Comments on Whaley's note
R Geske - Journal of Financial Economics, 1981 - Elsevier
Valuation by duplication is a useful conceptual technique but it does not yield unique
formula. Many duplicating portfolios, some simpler than the three security portfolio in Roll …
formula. Many duplicating portfolios, some simpler than the three security portfolio in Roll …
[PDF][PDF] Relative valuation
A Damodaran - Investment Valuation, 2002 - pages.stern.nyu.edu
Relative Valuation Page 1 Aswath Damodaran 1 Relative Valuation Aswath Damodaran Page
2 Aswath Damodaran 2 Why relative valuation? “If you think I’m crazy, you should see the guy …
2 Aswath Damodaran 2 Why relative valuation? “If you think I’m crazy, you should see the guy …
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION: REPLY.
WF Sharpe - Journal of Finance (Wiley-Blackwell), 1966 - search.ebscohost.com
The author comments on the article" Security Prices, Risk and Maximal Gains from
Diversification," by professor John Lintner, concerning a complete general equilibrium …
Diversification," by professor John Lintner, concerning a complete general equilibrium …
[PDF][PDF] the Columbia professor David L. Dodd, in their 1934 classic,''Security Analysis.''The host was Bruce Greenwald, the Robert Heilbrunn professor of finance and …
J Nocera, JM Eveillard - The New York Times, 2005 - grahamanddoddsville.net
I hadn't quite appreciated, before going to the breakfast, the extent to which Columbia
Business School is an outlier in the world of academic finance.(A disclosure: for the last year …
Business School is an outlier in the world of academic finance.(A disclosure: for the last year …
Modern portfolio theory
I Shipway - Trusts & Trustees, 2009 - academic.oup.com
All investors, be they private individuals, trustees or professionals are faced with an
extraordinary range of options when it comes to building and maintaining a portfolio. At the …
extraordinary range of options when it comes to building and maintaining a portfolio. At the …
Security prices, risk, and maximal gains from diversification
J Lintner - The journal of finance, 1965 - JSTOR
SECTIONS II AND III of this paper set forth the simple logic which leads directly to the
determination of explicit equilibrium prices of risk assets traded in competitive markets under …
determination of explicit equilibrium prices of risk assets traded in competitive markets under …
Matching and portfolio selection: Part 1
AJ Wise - Journal of the Institute of Actuaries, 1987 - cambridge.org
1.1 My paper entitled 'The Matching of Assets to Liabilities' described a new study of the
subject of matching. The paper outlined the mathematical framework, showed some …
subject of matching. The paper outlined the mathematical framework, showed some …