Announcements
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Knowledge that Transforms
To make high-quality research more accessible and easier to explore.
Fields:
63 results
✕ Clear filters
JFQ volume 17 issue 4 Cover and Back matter
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
JFQ volume 17 issue 3 Cover and Front matter
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
JFQ volume 17 issue 1 Cover and Front matter
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Report of the Program Chairperson
An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
JFQ volume 17 issue 2 Cover and Back matter
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Announcement
An abstract is not available for this content so a preview has been provided. As you have access to this content, a full PDF is available via the ‘Save PDF’ action button.
Lower Bounds on Portfolio Performance: An Extension of the Immunization Strategy
William J. Marshall, Jess B. Yawitz, Lower Bounds on Portfolio Performance: An Extension of the Immunization Strategy, The Journal of Financial and Quantitative Analysis, Vol. 17, No. 1 (Mar., 1982), pp. 101-113
The Monetary Impact on Return Variability and Market Risk Premia
As an extension of previous works, we develop a theoretical framework for the relationship between monetary changes and market risk premia. The wealth effect and the return variability effect of money are shown to be the two important channels of the monetary impact on the market risk premium for three representative classes of utility functions. The theory also states that the market risk premium will be an increasing function of monetary changes given that the two component effects of money are positive.
Discussion: The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies
Samuel S. Stewart, Jr., Discussion: The Impossibility of Efficient Decision Rules for Firms in Competitive Stock Market Economies, The Journal of Financial and Quantitative Analysis, Vol. 17, No. 4, Proceedings of the 17th Annual Conference of the Western Finance Association, June 16-19, 1982, Portland, Oregon (Nov., 1982), pp. 575-577