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	ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT, VOLUME 9, 9 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 Endogenous growth and stock returns volatility in the long run (C. Faugére, H. Shawky). A note on the Markowitz risk minimization and the Sharpe angle maximization models (C.W. Yang, K. Hung and F.A. Yang). Optimal hedge ratios and temporal aggregation of cointegrated systems (D. Lien, K. Leggio). Market timing, selectivity, and mutual fund performance (C.F. Lee, L. Li). Sources of time-varying risk premia in the term structure (J. Elder). Stock splits and liquidity: evidence from American depository receipts (C.X. Jiang, J.-C. Kim). Portfolio selection with round-lot holdings (C.C.Y. Kwan, M. Parlar). Defining a security market line for debt explicitly considering the risk of default (J.L. Heck, M.M. Holland and D.R. Shaffer). Shareholder heterogeneity: further evidence (Y.T. Lee, G. Liaw). The long-run performance and pre-selling information of initial public offerings (A. Chen, J.F. Cotter). The term structure of return correlations: the U.S. and Pacific-Basin stock markets (M.-S. Pan, Y.A. Liu). Characteristics versus covariances: an examination of domestic asset allocation strategies (J. Fletcher). Bibliographic & ordering Information Hardbound, 288 pages, publication date: JUL-2002 ISBN-13: 978-0-7623-0887-3 ISBN-10: 0-7623-0887-7 Imprint: JAI Price: Order form EUR 110 GBP 73.95 USD 126 EUR 105 Books and book related electronic products are priced in US dollars (USD), euro (EUR), and Great Britain Pounds (GBP). USD prices apply to the Americas and Asia Pacific. EUR prices apply in Europe and the Middle East. GBP prices apply to the UK and all other countries. See also information about conditions of sale & ordering procedures, and links to our regional sales offices. 999/999 Last update: 5 Aug 2008	Book contents Table of contents Reviews View other people's reviews Submit your review Bookmark this page Recommend this publication Overview of all books