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Advances in investment analysis and portfolio management. Volume 9 /
This annual research publication brings together investment analysis and portfolio theory and their implementation to portfolio management.
| Clasificación: | Libro Electrónico |
|---|---|
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Oxford, UK :
Elsevier Science,
©2002.
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| Edición: | 1st ed. |
| Temas: | |
| Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Endogenous growth and stock returns volatility in the long run / Christophe Faugè̀re and Hany Shawky
- A note on the Markowitz risk minimization and the Sharpe angle maximization models / Chin W. Yang, Ken Hung and Felicia A. Yang
- Optimal hedge ratios and temporal aggregation of cointegrated systems / Donald Lien and Karyl Leggio
- Market timing, selectivity, and mutual fund performance / Cheng-Few Lee and Li Li
- Sources of time-varying risk premia in the term structure / John Elder
- Stock splits and liquidity : evidence from American depository receipts / Christine X. Jiang and Jang-Chul Kim
- Portfolio selection with round-lot holdings / Clarence C.Y. Kwan and Mahmut Parlar
- Defining a security market line for debt explicitly considering the risk of default / Jean L. Heck, Michael M. Holland and David R. Shaffer
- Shareholder heterogeneity : further evidence / Yi-Tsung Lee and Gwohorng Liaw
- The long-run performance and pre-selling information of initial public offerings / Anlin Chen and James F. Cotter
- The term structure of return correlations : the U.S. and Pacific-Basin stock markets / Ming-Shiun Pan and Y. Angela Liu
- Characteristics versus covariances : an examination of domestic asset allocation strategies / Jonathan Fletcher.