| Description |
1 online resource (xv, 271 pages) : illustrations |
| Bibliography |
Includes bibliographical references. |
| Contents |
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. |
| Summary |
This annual research publication brings together investment analysis and portfolio theory and their implementation to portfolio management. |
| Subject |
Investment analysis.
|
|
Portfolio management.
|
|
Analyse financière. |
|
Gestion de portefeuille. |
|
Investment analysis |
|
Portfolio management |
| Added Author |
Lee, Cheng F.
|
| ISBN |
9780080545059 |
|
008054505X |
|
1281026662 |
|
9781281026668 |
|
More Resources