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| ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOLUME 7, 7
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 To order this title, and for more information, click here
Edited By
Cheng-Few Lee, Rutgers University at New Brunswick, NJ, USA
Included in series
Advances in Investment Analysis and Portfolio Management,
Contents
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).
Bibliographic & ordering Information
Hardbound, publication date: DEC-2000
ISBN-13: 978-0-7623-0658-9
ISBN-10: 0-7623-0658-0
Imprint: JAI
Price: Order form
USD 101
EUR 87.95
GBP 58.95
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Last update: 29 Aug 2008
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