Advances in investment analysis and portfolio management. Vol. 8
نام عام مواد
[Book]
نام نخستين پديدآور
ed. by Cheng Few Lee.
وضعیت نشر و پخش و غیره
محل نشرو پخش و غیره
Amsterdam
نام ناشر، پخش کننده و غيره
JAI Press
تاریخ نشرو بخش و غیره
2001
مشخصات ظاهری
نام خاص و کميت اثر
XIV, 329 p. : tabl. ; 23 cm
فروست
عنوان فروست
Advances in investment analysis and portfolio management : a research annual, 8.
یادداشتهای مربوط به مندرجات
متن يادداشت
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).
موضوع (اسم عام یاعبارت اسمی عام)
موضوع مستند نشده
gestion de portefeuille -- études diverses.
موضوع مستند نشده
investissement -- analyse -- études diverses.
موضوع مستند نشده
investissement - analyse.
نام شخص به منزله سر شناسه - (مسئولیت معنوی درجه اول )