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

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

Articles

  1. "Warrant Price Behavior: 1945-1964", Financial Analysts Journal, Vol. 24, No. 1, Jan-Feb 1968, 123-126
  2. "Stock Price Random Walks: Some Supporting Evidence", Review of Economics and Statistics, Vol. 50, No. 2, May 1968, 275-278
  3. "An Econometric Model for Option Price with Implications for Investors' Audacity and Expectations", Econometrica, Vol. 37, No. 4, Oct. 1969, 685-694
  4. "Contraception and Pulmonary Embolism", The New England Journal of Medicine, Vol. 284, No. 17, 1971, 984-985
  5. "Towards a Legal Framework for Efficiency and Equity in the Securities Markets", Hastings Law Journal, Jan. 1974, 417-434
  6. "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
  7. "Measuring the Measurers: Performance of the Economic Association's Equity Portfolio", The Journal of Portfolio Management, Vol. 1, No 4, Summer 1975
  8. "The Lag Structure of Option Price", Journal of Econometrics, Vol. 4, 1976, 303-310
  9. "An Optimal Allocation Between Treasury Bills and Common Stocks", (with Steve A. Lauer), Analytic Investment Management, 1976
  10. "The Optimality of Option Writing for the Long Term Investor", (with Steve A. Lauer), Analytic Investment Management, 1976
  11. "Long Term Investment Alternatives for Fiduciaries", Analytic Investment Management, 1976
  12. "Option Premium Index", (with Steve A. Lauer), Analytic Investment Management, 1979
  13. "Long Term Investment Characteristics of Convertible Bonds" (with R. Dennis Brehm), Analytic Investment Management, 1979
  14. "The Ibbotson-Sinquefield Simulation Made Easy", (with Alan Lewis, R. Dennis Brehm, and J. Johnston), Journal of Business, Vol. 53, No. 2, 1980, 205-214
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