On the eigen structure of the mean variance efficient set
Article Abstract:
The applications of principal factor or principal components analysis (PCA) involving the arbitrage pricing theory are examined for the case of efficient portfolio creation. Eigenstructure analysis of the problem's mean-variance efficient set showed that PCA failed to simplify portfolio alternatives. PCA failure as a data reduction technique is attributed to the conflict in establishing linear securities combinations with both maximal and minimal variance.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1995
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Organizational structure and intrafirm transfer prices for interdependent products
Article Abstract:
An analysis of organizational structure and transfer pricing schemes for interdependent products is presented. The analysis focuses on the impact of the given factors' relation onalternative organizational structures. Product line divisionalization and functional divisionalization are emphasized for consideration. It is shown thatproduct line divisionalization exhibits better communication results in terms of interdependent product pricing.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1993
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Understanding and Conducting Event Studies
Article Abstract:
Event studies are studies of security price behavior surrounding an information announcement. A framework for such studies is developed. Also, the various kinds of events are separated. This field of study is growing and necessary to understand the relationship between informational events and the effects on security prices.
Publication Name: Journal of Business Finance and Accounting
Subject: Business
ISSN: 0306-686X
Year: 1983
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