George Frankfurter

• Dividend policy
• A proposed model of industrial bond rating
• A simulation procedure for estimating bias in well diversified portfolios
• Efficient algorithms for conducting stochastic dominance tests on large numbers of portfolios
• Measuring risk and expectation bias in well diversified portfolios
• On the stability of alpha and beta estimates in the Sharpe portolio [i.e. portfolio] selection model
• Option spreading and market efficiency
• Portfolio selection
• Utility equities and the allocation of capital resources