Professor Sheen Kassouf was a founding faculty member in the UCI Department of Economics. With continued worldwide interest in his work, the Department is pleased to announce the establishment of a website whereby his publications can be accessed for research purposes at no charge. Per copyright law, altering these publications is prohibited. This website was funded by a generous gift from Ned and Joyce Kassouf of The Kassouf Foundation to honor the legacy of Professor Kassouf.

Sheen T. Kassouf Publications

Books

• Evaluation of Convertible Securities, New York: Analytic Investors, Inc. 1962
• A Theory and an Econometric Model for Common Stock Purchase Warrants, Brooklyn, New York, Analytical Pub. Co., 1967
• Beat the Market (with Edward O. Thorp), New York, Random House, 1967
• Normative Decision Making, Prentice-Hall 1970

Articles

• "Warrant Price Behavior: 1945-1964", Financial Analysts Journal, Vol. 24, No. 1, Jan-Feb 1968, 123-126
• "Stock Price Random Walks: Some Supporting Evidence", Review of Economics and Statistics, Vol. 50, No. 2, May 1968, 275-278
• "An Econometric Model for Option Price with Implications for Investors", Econometrica, Vol. 37, No. 4, Oct. 1969, 685-694
• "Contraception and Pulmonary Embolism", The New England Journal of Medicine, Vol. 284, No. 17, 1971, 984-985
• "Towards a Legal Framework for Efficiency and Equity in the Securities Markets", Hastings Law Journal, Jan. 1974, 417-434
• "Rates of Return to Option Writers on Dow Jones Industrial Stocks, 1961-1971", The Wall Street Review of Books, Vol. 2, No. 2, Dec. 1974
• "Measuring the Measurers: Performance of the Economic Association’s Equity Portfolio", The Journal of Portfolio Management, Vol. 1, No 4, Summer 1975
• "The Lag Structure of Option Price", Journal of Econometrics, Vol. 4, 1976, 303-310
• "An Optimal Allocation between Treasure Bills and Common Stocks", (with Steve A. Lauer), Analytic Investment Management, 1976
• "The Optimality of Option Writing for the Long Term Investor", (with Steve A. Lauer), Analytic Investment Management, 1976
• "Long Term Investment Alternatives for Fiduciaries", Analytic Investment Management, 1976
• "Option Premium Index", (with Steve A. Lauer), Analytic Investment Management, 1979
• "Long Term Investment Characteristics of Convertible Bonds" (with R. Dennis Brehm), Analytic Investment Management, 1979
• "The Ibbotston-Sinquefield Simulation Made Easy", (with Alan Lewis, R. Dennis Brehm, and J. Johnston), Journal of Business, Vol. 53, No. 2, 1980, 205-214