Review of Financial Studies

Articles:

S Kandel and RF Stambaugh

A mean-variance framework for tests of asset pricing models
Rev. Financ. Stud. 1989 2: 125-156; doi:10.1093/rfs/2.2.125 [Abstract] [PDF] [Request Permissions]  

B Dumas

Two-person dynamic equilibrium in the capital market
Rev. Financ. Stud. 1989 2: 157-188; doi:10.1093/rfs/2.2.157 [Abstract] [PDF] [Request Permissions]  

AR Admati and P Pfleiderer

Divide and conquer: a theory of intraday and day-of-the-week mean effects
Rev. Financ. Stud. 1989 2: 189-223; doi:10.1093/rfs/2.2.189 [Abstract] [PDF] [Request Permissions]  

J Conrad and G Kaul

Mean reversion in short-horizon expected returns
Rev. Financ. Stud. 1989 2: 225-240; doi:10.1093/rfs/2.2.225 [Abstract] [PDF] [Request Permissions]  

PP Boyle, J Evnine, and S Gibbs

Numerical evaluation of multivariate contingent claims
Rev. Financ. Stud. 1989 2: 241-250; doi:10.1093/rfs/2.2.241 [Abstract] [PDF] [Request Permissions]  

DB Madan, F Milne, and H Shefrin

The multinomial option pricing model and its Brownian and Poisson limits
Rev. Financ. Stud. 1989 2: 251-265; doi:10.1093/rfs/2.2.251 [Abstract] [PDF] [Request Permissions]  

Book Reviews:

Darrell Duffie

Theory of Valuation: Frontiers of Modern Financial Theory, Sudipto Bhattacharya and George Constantinides, eds. Totowa, NJ: Rowman and Littlefield, 1989. 356 pp. ISBN 0-8476-7486-X
Rev. Financ. Stud. 1989 2: 267-272; doi:10.1093/rfs/2.2.267 [PDF] [Request Permissions]  

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