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Advances in Investment Analysis and Portfolio Management Cheng-Few Lee (Rutgers University at New Brunswick, NJ, USA)

Advances in Investment Analysis and Portfolio Management By Cheng-Few Lee (Rutgers University at New Brunswick, NJ, USA)

Advances in Investment Analysis and Portfolio Management by Cheng-Few Lee (Rutgers University at New Brunswick, NJ, USA)


Summary

Intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. This title also contains articles that present and examine important accounting, financial and economic data for managing and evaluating portfolios of risky assets.

Advances in Investment Analysis and Portfolio Management Summary

Advances in Investment Analysis and Portfolio Management: Volume 8 by Cheng-Few Lee (Rutgers University at New Brunswick, NJ, USA)

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 portfolio management. The applications of useful and important analytical techniques such as mathematics, econometrics, statistics, and computers in the field of investment and portfolio management. Theoretical research related to options and futures. In addition, it also contains articles that present and examine new and important accounting, financial, and economic data for managing and evaluating portfolios of risky assets.

Advances in Investment Analysis and Portfolio Management Reviews

...Fifteen articles bring together investment analysis and portfolio theory and their implementation in portfolio management. --Journal of Economic Literature, 2002

Table of Contents

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).

Additional information

NPB9780762307982
9780762307982
0762307986
Advances in Investment Analysis and Portfolio Management: Volume 8 by Cheng-Few Lee (Rutgers University at New Brunswick, NJ, USA)
New
Hardback
Elsevier Science & Technology
2001-09-14
344
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
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