Advances in investment analysis and portfolio management. Volume 8
[Book]
edited by Cheng-Few Lee.
Amsterdam ; Boston [Mass.]
JAI
2001
.
Front Cover; ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT; Copyright Page; CONTENTS; LIST OF CONTRIBUTORS; EDITORIAL BOARD; PREFACE; CHAPTER 1. STOCK RETURNS, INFLATION AND THE MACROECONOMY: THE LONG- AND SHORT-RUN DYNAMICS; CHAPTER 2. VALUATION AND HEDGING OF AMERICAN-STYLE LOOKBACK AND BARRIER OPTIONS; CHAPTER 3. THE INFORMATION ROLE OF PORTFOLIO DEPOSITORY RECEIPTS; CHAPTER 4. A DOUBLE SHARPE RATIO; CHAPTER 5. INSTITUTIONAL OWNERSHIP, ANALYST FOLLOWING, AND MARKET LIQUIDITY; CHAPTER 6. EUROPEAN STOCK MARKETS: AN ERROR CORRECTION MODEL ANALYSIS.
This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and.
BUSINESS & ECONOMICS -- Investments & Securities -- General.