Three Factors, Interest Rate Differentials and Stock Groups von FOGLER, H. RUSSELL, JOHN, ROSE, TIPTON, JAMES

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A Theoretical Analysis of Real Estate Returns von FOGLER, H. RUSSELL, GRANITO, MICHAEL R., SMITH, LAURENCE R.

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A Note on Social Responsibility and Stock Valuation von Fogler, H. Russell, Nutt, Fred

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A Pattern Recognition Model for Forecasting von Fogler, H. Russell

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Overkill in Capital Budgeting Technique? von Fogler, H. Russell

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Pension Portfolio Objective: Connecting the Loop von Dietz, Peter O., Fogler, H. Russell

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Bond Portfolio Immunization, Inflation, and the Fisher Equation von Fogler, H. Russell

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Techniques of Model Design and Implementation von Fogler, H. Russell

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INVESTMENT STRATEGY FOR A SMALL GROWTH COMPANY von FOGLER, H. RUSSELL

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Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates” von Fogler, H. Russell, Ganapathy, S.

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Ranking Techniques and Capital Budgeting von Fogler, H. Russell

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A Note on Measurement of Skewness von Fogler, H. Russell, Radcliffe, Robert C.

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The Price Elasticity of Discounted Bonds: Some Empirical Evidence von Joehnk, Michael D., Fogler, H. Russell, Bradley, Charles E.

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Building and Using Computerized Financial Planning Simulations von Pfeffer, Jeffrey, Fogler, H. Russell, Deeley, Thomas

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Bond Portfolio Strategies, Returns, and Skewness: A Note von Fogler, H. Russell, Groves, William A., Richardson, James G.

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Factor Analysis of Portfolio Styles von Dietz, Peter O, Fogler, H. Russell, Smith, Madelyn

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Bond Portfolio Immunization, Inflation, and the Fisher Equation: ABSTRACT von H Russell Fogler

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FYI: From the Financial Analysts Seminar von Fogler, H. Russell, Jeanine R. Heller, Nancy C. Smith

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A NOTE ON SPECTRAL ANALYSIS OF STOCHASTIC SERIES von Fogler, H. Russell

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Notes and Communications A NON-DUAL APPROACH TO SENSITIVITY ANALYSIS-THE RIGHT-HAND-SIDE CASE von Erenguc, S. Selcuk, Fogler, H. Russell, Majthay, Antal

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