Journal Article The Effect of Uncertainty on Saving Decisions Get access A. Sandmo A. Sandmo The Norwegian School of Economics and Business Administration Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 3, July 1970, Pages 353–360, https://doi.org/10.2307/2296725 Published: 01 July 1970 Article history Received: 01 October 1968 Revision received: 01 May 1969 Published: 01 July 1970

Journal Article Hicks, Lutz, Meiselman and the Expectations Theory Get access A. Buse A. Buse University of Alberta Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 3, July 1970, Pages 395–406, https://doi.org/10.2307/2296728 Published: 01 July 1970 Article history Received: 01 May 1967 Revision received: 01 November 1969 Published: 01 July 1970

Stocks differ in the variability of their prices; thus, as the level of stock market prices swings periodically, one observes a change in structure as the prices of more volatile issues change relative to those of a more stable character. Here we attempt to empirically establish some of the differentiating characteristics of these volatile issues. In doing so we add to the empirical and analytical work of Fritzemeier [4], Clendenin [2], Latané [7], Malkiel [8], and Heins and Allison [6]. Only the last of these efforts used regression techniques.

P. A. Tinsley, Capital Structure, Precautionary Balances, and Valuation of the Firm: The Problem of Financial Risk, The Journal of Financial and Quantitative Analysis, Vol. 5, No. 1 (Mar., 1970), pp. 33-62

Recently, several researchers, including Evans, Archer [1], Latané, and Young [2], have performed empirical analyses of the relationship between the number of securities in a portfolio and the reduction in portfolio dispersion. In this note, an exact mathematical relationship between these two factors is presented.

In this paper, a simple model of individual financial decision making is used (1) to construct the market demand curve for common stock, and (2) to question the appropriateness of market value maximization as the objective of corporate financial management.

Journal Article The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments Get access Paul A. Samuelson Paul A. Samuelson Massachusetts Institute of Technology Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 4, October 1970, Pages 537–542, https://doi.org/10.2307/2296483 Published: 01 October 1970 Article history Received: 01 January 1970 Revision received: 01 March 1970 Published: 01 October 1970

Journal Article On Existence of Weakly Maximal Programmes in a Multi-Sector Economy Get access W. A. Brock W. A. Brock University of California, Berkeley and University of Rochester Search for other works by this author on: Oxford Academic Google Scholar The Review of Economic Studies, Volume 37, Issue 2, April 1970, Pages 275–280, https://doi.org/10.2307/2296419 Published: 01 April 1970 Article history Received: 01 July 1968 Accepted: 01 June 1969 Published: 01 April 1970

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