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By Roger J. Lister

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Downes, David H. and Hass, Jerome E. 'Closed form stock price models', Journal offinancial and quantitative analysis, Vol. 3, June 1972, pp. 17971808. Reviews models based on a constant growth rate, a two-stage growth rate and on a constant incremental dividend; discusses a model which allows for a decaying growth rate and a nonzero asymptotic growth rate with considerable flexibility of assumptions. 89. Bierman, Harold, Jr. and Hass, Jerome E. 'Capital budgeting under uncertainty: a reformulation', The Journal of finance, Vol.

Joyce, Jon M. and Vogel, Robert C. ' The Journal of finance, Vol. 25, No. I, March 1970, pp. 127-134. Reports a study of II United States firms in the period 1961-1965. Argues that ex-post variance is ambiguous and that there is more than one variance associated with each series of stock prices, with conflicting results. 206. Keane, Simon M. 'The cost of capital and the relevance of non-diversifiable risk', Journal of business finance and accounting, Vol. I, No. I, Spring 1974, pp. 129-144. Argues that, assuming the security market is composed of efficient diversifiers, there is no need, in the evaluation of investment projects, to adjust the time value of money to take account of risk.

178. Hakansson, Nils H. 'Convergence to isoelastic utility and policy in multi-period portfolio choice', Journal of financial economics, Vol. 1, No. 3, September 1974, pp. 201-224. Considers the problem of the investor with numerous opportunities for revising his portfolio and whose choices are governed by a utility function defined on 'terminal' wealth. Hakansson, Nils H. 'On the dividend capitalization model under uncertainty', 884. 179. Hakansson, Nils H. 'Optimal investment and consumption strategies under risk for a class of utility functions', Econometrica, Vol.

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