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Journal of Accounting,Auditing & Finance

Impact Factor: 1.3 / 5-Year Impact Factor: 1.9

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Research article

First published online 1990-10

Optimal Portfolio Rules and Maximum Gains from Economic Events

Volume 5, Issue 4

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

Abstract

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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.

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