Bank Management and Portfolio Behavior January 1975 CFM 25 Author(s) Donald D. Hester & James 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