search query: @indexterm equity portfolios / total: 49
references: 14-23 / 49
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14.
The Hamade and Conine leverage adjustments and the estimation of systematic risk for multisegment firms
Journal of Business Finance and Accounting
1991 : NOV, VOL. 18:6, p.885-901
 1991 Butler, K. C.
Mohr, R. M.
Simonds, R. R.
15.
Portfolio models for foreign exchange exposure
Omega
1991 : APR, VOL. 19:4, p. 247-258
 1991 Joseph, N.
Hewins, R.
16.
The interrelationships between U.S. and foreign equity market yields: tests of Granger causality
Journal of International Business Studies
1991 : OCT-DEC, VOL. 22:4, p. 723-736
 1991 Cochran, S.J.
Mansur, I.
17.
The variation of economic risk premiums
Journal of Political Economy
1991 : APR, VOL. 99:2, p. 385-415
 1991 Ferson, W. E.
Harvey, C. R.
18.
Option prices as an indicator of stock return expectation
Journal of Business Finance and Accounting
1991 : APR, VOL. 18:3, p. 421-429
 1991 McGuire, D. C.
Kudla, R. J.
19.
The right amount of assets under management
Financial Analysts
1991 : MAY/JUNE, VOL. 47:3, p. 31-39
 1991 Perold, A.F.
Salomon, R.S.
20.
The use of the over-allotment option in initial public offerings of equity: risks and underwriter prestige
Financial Management
1990 : AUTUMN, VOL. 19:3, p. 55-64
 1990 Carter, R.B.
Dark, F.H.
21.
Pinning down the small-stock universe
Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 77-79
 1990 Raftopoulos, D.
22.
Convexity for equity securities: does curvature matter?
Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 70-73
 1990 Johnsom, L.D.
23.
The ABO, the PBO and pension investment policy
Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 27-34
 1990 Bodie, Z.
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