H. R. Fogler

发表

Bond Portfolio Strategies, Returns, and Skewness: A Note

W. Groves, H. R. Fogler, James G. Richardson, 1977 .

Bond Portfolio Immunization, Inflation, and the Fisher Equation

H. R. Fogler, 1984 .

A Note on Measurement of Skewness

R. Radcliffe, H. R. Fogler, 1974, Journal of Financial and Quantitative Analysis.

INVESTMENT STRATEGY FOR A SMALL GROWTH COMPANY

H. R. Fogler, 1972 .

Financial Econometrics for Researchers in Finance and Accounting

D. Panton, H. R. Fogler, S. Ganapathy, 1981 .

Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates”

H. R. Fogler, S. Ganapathy, 1980, Journal of Financial and Quantitative Analysis.

Three Factors, Interest Rate Differentials and Stock Groups

H. Russell Fogler, Kose John, Kose John, 1981 .

A Note on Social Responsibility and Stock Valuation

H. R. Fogler, F. Nutt, 1975 .

Investment Analysis and New Quantitative Tools

H. Russell Fogler, H. R. Fogler, 1995 .

20% in Real Estate: Can Theory Justify it?

H. R. Fogler, 1984 .

Pension Portfolio Objective: Connecting the Loop

Frank A. Russell, H. R. Fogler, Peter O. Dietz, 1978 .

Duration, nonlinearity, and bond portfolio performance*

H. R. Fogler, Peter O. Dietz, Anthony U. Rivers, 1981 .

A Pattern Recognition Model for Forecasting

H. Russell Fogler, H. R. Fogler, 1974 .

A Theoretical Analysis of Real Estate Returns

Michael R. Granito, H. R. Fogler, Laurence R. Smith, 1985 .

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS September 1978 THE PRICE ELASTICITY OF DISCOUNTED BONDS: SOME EMPIRICAL EVIDENCE

Michael D. Joehnk, H. R. Fogler, C. E. Bradley, 2009 .

Common sense on CAPM, APT, and correlated residuals

H. Russell Fogler, H. R. Fogler, 1982 .

OF FINANCIAL AND QUANTITATIVE ANALYSIS March 1977 BOND PORTFOLIO STRATEGIES , RETURNS , AND SKEWNESSs A NOTE

W. Groves, H. R. Fogler, James G. Richardson, 2009 .