Filter Results

Select search scope: search across all journals or within the current journal

Search this journal

Enter search terms…

Advanced search

Browse

About

About Sage
About Sage Journals
Privacy Policy
Terms of Use
Contact Us
Help

Information for

Authors
Editors
Librarians
Researchers
Reviewers
Frequently asked questions

All content on this site: Copyright © 2026 Sage Publications. All rights reserved. This website is technically supported and operated by China National Publications Import and Export (Group) Co., Ltd. 京ICP备09090397号-11

Optimal Portfolio Rules and Maximum Gains from Economic Events

Journal of Accounting,Auditing & Finance

Impact Factor: 1.3 / 5-Year Impact Factor: 2.1

Journal Homepage Submission guidelines

Restricted access

Research article

First published online October, 1990

Optimal Portfolio Rules and Maximum Gains from Economic Events

Volume 5, Issue 4

https://doi.org/10.1177/0148558X9000500412

Abstract

Get full access to this article

View all access options for this article.

References

Korkie

Laiss

. “Optimal Portfolio Rules and Maximum Gains from Economic Events.” Journal of Accounting. Auditing, and Finance (this volume).

Larcker

D. F.

Gordon

L. A.

Pinches

G. E.

. “Testing for Market Efficiency: A Comparison of the Cumulative Average Residual Methodology and Intervention Analysis.” Journal of Financial and Quantitative Analysis 15 (1980): 267–288.

Browse journal

Current issue OnlineFirst All issues