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Advances in Investment Analysis and Portfolio Management, Volume 9
 
 

Advances in Investment Analysis and Portfolio Management, Volume 9, 1st Edition

 
Advances in Investment Analysis and Portfolio Management, Volume 9, 1st Edition,Cheng-Few Lee,ISBN9780762308873
 
 
 

C Lee   

JAI Press

9780762308873

288

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USD 132.00
 
 

Description

Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management

Cheng-Few Lee

Affiliations and Expertise

Rutgers University at New Brunswick, NJ, USA

View additional works by Cheng-Few Lee

Advances in Investment Analysis and Portfolio Management, Volume 9, 1st Edition

Endogenous growth and stock returns volatility in the long run (C. Faugére, H. Shawky). A note on the Markowitz risk minimization and the Sharpe angle maximization models (C.W. Yang, K. Hung and F.A. Yang). Optimal hedge ratios and temporal aggregation of cointegrated systems (D. Lien, K. Leggio). Market timing, selectivity, and mutual fund performance (C.F. Lee, L. Li). Sources of time-varying risk premia in the term structure (J. Elder). Stock splits and liquidity: evidence from American depository receipts (C.X. Jiang, J.-C. Kim). Portfolio selection with round-lot holdings (C.C.Y. Kwan, M. Parlar). Defining a security market line for debt explicitly considering the risk of default (J.L. Heck, M.M. Holland and D.R. Shaffer). Shareholder heterogeneity: further evidence (Y.T. Lee, G. Liaw). The long-run performance and pre-selling information of initial public offerings (A. Chen, J.F. Cotter). The term structure of return correlations: the U.S. and Pacific-Basin stock markets (M.-S. Pan, Y.A. Liu). Characteristics versus covariances: an examination of domestic asset allocation strategies (J. Fletcher).

Quotes and reviews

@qu:...Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management.
@source:Journal of Economic Literature
 
 
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