To make high-quality research more accessible and easier to explore.

Fields:
200 results ✕ Clear filters

Prices vs. Quantities: A Critical Note on the Use of Approximations

Review of Economic Studies 1978 45(1), 203-207
Journal Article Prices vs. Quantities: A Critical Note on the Use of Approximations Get access James M. Malcomson James M. Malcomson University of York Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 45, Issue 1, February 1978, Pages 203–207, https://doi.org/10.2307/2297096 Published: 01 February 1978

Stability of Separable Hamiltonians and Investment Theory

Review of Economic Studies 1978 45(3), 559-570
Journal Article Stability of Separable Hamiltonians and Investment Theory Get access José Alexandre Scheinkman José Alexandre Scheinkman University of Chicago Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 45, Issue 3, October 1978, Pages 559–570, https://doi.org/10.2307/2297257 Published: 01 October 1978 Article history Received: 01 November 1976 Accepted: 01 October 1977 Published: 01 October 1978

Financial Assets, Non-Traded Goods and Devaluation

Review of Economic Studies 1978 45(1), 155-163
Journal Article Financial Assets, Non-Traded Goods and Devaluation Get access John F. Kyle John F. Kyle Imperial Oil Limited, Toronto Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 45, Issue 1, February 1978, Pages 155–163, https://doi.org/10.2307/2297091 Published: 01 February 1978

Taxes and portfolio composition

Journal of Financial Economics 1978 6(4), 399-410
This paper explores investors portfolio behavior when security returns can be described by one of the forms of the CAPM model and investors pay taxes. The conditions under which an investor holds the market portfolio are explored. In addition the extent to which securities are held in proportions which differ from market weights are shown to be functions of tax rates, dividend policies, and the variance covariance structure between all securities.