Bank Management and Portfolio Behavior January 1975 CFM 25 Author(s) Donald D. HesterJames L. Pierce Abstract Preliminary Pages [i-xv] Chapter 1 Introduction [3] 2 Underpinnings for a Theory of Bank Behavior [11] 3 Models of Bank Portfolio Behavior [38] 4 Estimation of the Models: Problems and Techniques [73] 5 Data Resources, Sample Selection, and the Profile of a Typical Observation [101] 6 Estimates for the Input-Output Model from a Sample of Commercial Banks [117] 7 Estimates for the Input-Output Model from a Sample of Mutual Savings Banks [146] 8 On Forecasting Bank Deposits [184] 9 The Adaptive-Expectations Formulation [202] 10 Bank Earnings, Costs, and Rates of Return [213] 11 Some Prescriptive Conclusions for Improving Commercial Bank Earnings [231] 12 Bank Behavior and Macroeconomic Credit Flows [250] Postscript [285] Selected Bibliography [289] Index [297]
Cross-Section Analysis and Bank Dynamics July 1967 CFDP 231 Author(s) Donald D. Hester James L. Pierce
Financial Markets and Economic Activity January 1967 CFM 21 Author(s) Donald D. Hester, James Tobin & John Wiley & Sons Abstract Preliminary Pages [i-xi] Chapter 1 Commerical Banks as Creators of "Money," by James Tobin [1] 2 A Model of Bank Portfolio Selection, by Richard C. Porter [12] 3 Financial Intermediaries and the Effectiveness of Monetary Controls, by James Tobin and William C. Brainard [55] 4 Financial Intermediaries and a Theory of Monetary Control, by William C. Brainard [94] 5 Monetary Policy, Debt Management, and Interest Rates: A Quantitative Appraisal, by Arthur M. Okun [142] 6 Determinants of Bond Yield Differentials: 1954 to 1959, by Peter E. Sloane [189] Index [247]
Risk Aversion and Portfolio Choice January 1967 CFM 19 Author(s) Donald D. Hester, James Tobin & John Wiley & Sons Abstract Preliminary Pages [i-ix] Chapter 1 Liquidity Preference as Behavior Toward Risk, by James Tobin [1] 2 Substitution and Complementarity in the Choice of Risky Assets, by Shoichi Royama and Koichi Hamada [27] 3 Efficient Portfolios with Short Sales and Margin Holdings, by Donald D. Hester [41] 4 Effects of Alternative Tax Structures on Individuals' Holdings of Financial Assets, by Susan Lepper [51] 5 Stock Market Indices: A Principal Components' Analysis, by George J. Feeney and Donald D. Hester [110] 6 The Accumulation of Risky Capital: A Sequential Utility Analysis, by Edmund S. Phelps [139] 7 Estimating the Utility of Wealth from Call Options Data, by Richard N. Rosett [154] Index [171]
Studies of Portfolio Behavior January 1967 CFM 20 Author(s) Donald D. Hester, James Tobin & John Wiley & Sons Abstract Preliminary Pages [i-xi] Chapter 1 Consumer Expenditures and the Capital Account, by Harold W. Watts and James Tobin [1] 2 Consumer Debt and Spending: Some Evidence from Analysis of a Survey, by James Tobin [40] 3 An Empirical Study of Cash, Securities, and Other Current Accounts of Large Corporations, by Alan W. Heston [66] 4 An Empirical Examination of a Commercial Bank Loan Offer Function, by Donald D. Hester [118] 5 An Empirical Model of Commerical Bank Portfolio Management, by James L. Pierce [171] 6 Life Insurance Investment: The Experience of Four Companies, Leroy S. Wehrle [191] Index [249]
An Empirical Analysis of Risk Taking by Firms in the Savings and Loan Industry February 1966 CFDP 201 Author(s) Donald D. Hester
The Relation Between Bank Portfolios and Earnings: An Econometric Analysis Review of Economics and Statistics April 1965 CFDP 184 Author(s) Donald D. Hester John F. Zoellner
An Empirical Examination of a Commercial Bank Loan Offer Function Yale Economic Essays April 1961 CFP 176 Author(s) Donald D. Hester