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2 results on '"RATE of return"'

1. REGRESSION YIELD CURVES FOR U.S. GOVERNMENT SECURITIES.

Author

Cohen, Kalman J., Kramer, Robert L., and Waugh, W. Howard

Subjects
REGRESSION analysis, FINANCIAL markets, SECURITIES policy, YIELD to maturity, ESTIMATION theory, TREASURY bills, MUNICIPAL bonds, CURVE fitting, RATE of return, CAPITAL market, COMBINATORICS, ACCOUNTING, ECONOMICS
Abstract

The uses of regression analysis to estimate market yield curves for U. S. Government securities are considered in this paper. Several possible regression models for this purpose are examined. It is found that models which regress either the before-tax yield or the after-tax yield of governments on the number of days remaining to maturity and the square of the logarithm of the number of days remaining to maturity can fruitfully be applied to actual market data in determining yield curves. [ABSTRACT FROM AUTHOR]

Published
1966
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2. DISCRETE OPTIMIZATION VIA MARGINAL ANALYSIS.

Author

Fox, Bennett

Subjects
DISCRETE-time systems, RESOURCE allocation, LAGRANGIAN functions, LAGRANGE equations, MATHEMATICAL optimization, OPERATIONS research, RATE of return, PROBABILITY measures, EXPERIMENTAL design, ANALYSIS of variance, CONCAVE functions, INTEGER programming, ACCOUNTING
Abstract

Discrete optimization subject to one constraint is attacked by Lagrangian analysis. Incremental allocation schemes are given that generate undominated allocations. In an important special case, the complete family of undominated allocations is generated. [ABSTRACT FROM AUTHOR]

Published
1966
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