-
1
-
-
0040157169
-
-
Scott, Foresman, Little, Brown Chap. 3
-
The advantage of using the geometric average rather than the arithmetic average is discussed by Lee et al. (1990), Security Analysis and Portfolio Management, Scott, Foresman, Little, Brown (Chap. 3).
-
(1990)
Security Analysis and Portfolio Management
-
-
Lee1
-
2
-
-
1842420705
-
Store satisfaction and aspiration theory
-
Fall
-
This example is based on the material discussed in J. H. Miller, "Store Satisfaction and Aspiration Theory", Journal of Retailing, 52(Fall 1976), 65-84.
-
(1976)
Journal of Retailing
, vol.52
, pp. 65-84
-
-
Miller, J.H.1
-
7
-
-
0242600460
-
Cost-volume-profit analysis under certainty: A lognormal approach
-
January
-
Hilliard, J. E., Leitch, R. A.: Cost-volume-profit analysis under certainty: A lognormal approach. Acc. Rev., 69-80 (1975 January).
-
(1975)
Acc. Rev.
, pp. 69-80
-
-
Hilliard, J.E.1
Leitch, R.A.2
-
8
-
-
0001894589
-
The derivation of probabilities information for the evaluation of risky investments
-
April, Section 21.8 and Appendix 4 Chap. 21
-
Hillier, R. S.: The derivation of probabilities information for the evaluation of risky investments. Manage. Sci., 443-457 (April 1963). Section 21.8 and Appendix 4 (Chap. 21) will discuss this issue in further detail.
-
(1963)
Manage. Sci.
, pp. 443-457
-
-
Hillier, R.S.1
-
9
-
-
84977406630
-
Two-state option pricing
-
See Rendleman, Jr R. J., Barter, B. J.: Two-state option pricing. J. Finance 34, 1093-1010 (1979).
-
(1979)
J. Finance
, vol.34
, pp. 1093-1010
-
-
Rendleman, R.J.1
Barter, B.J.2
-
10
-
-
0040157169
-
-
Scott, Foresman/Little, Brown, Glenview
-
See Lee, C. F. et al.: Security Analysis and Portfolio Management, pp. 75-760. Scott, Foresman/Little, Brown, Glenview (1990)
-
(1990)
Security Analysis and Portfolio Management
, pp. 75-760
-
-
Lee, C.F.1
-
13
-
-
0002246373
-
The role of patient waiting time: Evidence from physicians' practices
-
October
-
Sloan F. A., Lorant J. H.: The role of patient waiting time: Evidence from physicians' practices. J. Bus., October, 486-507 (1977)
-
(1977)
J. Bus.
, pp. 486-507
-
-
Sloan, F.A.1
Lorant, J.H.2
-
15
-
-
0003446320
-
-
Houghton Mifflin, Boston
-
Johnson, W. L., Katz S.: In Continuous Univariate Distribution I, pp. 170-181. Houghton Mifflin, Boston, 1970, show that a normalized x2 distribution approaches a standard normal distribution when the number of degrees of freedom approaches infinity. The normalized statistic is defined as w2v-v)/2v.
-
(1970)
Continuous Univariate Distribution I
, pp. 170-181
-
-
Johnson, W.L.1
Katz, S.2
-
17
-
-
84977711568
-
Computing the constant elasticity of variance option pricing formula
-
The derivation of this formula can be found in Mark S.: Computing the constant elasticity of variance option pricing formula. J. Finance. 44, 211-220 (1989)
-
(1989)
J. Finance
, vol.44
, pp. 211-220
-
-
Mark, S.1
-
18
-
-
84977310971
-
The constant elasticity of variance model and its implications for option pricing
-
See Beckers S.: The constant elasticity of variance model and its implications for option pricing. J. Finance. 35, 661-673 (1980)
-
(1980)
J. Finance
, vol.35
, pp. 661-673
-
-
Beckers, S.1
-
19
-
-
0001735517
-
On the mathematical foundations of theoretical statistics
-
R. A. Fisher (1922), "On the Mathematical Foundations of Theoretical Statistics", Phil. Trans. Roy. Soc. London. Series A, Vol. 222.
-
(1922)
Phil. Trans. Roy. Soc. London. Series A
, vol.222
-
-
Fisher, R.A.1
-
20
-
-
0003986948
-
-
This and the next section are essentially drawn from J. R. Evans and W. M. Lindsay (1989), The Management and Control of Quality (St. Paul, MN: West), Chaps. 12, 13, and 15. Reprinted by permission by West Publishing Company. All rights reserved. The main reason for including quality control in this chapter is that the construction and use of control charts in process control are similar to the construction and use of interval estimates discussed in the last five sections. Note, however, that the interval estimate focused on the static estimate of confidence intervals based on fixed populations, whereas quality control charts involve the dynamic estimate of confidence intervals to detect potential changes in populations.
-
(1989)
The Management and Control of Quality
-
-
Evans, J.R.1
Lindsay, W.M.2
-
28
-
-
79957644312
-
Shopper attitudes toward shoplifting and shoplifting prevention devices
-
H. L. Guffey, J. R. Harris, and J. F. Laumer (1979), "Shopper Attitudes Toward Shoplifting and Shoplifting Prevention Devices", Journal of Retailing 55, 75-99.
-
(1979)
Journal of Retailing
, vol.55
, pp. 75-99
-
-
Guffey, H.L.1
Harris, J.R.2
Laumer, J.F.3
-
30
-
-
0002433880
-
The use of focus groups for idea generators: The effect of group size, acquaintanceship, and moderator on response quantity and quality
-
Fern E. F.: The use of focus groups for idea generators: The effect of group size, acquaintanceship, and moderator on response quantity and quality. J. Mark. Res. 19, 1-13 (1982)
-
(1982)
J. Mark. Res.
, vol.19
, pp. 1-13
-
-
Fern, E.F.1
-
31
-
-
84929621925
-
Moral Hazard and Central Bank Rescues in an international context
-
This example is drawn from a study by Giddy I. H.: Moral Hazard and Central Bank Rescues in an international context. Financ. Rev. 15(2), 50-60 (1980). Reprinted by permission of the publisher.
-
(1980)
Financ. Rev.
, vol.15
, Issue.2
, pp. 50-60
-
-
Giddy, I.H.1
-
32
-
-
0041991202
-
Early warning indicators of business failure
-
This example is taken from Sharma S., Mahajan V.: Early warning indicators of business failure. J. Mark. 44, 80-89 (1980). Reprinted by permission of the American Marketing Association.
-
(1980)
J. Mark.
, vol.44
, pp. 80-89
-
-
Sharma, S.1
Mahajan, V.2
-
33
-
-
0001012352
-
Value congruence: The interplay of individual and organizational value systems
-
Liedtka J. M.: Value congruence: The interplay of individual and organizational value systems. J. Bus. Ethics 8, 805-815 (1989). Reprinted by permission of Kluwer Academic Publishers.
-
(1989)
J. Bus. Ethics
, vol.8
, pp. 805-815
-
-
Liedtka, J.M.1
-
34
-
-
56149105754
-
The effectiveness of bank premiums
-
Preston R. H., Dwyer F. R., Rudelius W.: The effectiveness of bank premiums. J. Mark. 42(3), 39-101 (1978)
-
(1978)
J. Mark.
, vol.42
, Issue.3
, pp. 39-101
-
-
Preston, R.H.1
Dwyer, F.R.2
Rudelius, W.3
-
35
-
-
0004083544
-
-
3rd ed., Homewood, irwin
-
The material in this section draws heavily on Stevenson W. J.: Production/Operations Management, 3rd ed., pp. 829-836. Homewood, irwin), (1990)
-
(1990)
Production/Operations Management
, pp. 829-836
-
-
Stevenson, W.J.1
-
36
-
-
0004176755
-
-
New York: Wiley
-
See H. Scheffé (1959), The Analysis of Variance (New York: Wiley). This method has been adjusted for the number of means to be compared. This is the simplest case of Scheffé's multiple comparison.
-
(1959)
The Analysis of Variance
-
-
Scheffé, H.1
-
37
-
-
0022706801
-
Effects of visual display scales on duration estimates
-
D. J. Bobko, P. Bobko, and M. A. Davis (1986), "Effects of Visual Display Scales on Duration Estimates", Human Factor 28, 153-158. Reprinted with permission. Copyright © 1986 by The Human Factors Society, Inc. All rights reserved. The duration is estimated by the length of time passing as a moving display is watched.
-
(1986)
Human Factor
, vol.28
, pp. 153-158
-
-
Bobko, D.J.1
Bobko, P.2
Davis, M.A.3
-
39
-
-
0003652223
-
-
Release 11 June
-
The basic information of this appendix is essentially based upon MINITAB Reference Manual Release 11 June 1996, pp 10-1 through 10-28.
-
(1996)
MINITAB Reference Manual
, pp. 10-11
-
-
-
40
-
-
84867747355
-
Determining the optimum level for R&D spending
-
Sept./Oct.
-
C. C. Wallin and J. J. Gilman (1986). "Determining the Optimum Level for R&D Spending", Research Management, Vol. 14, No. 5, Sept./Oct., 19-24.
-
(1986)
Research Management
, vol.14
, Issue.5
, pp. 19-24
-
-
Wallin, C.C.1
Gilman, J.J.2
-
41
-
-
0040157169
-
-
Glenview, Ill.: Scott Foresman/Little, Brown
-
The weights obtained here do not consider the information of the expected rates of return for both stock A and stock B. The formula of estimating the optimal weights in terms of both variances and expected rates of return can be found in Chap. 8 of Cheng F. Lee et al. (1990), Security Analysis and Portfolio Management (Glenview, Ill.: Scott Foresman/Little, Brown).
-
(1990)
Security Analysis and Portfolio Management
-
-
Lee, C.F.1
-
42
-
-
0001608798
-
On the valuation of American call options on stocks with known dividends
-
This equation is based upon Whaley, Robert E. (1981), "On the Valuation of American Call Options on Stocks With Known Dividends", Journal of Financial Economics 9, 207-211.
-
(1981)
Journal of Financial Economics
, vol.9
, pp. 207-211
-
-
Robert, E.1
-
43
-
-
0003806629
-
-
South Western Publishing, Cincinnati
-
This portion is based upon Appendix 13.1 of Hans R. Stoll and Robert E. Whaley (1993), Futures and Options (South Western Publishing, Cincinnati).
-
(1993)
Futures and Options
-
-
Stoll, H.R.1
Whaley, R.E.2
-
44
-
-
0002532939
-
On the probable error of a correlation coefficient deduced from a small sample
-
Fisher R. A.: On the probable error of a correlation coefficient deduced from a small sample. Mentor 1, part 4, 3-32 (1921)
-
(1921)
Mentor
, vol.1
, pp. 3-32
-
-
Fisher, R.A.1
-
45
-
-
0039480281
-
-
San Diego, Harcourt, Copyright © 1981 by Harcourt Brace Jovanovich, Inc., reprinted by permission of the publisher
-
Source: Bailey A. D. Jr.: Statistical Auditing: Review, Concepts and Problems, pp. 124-125. San Diego, Harcourt (1981). Copyright © 1981 by Harcourt Brace Jovanovich, Inc., reprinted by permission of the publisher
-
(1981)
Statistical Auditing: Review, Concepts and Problems
, pp. 124-125
-
-
Bailey, A.D.1
-
46
-
-
0004083544
-
-
2nd ed., Homewood, Irwin
-
This application is drawn from Stevenson W. J.: Production/Operations Management, 2nd ed., pp. 137-141. Homewood, Irwin (1986). Reprinted by permission of Richard D. Irwin.
-
(1986)
Production/Operations Management
, pp. 137-141
-
-
Stevenson, W.J.1
-
47
-
-
0010713322
-
Identifying correlations of job-level, overall worth estimates: Application in a public sector organization
-
P. Bobko and L. Donnelly (1988), "Identifying Correlations of Job-Level, Overall Worth Estimates: Application in a Public Sector Organization", Human Performance 3, 187-204
-
(1988)
Human Performance
, vol.3
, pp. 187-204
-
-
Bobko, P.1
Donnelly, L.2
-
48
-
-
84950629115
-
You should standardize the prediction variables in your regression models, discussion of a critique of some ridge regression methods
-
by G. Smith and F. Campbell
-
See Marquardt, D. W.: You should standardize the prediction variables in your regression models, discussion of A Critique of Some Ridge Regression Methods, by G. Smith and F. Campbell, J. Am. Stat. Assoc. 75, 87-91 (1980).
-
(1980)
J. Am. Stat. Assoc.
, vol.75
, pp. 87-91
-
-
Marquardt, D.W.1
-
50
-
-
84950933877
-
Time aggregation and the estimation of the market model: Empirical evidence
-
See Cartwright, Lee.: Time aggregation and the estimation of the market model: Empirical evidence. J. Bus. Econ. Stat. 5(1), 131-143 (1987)
-
(1987)
J. Bus. Econ. Stat.
, vol.5
, Issue.1
, pp. 131-143
-
-
Cartwright, L.1
-
51
-
-
84987313827
-
Deregulation, business strategy and wages in the airline industry
-
This section is essentially based on Johnson, N. B., et al.: Deregulation, business strategy and wages in the airline industry. Ind. Relations 28(3), 419-430 (1989)
-
(1989)
Ind. Relations
, vol.28
, Issue.3
, pp. 419-430
-
-
Johnson, N.B.1
-
53
-
-
0040157169
-
-
Glenview. I11, Scott, Foresman, Chap. 5
-
See Lee, Cheng F., Finnerty, Joseph E., Wort, Donald H.: Security Analysis and Portfolio Management. Glenview. I11, Scott, Foresman (1990), Chap. 5.
-
(1990)
Security Analysis and Portfolio Management
-
-
Lee, C.F.1
Finnerty, J.E.2
Wort, D.H.3
-
54
-
-
84943709252
-
Use of ranks in one-criterion variance analysis
-
See Kruskal W. H., Wallis W. A.: Use of ranks in one-criterion variance analysis. J. Am. Stat. Assoc. 47(152), 583-621 (1952)
-
(1952)
J. Am. Stat. Assoc.
, vol.47
, Issue.152
, pp. 583-621
-
-
Kruskal, W.H.1
Wallis, W.A.2
-
55
-
-
0346521979
-
Further evidence on the accuracy of management forecasts vis-à-vis analysts' forecasts
-
This example is adapted from results given by Jaggi, B.: Further evidence on the accuracy of management forecasts vis-à-vis analysts' forecasts. Account. Rev. 55, 96-101 (1980)
-
(1980)
Account. Rev.
, vol.55
, pp. 96-101
-
-
Jaggi, B.1
-
56
-
-
0000659093
-
An examination of the effects of sample composition bias in a mail survey
-
Oct
-
Finn, D. W., Wang, C. K., Lamb, C. W.: An examination of the effects of sample composition bias in a mail survey. J. Mark. Res. 25(Oct), 331-338 (1983).
-
(1983)
J. Mark. Res.
, vol.25
, pp. 331-338
-
-
Finn, D.W.1
Wang, C.K.2
Lamb, C.W.3
-
58
-
-
84929621876
-
-
It should be noted that the exponential smoothing model of section 18.5 of the autoregressive models described herein are all special cases of autoregressive integrated moving average (ARIMA) models developed by Box and Jenkins. The Box-Jenkins approach, however, is beyond the scope of this text.
-
Autoregressive Integrated Moving Average (ARIMA)
-
-
Box1
Jenkins2
-
59
-
-
0346342850
-
-
West Publishing Company, Minneapolis/St. Paul
-
See Lee, C. F., et al.: Foundation of Financial Management. West Publishing Company, Minneapolis/St. Paul (1997), Chap. 3 for detail.
-
(1997)
Foundation of Financial Management
-
-
Lee, C.F.1
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61
-
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0000678131
-
Nonsampling vs. sampling errors in survey research
-
982, Spring
-
J. Keon and H. Assael (982), "Nonsampling vs. Sampling Errors in Survey Research" Journal of Marketing, Spring 1982, 114-123.
-
(1982)
Journal of Marketing
, pp. 114-123
-
-
Keon, J.1
Assael, H.2
-
62
-
-
0004277264
-
-
Englewood Cliffs, NJ.: Prentice Hall, Chapter 6
-
The derivation of the sample size for proportional allocation defined in Eq. 20.13 and that of the sample size for optimal allocation with similar variable cost in each stratum, defined in Eq. 20.15, can be found in T. Yamane (1967), Elementary Sampling Theory, (Englewood Cliffs, NJ.: Prentice Hall), Chapter 6.
-
(1967)
Elementary Sampling Theory
-
-
Yamane, T.1
-
64
-
-
0003693270
-
-
3d ed., Chicago: Dryden
-
This application is drawn from G. A. Churchill, Jr. (1983), Marketing Research: Methodological Foundations, 3d ed., (Chicago: Dryden), pp. 441-442. Copyright © 1983 by The Dryden Press, reprinted by permission of the publisher.
-
(1983)
Marketing Research: Methodological Foundations
, pp. 441-442
-
-
Churchill, G.A.1
-
66
-
-
0002332446
-
How to rate management of investment fund
-
The derivation and justification of this investment performance measure can be found in J. Treynor (1965), "How to Rate Management of Investment Fund", Harvard, Business Review 43, 63-75.
-
(1965)
Harvard, Business Review
, vol.43
, pp. 63-75
-
-
Treynor, J.1
-
67
-
-
0000486548
-
The performance of mutual fund in the period 1945-1964
-
The derivation and justification of Jensen investment performance measure can be found in Michael C. Jensen (1968), "The Performance of Mutual Fund in the Period 1945-1964", Journal of Finance 23, 389-416.
-
(1968)
Journal of Finance
, vol.23
, pp. 389-416
-
-
Jensen, M.C.1
-
68
-
-
84967584895
-
-
2nd ed. Singapore: World Scientific Publishing Company
-
This section discussed how can we use statistical distribution method to make capital budgeting under uncertainty. Other methods to perform capital budgeting under uncertainty can be found in Lee, A. C, J. C. Lee, and C. F. Lee. Financial Analysis, Planning and Forecasting: Theory and Application, 2nd ed. Singapore: World Scientific Publishing Company, 2009.
-
(2009)
Financial Analysis, Planning and Forecasting: Theory and Application
-
-
Lee, A.C.1
Lee, J.C.2
Lee, C.F.3
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