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An Algorithm for Finding Exact Rates of Return
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An Algorithm for Finding Exact Rates of Return (1966)An Algorithm for Finding Exact Rates of R…Delay preference in intertemporal choice: Sooner or later OR faster or slower? (2025)Delay preference in intertemp…Macaulay’s theory of duration: 80-year thematic bibliometric review of the literature (2020)Macaulay’s theory of duration…Benchmarks and Investment Management (2003)Benchmarks and Investment Man…Introduction to financial forecasting (1996)Introduction to financial for…A Linear Programming Model for Commercial Bank Liquidity Management (1979)A Linear Programming Model fo…Duration and Bond Portfolio Analysis: An Overview (1978)Duration and Bond Portfolio A…THE ELASTICITY OF FINANCIAL ASSETS (1974)THE ELASTICITY OF FINANCIAL A…Individual Common Stocks as Inflation Hedges (1971)Individual Common Stocks as I…The Structure of Scientific Revolutions (1963)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On the Role of Hedge Funds in Institutional Portfolios (2004)The error of tracking error (2007)Historical Returns of the Market Portfolio (2017)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Principles of Operations Research. (1970)Applied Time Series Analysis for Managerial Forecasting. (1974)Bank asset and liability management under uncertainty (1997)An optimization scenario methodology for bank asset liability management (2002)Modeling asset allocation and liability composition for Indian banks (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Book Review: Time Series Analysis: Forecasting and Control (1977)Application of support vector machines in financial time series forecasting (2001)Support vector machine with adaptive parameters in financial time series forecasting (2003)Forecasting stock market movement direction with support vector machine (2004)Investments: Analysis and Management. (1961)Investment Analysis and Portfolio Management. (1969)Inflation, Inflation Hedges, and Common Stocks (1970)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Precious metals and inflation (1998)Is gold a hedge or a safe haven?Evidence from inflation and stock market (2013)Value and Capital (1939)Mean-Risk Analysis with Risk Associated with Below-Target Returns (1975)DURATION, IMMUNIZATION, AND HEDGING WITH INTEREST RATE FUTURES (1982)Immunization as a maxmin strategy (1986)Underpricing of Newly Issued Bonds: Evidence from the Swiss Capital Market (1988)Coping with the Risk of Interest-Rate Fluctuations: Returns to Bondholders From Naïve and Optimal Strategies* (2017)The Theory of Investment Value, by John Burr Williams (1939)The Association Between Market Determined and Accounting Determined Risk Measures. (1970)A NOTE ON DIVIDEND POLICY AND BETA (1986)A contingent claims analysis of the interest rate risk characteristics of corporate liabilities (1996)From ‘Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yield, and Stock Prices in the United States Since 1856’ (2017)Reaching for dividends (2019)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Time Discounting and Time Preference: A Critical Review (2002)
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Cited by

  • 1996Introduction to financial forecasting414 cited
  • 1978Duration and Bond Portfolio Analysis: An Overview54 cited
  • 1974THE ELASTICITY OF FINANCIAL ASSETS49 cited
  • 2003Benchmarks and Investment Management46 cited
  • 1971Individual Common Stocks as Inflation Hedges26 cited
  • 1979A Linear Programming Model for Commercial Bank Liquidity Management23 cited
  • 2020Macaulay’s theory of duration: 80-year thematic bibliometric review of the literature15 cited
  • 2025Delay preference in intertemporal choice: Sooner or later OR faster or slower?2 cited

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