Advances in Investment Analysis and Portfolio Management de Cheng-Few Lee

Advances in Investment Analysis and Portfolio Management: Advances in Investment Analysis and Portfolio Management, cartea 8

Cheng-Few Lee

This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.

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	Preț	Express
Hardback (5)	389^.24 lei 5-7 săpt.
ELSEVIER SCIENCE – 19 dec 2000	389^.24 lei 5-7 săpt.
ELSEVIER SCIENCE – 11 iul 2002	477^.05 lei 5-7 săpt.
ELSEVIER SCIENCE – 17 noi 1997	514^.67 lei 6-8 săpt.
ELSEVIER SCIENCE – 21 noi 1999	579^.43 lei 6-8 săpt.
ELSEVIER SCIENCE – 13 sep 2001	752^.01 lei 6-8 săpt.

Preț

Express

Hardback (5)

389^.24 lei 5-7 săpt.

ELSEVIER SCIENCE – 19 dec 2000

389^.24 lei 5-7 săpt.

ELSEVIER SCIENCE – 11 iul 2002

477^.05 lei 5-7 săpt.

ELSEVIER SCIENCE – 17 noi 1997

514^.67 lei 6-8 săpt.

ELSEVIER SCIENCE – 21 noi 1999

579^.43 lei 6-8 săpt.

ELSEVIER SCIENCE – 13 sep 2001

752^.01 lei 6-8 săpt.

Cuprins

Stock-returns, inflation and the macroeconomy: The long- and short-run dynamics (M. Chopin, M. Zhong). Valuation and hedging of American-style lookback and barrier options (C.C.C San-Lin Chung). The information role of portfolio depository receipts (P. Brockman, Y. Tse). A double sharpe ratio (M. Morey, H. Vinod). Institutional Ownership analyst following and market liquidity (S. Hedge, S. Mangiero). European stock markets: An error correction model analysis (A. Ghosh R. Clayton). Alternative method for robust analysis in event study applications (S.L. Kramer). A test for a new Dynamic CAPM (R. Faff, R. Brooks, T.P. Fan). Biases in Using Jensen's alpha (Y. Xu). Market timing skill, expected returns and mutual fund performance (J. Greene, C. Hodges). Dynamic Hedge with Forecasting: A return-stabilizing approach (C.S Lee). Measuring the interest rate risk of bonds with embedded options (S.V. Mann, P. Ramanlal). Two-factor jump-diffusion interest rate process: An empirical examination in Taiwan money market (S.Yeh, B. Lin). Cross hedging and value at risk: Wholesale electricity forward contracts (C. Woo, I. Horowitz, K Hoang). Using microsoft excel and decision trees to demonstrate the binominal option pricing model (J. Lee).