This article presents a mean-variance model of the risk-averse firm under price uncertainty and examines the impact of uncertainty on the firm's production decision.It then develops a geometric method for comparative-statics analysis.

This paper examines the implications of microstructure theory for empirical research on stock price behavior

This study uses the Market Model to assess the risk of securities in a thinner stock market, the Brussels Stock Exchange (Belgium) and compares the results to similar findings in French and U.S. stock exchanges.

This article extends the standard theory of the producer cooperative firm to the case of production under condition of risk

Presents a mean - standard deviation of the theory of the firm under uncertainty in graphical form.

Provides approximation formulas for calculating the yield-to-maturity of a bond.

The paper examines and explains why estimates of systematic risk (beta coefficient) shift the time-interval used to measure returns changes

A review of the challenges faced by business schools and how to deal with them.

In this comment to a paper by Levhari and Levy published in this journal on February 1977 we provide evidence that shows that their conclusion does not hold if one applies the model to a large sample of common stocks.

A review and interpretation of stock market anomalies in their effect on the pricing of equity.