1. Portfolio analysis with a nonnormal multi-index return-generating process

   • Edwin J. Elton
   • Martin J. Gruber

   OriginalPaper Pages: 5 - 16

2. The impact of jump risks on nominal interest rates and foreign exchange rates

   • Chang Mo AHN
   • Howard E. Thompson

   OriginalPaper Pages: 17 - 31

3. The prepayment option on mortgage securities: A random coefficient approach

   • James B. Kau
   • Thomas M. Springer

   OriginalPaper Pages: 33 - 45

4. International portfolio selection and efficiency analysis

   • K. Victor Chow
   • William B. Riley
   • John P. Formby

   OriginalPaper Pages: 47 - 67

5. Notes on dynamic factor pricing models

   • Bruce N. Lehmann

   OriginalPaper Pages: 69 - 87

6. Estimating divisional betas with diversified firm data

   • Robert A. Wood
   • Thomas H. Mcinish
   • Kenneth D. Lawrence

   OriginalPaper Pages: 89 - 96

7. Option pricing: A general equilibrium approach

   • In Joon Kim

   OriginalPaper Pages: 97 - 110

8. Recap of second conference on financial economics and accounting

   • Cheng-Few Lee

   Report Pages: 111 - 120