Advances in investments analysis and portfolio management Volume 9 Volume 9 /
Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management
| Otros Autores: | |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Greenwich, CT :
JAI Press
2002.
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| Edición: | 1st ed |
| Colección: | Advances in Investment Analysis and Portfolio Management
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627202206719 |
Tabla de Contenidos:
- Cover; CONTENTS; LIST OF CONTRIBUTORS; EDITORIAL BOARD; PREFACE; CHAPTER 1. ENDOGENOUS GROWTH AND STOCK RETURNS VOLATILITY IN THE LONG RUN; CHAPTER 2. A NOTE ON THE MARKOWITZ RISK MINIMIZATION AND THE SHARPE ANGLE MAXIMIZATION MODELS; CHAPTER 3. OPTIMAL HEDGE RATIOS AND TEMPORAL AGGREGATION OF COINTEGRATED SYSTEMS; CHAPTER 4. MARKET TIMING, SELECTIVITY, AND MUTUAL FUND PERFORMANCE; CHAPTER 5. SOURCES OF TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE; CHAPTER 6. STOCK SPLITS AND LIQUIDITY: EVIDENCE FROM AMERICAN DEPOSITORY RECEIPTS; CHAPTER 7. PORTFOLIO SELECTION WITH ROUND-LOT HOLDINGS
- CHAPTER 8. DEFINING A SECURITY MARKET LINE FOR DEBT EXPLICITLY CONSIDERING THE RISK OF DEFAULTCHAPTER 9. SHAREHOLDER HETEROGENEITY: FURTHER EVIDENCE; CHAPTER 10. THE LONG-RUN PERFORMANCE AND PRE-SELLING INFORMATION OF INITIAL PUBLIC OFFERINGS; CHAPTER 11. THE TERM STRUCTURE OF RETURN CORRELATIONS: THE U.S. AND PACIFIC-BASIN STOCK MARKETS; CHAPTER 12. CHARACTERISTICS VERSUS COVARIANCES: AN EXAMINATION OF DOMESTIC ASSET ALLOCATION STRATEGIES
