of the Inverse of a Bordered Matrix and Its Implication for the Theory of Portfolio Selection
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, pp. 1081-1087
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- December 1974
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Notice of Manuscript Submission Fee
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, p. 1099
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- December 1974
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Reply: “The Dynamics of Corporate Debt Management, Decision Rules and Some Empirical Evidence”
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, pp. 1067-1068
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- December 1974
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Further Comment: “Cross-Sectional Differences among Commercial Banks”
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, pp. 1053-1055
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- December 1974
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Index to Volume IX – 1974
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- Journal of Financial and Quantitative Analysis / Volume 9 / Issue 6 / December 1974
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- 19 October 2009, pp. 1091-1098
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- December 1974
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