Welcome to the Rodney L. White Center for Financial Research, an independently managed site at the Wharton School of the University of Pennsylvania.








WORKING PAPERS - 1976

Click on the links listed below to see the abstract. Click here for a complete list of abstracts for this year. Click on the icon beside the title in order to download the full paper in Adobe Acrobat. (If you do not have the Adobe Reader you can get a free copy from Adobe's World Wide Web Site at http://www.adobe.com/acrobat/readstep.html).

1971 1972 1973 1974 1975 1976 1977 1978 1979
1980 1981 1982 1983 1984 1985 1986 1987 1988 1989
1990 1991 1992 1993 1994 1995 1996 1997 1998 1999
2000


#01-76
Mutual Fund Separation in Financial Theory - The Separating Distributions
Stephen A. Ross
[abstract]

#02-76
Alternative Investment Performance Fee Arrangements and Implication for SEC Regulatory Policy: A Comment
William Margrabe
[abstract]

#03-76
The Pricing of Capital Assets in a Multi-Period World
Marshall E. Blume
[abstract]

#04-76
The Preferences of Financial Institutions for Construction and Permanent Mortgage
John M. Mason and Frederick H. Leaffer
[abstract]

#05-76
Further Evidence on the Capitalization of Property Taxes: A Case Study of Upper Dublin Township
Moshe Cohen
[abstract]

#06-76
Price-Quantity Adjustments in a Macro-Disequilibrium Model
Henry R. Lorie
[abstract]

#07-76
Indexation, Expectations, and Stability
Bulent Gultekin and Anthony M. Santomero
[abstract]

#08-76
Stability and Separability: The Role of the Stable Distributions in Portfolio Theory and Some Implications
Stephen A. Ross
[abstract]

#09-76
The Equity of the Real Estate Property Tax: An Empirical Examination of the City of Philadelphia
Robert H. Edelstein
[abstract]

#10-76
Spectral Analysis of Security Market Prices and Yields in Fundamental Time
John R. Percival
[abstract]

#11-76
Simultaneous Equation Market Models: A New Approach to the Problem of Multicollin
Chung Few Lee and Joseph D. Vinso
[abstract]

#12-76
Price Level Variation and the Impact on Floating Exchange Rates
Richard J. Rogalski and Joseph D. Vinso
[abstract]

#13-76
The Value of an Option to Exchange One Asset for Another
William Margrabe
[abstract]

#14-76
Incomes' Policy and Tax Rate in the U.K.
Norman A. Blackwell and Anthony M. Santomero
[abstract]

#15-76
Valuation and the Risk of Ruin
Joseph D. Vinso
[abstract]

#16-76
Capital Budgeting and Portfolio Theory
John S. Bildersee
[abstract]

#17-76
Transactions and Costs in the Agency Bond Market
John S. Bildersee
[abstract]

#18-76
A Determination of the Risk of Ruin
Joseph D. Vinso
[abstract]

#19-76
Comparison of Forecasting Models for Interest Rates
Jean Crockett
[abstract]


Rodney L. White Center for
Financial Research
Telephone: (215) 898-7616
Facsimile: (215) 573-8084
Email: rlwctr@finance.wharton.upenn.edu

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