عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
0762307986
(Number (ISBN
9780762307982
NATIONAL BIBLIOGRAPHY NUMBER
Number
b602935
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Advances in investment analysis and portfolio management. Vol. 8
General Material Designation
[Book]
First Statement of Responsibility
ed. by Cheng Few Lee.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Amsterdam
Name of Publisher, Distributor, etc.
JAI Press
Date of Publication, Distribution, etc.
2001
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XIV, 329 p. : tabl. ; 23 cm
SERIES
Series Title
Advances in investment analysis and portfolio management : a research annual, 8.
CONTENTS NOTE
Text of Note
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).
TOPICAL NAME USED AS SUBJECT
gestion de portefeuille -- études diverses.
investissement -- analyse -- études diverses.
investissement - analyse.
PERSONAL NAME - PRIMARY RESPONSIBILITY
ed. by Cheng Few Lee.
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Cheng-Few Lee
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
