Most recent volume


Volume 9. Advances in Investment Analysis and Portfolio Management

Published: 12th July 2002 Editor: Cheng-Few Lee
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).

Additional volumes


Volume 8. Advances in Investment Analysis and Portfolio Management

Published: 14th September 2001 Editor: Cheng-Few Lee

Volume 7. Advances in Investment Analysis and Portfolio Management

Published: 20th December 2000 Editor: Cheng-Few Lee

Volume 6. Advances in Investment Analysis and Portfolio Management

Published: 22nd November 1999 Editor: Cheng-Few Lee

Volume 5. Advances in Investment Analysis and Portfolio Management

Published: 2nd August 1998 Editor: Cheng-Few Lee

Volume 4. Advances in Investment Analysis and Portfolio Management

Published: 18th November 1997 Editor: Cheng-Few Lee