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" Advances in investment analysis and portfolio management. Vol. 8 "
ed. by Cheng Few Lee.
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BL
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| Record Number
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782922
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b602935
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| Main Entry
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ed. by Cheng Few Lee.
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| Title & Author
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Advances in investment analysis and portfolio management. Vol. 8\ ed. by Cheng Few Lee.
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| Publication Statement
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Amsterdam: JAI Press, 2001
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| Series Statement
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Advances in investment analysis and portfolio management : a research annual, 8.
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| Page. NO
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XIV, 329 p. : tabl. ; 23 cm
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| ISBN
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0762307986
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: 9780762307982
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| Contents
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Stock-returns, inflation and the macroeconomy: The long- and short-run dynamics (M. Chopin, M. Zhong). Valuation and hedging of American-style lookback and barrier options (C.C.C San-Lin Chung). The information role of portfolio depository receipts (P. Brockman, Y. Tse). A double sharpe ratio (M. Morey, H. Vinod). Institutional Ownership analyst following and market liquidity (S. Hedge, S. Mangiero). European stock markets: An error correction model analysis (A. Ghosh R. Clayton). Alternative method for robust analysis in event study applications (S.L. Kramer). A test for a new Dynamic CAPM (R. Faff, R. Brooks, T.P. Fan). Biases in Using Jensen's alpha (Y. Xu). Market timing skill, expected returns and mutual fund performance (J. Greene, C. Hodges). Dynamic Hedge with Forecasting: A return-stabilizing approach (C.S Lee). Measuring the interest rate risk of bonds with embedded options (S.V. Mann, P. Ramanlal). Two-factor jump-diffusion interest rate process: An empirical examination in Taiwan money market (S.Yeh, B. Lin). Cross hedging and value at risk: Wholesale electricity forward contracts (C. Woo, I. Horowitz, K Hoang). Using microsoft excel and decision trees to demonstrate the binominal option pricing model (J. Lee).
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| Subject
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gestion de portefeuille -- études diverses.
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investissement -- analyse -- études diverses.
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| Subject
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investissement - analyse.
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| Added Entry
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Cheng-Few Lee
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