Advances in Investment Analysis and Portfolio Management: Advances in Investment Analysis and Portfolio Management, cartea 7
Editat de Cheng-Few Leeen Limba Engleză Hardback – 19 dec 2000
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Specificații
ISBN-13: 9780762306589
ISBN-10: 0762306580
Pagini: 207
Dimensiuni: 156 x 234 x 20 mm
Greutate: 0.51 kg
Editura: ELSEVIER SCIENCE
Seria Advances in Investment Analysis and Portfolio Management
ISBN-10: 0762306580
Pagini: 207
Dimensiuni: 156 x 234 x 20 mm
Greutate: 0.51 kg
Editura: ELSEVIER SCIENCE
Seria Advances in Investment Analysis and Portfolio Management
Cuprins
Evaluating the risk of portfolios with options (E.A. Sheedy, R.G. Trevor). Co-movement patter of daily stock returns: an analysis of dow and January effects (G.Y.N. Tang). Portfolio allocation and the length of the investment horizon (R.D. van Eaton). Markowitz models of portfolio selection: the inverse problem (M.J. Hartley, G.S. Bakshi). The impact of offering size on the initial and aftermark performance of IPSs (K.M. Hogan, G.T. Olson). Portfolio formation methods: linear programming as an alternative to ranking (R.A. Wood et al. ). On risk diversification through expert use (C. Genest, M. Gendron). A note on the length effect of futures hedging (D. Lien, Yiu Kuen Tse). Asymmetric nested GARCH models, trading volume and return volatility - an empirical study on Taiwan Stock Market (Li-ju Tsai, Yin-hua Yeh). Optimal market timing strategies for ARMA (1,1) return processes, (Wei Li, Kin Lam). Pricing interest rate swaps with stochastic volatility (W.T. Lin).
Recenzii
"...Fifteen articles bring together investment analysis and portfolio theory and their implementation in portfolio management." --Journal of Economic Literature, 2002