Advances in Investment Analysis and Portfolio Management - 1st Edition - ISBN: 9780762306589, 9780080944036

Advances in Investment Analysis and Portfolio Management, Volume 7

1st Edition

Editors: Cheng-Few Lee
eBook ISBN: 9780080944036
Hardcover ISBN: 9780762306589
Imprint: JAI Press
Published Date: 20th December 2000
Tax/VAT will be calculated at check-out Price includes VAT (GST)

Institutional Access

Secure Checkout

Personal information is secured with SSL technology.

Free Shipping

Free global shipping
No minimum order.

Table of 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).


Details

Language:
English
Copyright:
© JAI Press 2000
Published:
Imprint:
JAI Press
eBook ISBN:
9780080944036
Hardcover ISBN:
9780762306589

About the Editors

Cheng-Few Lee Editor

Affiliations and Expertise

Rutgers University at New Brunswick, NJ, USA