Fama, E. F., and K. R. French. 1995. Size and the book-to-market factors in earn-
ings and returns. Journal of Finance50:131–155.
Fama, E. F., and J. D. MacBeth. 1973. Risk, return, and equilibrium: Empirical
tests. Journal of Political Economy81:607–636.
Farrell, J. 1983. Guide to portfolio management.New York: McGraw-Hill.
Farrell, J. L., Jr. 1974. Analyzing covariance of returns to determine homogeneous
stock groupings. Journal of Business47:186–207.
Farrell, J. L., Jr. 1997. Portfolio management: Theory and applications. New York:
McGraw-Hill/Irwin.
Ferson, W. E., and C. R. Harvey. 1995. Explaining the predictability of asset re-
turns. In Research in Finance11, edited by A. Chen. Greenwich, CT: JAI
Press.
Fogler, R., K. John, and J. Tipton. 1981. Three factors, interest rate differentials,
and stock groups. Journal of Finance36:323–335.
Foster, G. 1978. Financial statement analysis. Englewood Cliffs, NJ: Prentice-
Hall.
Frecka, T., and C. F. Lee. 1983. Generalized ratio generation process and its impli-
cations. Journal of Accounting Research308–316.
Givoly, D., and J. Lakonishok. 1979. The information content of financial analysts’
forecasts of earnings. Journal of Accounting and Economics1:165–185.
Grabowski, H. G. 1968. The determinants of industrial research and development:
A study of the chemical, drug, and petroleum industries. Journal of Political
Economy76:292–306.
Grabowski, J. G., and D. C. Mueller. 1972. Managerial and stock-holder welfare
models of firm expenditures. Review of Economics and Statistics54:9–24.
Graham, B. 1940. The intelligent investor. New York: Harper & Row.
Graham, B., and D. Dodd. 1934. Security analysis. New York: Whitilesey
House/McGraw-Hill.
Graham, B., D. Dodd, and S. Cottle. 1962. Security analysis: Principles and tech-
nique, 4th edition. New York: McGraw-Hill.
Greene, W. H. 1997. Econometric analysis, 3rd edition. Upper Saddle River, NJ:
Prentice-Hall.
Grinhold, R., and R. Kahn. 1999. Active portfolio management. New York:
McGraw-Hill/Irwin.
Guerard, J. B., Jr. 1987. Linear constraints, robust-weighting, and efficient compos-
ite modeling. Journal of Forecasting6:193–199.
Guerard, J. B., Jr. 1990. Optimal portfolio analysis using composite model-tilting.
New York: Drexel Burnham Lambert, January.
Guerard, J. B., Jr. 1997a. Additional evidence on the cost of being socially responsi-
ble in investing. Journal of Investing4:31–36.
Guerard, J. B., Jr. 1997b. Is socially responsible investing too costly? Pensions &
Investments, February 17.
Guerard, J. B., Jr. 1997c. Is there a cost to being socially responsible in investing?
Journal of Forecasting16:475–490.
Guerard, J. B., Jr., and A. S. Bean. 1987. Identifying and closing gaps in corporate
R&D expenditures. Unpublished paper.
backadmin
(backadmin)
#1