The structure and management of dual purpose funds

Journal of Financial Economics - Tập 4 - Trang 203-230 - 1977
Robert H Litzenberger1
1Stanford University, Stanford, CA 94305, U.S.A.

Tài liệu tham khảo

Black, 1973, The pricing of options and corporate liabilities, Journal of Political Economy, 637, 10.1086/260062 Fama, 1970, Efficient capital markets: A review of theory and empirical work, Journal of Finance, 25, 383, 10.2307/2325486 Grossman, 1975, On the impossibility of informationally efficient markets, Econometric Society Meetings Ingersoll, 1976, A theoretical and empirical investigation of dual purpose funds: An application of contingent-claims analysis, Journal of Financial Economics, 83, 10.1016/0304-405X(76)90021-0 Jensen, 1969, Risk, the pricing of capital assets and the evaluation of investment portfolios, Journal of Business, 167, 10.1086/295182 Jensen, 1972, Optimal utilization of market forecasts and the evaluation of investment performance Litzenberger, 1976, The theory of recapitalizations and the evidence of dual purpose funds, Journal of Finance Merton, 1973, The theory of rational option pricing, Bell Journal of Economics and Management Science, 141, 10.2307/3003143 Samuelson, 1973, Proof that properly discounted present values of assets vibrate randomly, Bell Journal of Economics and Management Science, 369, 10.2307/3003046 Sharpe, 1966, Mutual fund performance, Journal of Business, 119, 10.1086/294846 Treynor, 1965, How to rate management of investment funds, Harvard Business Review, 63