Cheng F. Lee

Alice C. Lee

John C. Lee

Based on the authors' extensive teaching, research and business experiences, this book reviews, discusses and integrates both theoretical and practical aspects of financial planning and forecasting. The book is divided into six parts: Information and Methodology for Financial Analysis, Alternative Finance Theories and Their Application, Capital Budgeting and Leasing Decisions, Corporate Policies and Their Interrelationships, Short-term Financial Decisions, Financial Planning and Forecasting, and Overview. The theories used in this book are pre-Modigliani-Miller Theorem, Modigliani-Miller Theorem, Capital Asset Pricing Model and Arbitrage Pricing Theory, and Option Pricing Theory. The interrelationships among these theories are carefully analyzed. Meaningful real-world examples of using these theories are discussed step-by-step, with relevant data and methodology. Alternative planning and forecasting models are also used to show how the interdisciplinary approach is helpful in making meaningful financial management decisions.

Theory and Application

Financial Analysis, Planning & Forecasting

Alvin E. Roth

Jagdish N. Sheth

Richard Boland

Charles R. Schwenk

Frank K. Reilly

Lanny David Arvan

R. Stephen Sears

George M. Frankfurter

Jonathan A. K. Cave

Anant R. Negandhi

David Thomas Whitford

Karen S. Hreha

Peter A. Silhan

Roger E. Cannaday

V. Lewis Bassie

Methods and Applications

Measuring and Interpreting Current Permanent and Transitory Earnings and Dividends

Advances in Quantitative Analysis of Finance and Accounting is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting, as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and accounting profession. The chapters in this volume cover a wide range of important topics, including corporate finance and debt management, earnings management, options and futures, equity market, and portfolio diversification. These topics are very useful for both academicians and practitioners in the area of finance.

Advances in Quantitative Analysis of Finance and Accounting

Shih-Ti Yu

Advances in Financial Planning and Froecasting (New Series) is an annual publication designed to disseminate developments in the area of financial analysis, planning, and forecasting. The publication is a froum for statistical, quantitative, and accounting analyses of issues in financial analysis and planning in terms of finance, accounting, and economic data.

Advances in Financial Planning and Forecasting (New Series) Vol．7

Advances in Quantitative Analysis of Finance and Accounting (New Series) is an annual publication designed to disseminate developments in the quantitative analysis of finance and accounting. The publication is a forum for statistical and quantitative analyses of issues in finance and accounting as well as applications of quantitative methods to problems in financial management, financial accounting, and business management. The objective is to promote interaction between academic research in finance and accounting and applied research in the financial community and the accounting profession.

Advances in Quantitative Analysis of Finance and Accounting (New Series) Vol．12

Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.

Advances in Investment Analysis and Portfolio Management (New Series) Vol．9

Jan K. Brueckner

Frank J. Fabozzi

John Martin Wachowicz

Walter J. Primeaux

John W. Graham

Hans Brems

William S. Hopwood

Meryl Reis Louis

Jack Clark Francis

Ali Jahankhani

Donald E. Pursell

Morgan J. Lynge

William A. Collins

Based upon a generalized rates of return generating process, the correct functional forms of the capital asset pricing model (CAPM) for 85 individual mutual funds are statistically identified. The impacts of the functional form on the estimates of Jensen performance measure, beta coefficient and the unsystematic risk are also explored in detail.

A Pooled Time-series and Cross-sectional Data Approach

A Re-examination of the Effectiveness of Dividend Policy

Advances in Quantitative Analysis of Finance and Accounting (New Series，2012) Vol．10

Bing-Huei Lin

Advances in Financial Planning and Forecasting (New Series) Vol．9

Advances in Quantitative Analysis of Finance and Accounting (New Series) Vol．13

James B. Kau

C. F. Sirmans

A Theoretical and Empirical Investigation

A VES Production Function and Urban Land Use

Alan R. Andreasen

John Fitzgerald Due

Seymour Sudman

Jane H. Leuthold

Charles Eugene Blair

David Morgan Gardner

John E. Gilster

Paul J. Uselding

Wayne J. Davis

Empirically Grounded Advice on Improving Student Analysis of Business Policy Cases

The Devil's Advocate in the Classroom

Advances in Financial Planning and Forecasting (New Series) Vol．4

James R. Millar

Advances in Financial Planning and Forecasting (New Series) Vol．6

Cheng F. Lee

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