David M. Modest

9 catalog papers. Identity-linked publications and additional name matches are distinguished below.

OpenAlex: A5053120144

Publications

• Diversification and the Optimal Construction of Basis Portfolios — Management Science 2005
• Market Frictions and Consumption-Based Asset Pricing — Journal of Political Economy 1995
• Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View — The Journal of Finance 1994
• The empirical foundations of the arbitrage pricing theory — Journal of Financial Economics 1988
• Mutual Fund Performance Evaluation: A Comparison of Benchmarks and Benchmark Comparisons — The Journal of Finance 1987
• Testing for market timing ability — Journal of Financial Economics 1987
• The Valuation of a Random Number of Put Options: An Application to Agricultural Price Supports — Journal of Financial and Quantitative Analysis 1986
• Futures Markets and Production Decisions — Journal of Political Economy 1984
• DISCUSSION — The Journal of Finance 1983