The Linear Decision Rules (LDR) proposed by Holt, Modigliani, Muth, and Simon for the
production planning problem determine an optimum plan in terms of an aggregate production …

International equity portfolio diversification is now well accepted by investors around the world.
It was a novel concept, and perceived as unusually risky, when proposed originally in the …

4 According to the" efficient market" hypothesis, the trading opportunities conferred by
securities analysis will rarely cover the cost of transacting. Although the evidence on fund …

… Bergstrom and Frashure/Investment policy2number of recent studies confirm that a plan's
achieved investment per-formance (1! J'S have a mayor impact on its cost to the sponsor. With …

The purpose of this study is to build and test a statistical model for the dynamic estimation of
portfolio Betas. Of particular interest is the quality of Beta estimates obtainable from …

For individuals, the annual subscription rate to the JFQA is $17.50 (three-year rate, $47.50);
for firms or libraries, the annual rate is $25.00 (three-year rate $70). Annual subscription …