Volume 1, Issue 3 | Review of Quantitative Finance and Accounting

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Volume 1, Issue 3

July 1991

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7 articles in this issue

Editorial

EditorialNotes Pages: 233 - 233
Confidence regions for the mean-variance efficient set: An alternative approach to estimation risk
J. D. Jobson
OriginalPaper Pages: 235 - 257
Structural decomposition of time series with implications in economics, accounting, and finance research
Paul Newbold
OriginalPaper Pages: 259 - 279
Futures prices and inflation information
Chen-Chin Chu
OriginalPaper Pages: 281 - 291
Portfolio selection with skewness: A multiple-objective approach
Tsong-Yue Lai
OriginalPaper Pages: 293 - 305
Discriminating between wealth and information effects in event studies in accounting and finance research
Ralph W. Sanders Jr.
Russell P. Robins
OriginalPaper Pages: 307 - 329
Rational expectations and corporate dividend policy
Chihwa Kao
Cheng F. Lee
Chunchi Wu
OriginalPaper Pages: 331 - 348