Cheng-Few Lee's Advances in Investment Analysis and Portfolio Management, PDF

By Cheng-Few Lee

ISBN-10: 0762307986

ISBN-13: 9780762307982

This study annual e-book intends to assemble funding research and portfolio thought and their implementation to portfolio administration. It seeks theoretical and empirical study manuscripts with top of the range within the quarter of funding and portfolio research. The contents will include unique examine on: the rules of portfolio administration of equities and fixed-income securities. The assessment of portfolios (or mutual money) of universal shares, bonds, foreign resources, and ideas. The dynamic strategy of portfolio administration. ideas of foreign investments and portfolio administration. The purposes of worthy and critical analytical suggestions corresponding to arithmetic, econometrics, data, and desktops within the box of funding and portfolio administration. Theoretical examine relating to ideas and futures. moreover, it additionally comprises articles that current and consider new and demanding accounting, monetary, and monetary facts for dealing with and comparing portfolios of dicy resources.

Show description

Read or Download Advances in Investment Analysis and Portfolio Management, Volume 8, Volume 8 PDF

Best investments & securities books

Pairs trading by Ganapathy Vidyamurthy PDF

Constructed from 3 information-packed elements, Pairs buying and selling offers an in-depth examine a number of the features of those thoughts and offers quantitative instruments to aid of their research. the 1st a part of this entire source units the context for the remainder of the e-book by way of introducing initial fabric on a few key issues, together with time sequence, issue versions, and Kalman filtering.

Download e-book for kindle: Neoclassical Finance (Princeton Lectures in Finance) by Stephen A. Ross

Neoclassical Finance offers a concise and strong account of the underlying ideas of recent finance, drawing on a iteration of theoretical and empirical advances within the box. Stephen Ross built the no arbitrage precept, tying asset pricing to the easy proposition that there aren't any loose lunches in monetary markets, and together with John Cox he built the similar notion of risk-neutral pricing.

United Nations's Foreign Investment in Latin America And the Caribbean 2005 PDF

In 2005, international direct funding inflows to Latin the USA and the Caribbean amounted to over US$ sixty eight billion, virtually eleven% greater than in 2004. those inflows drastically exceed the figures recorded among 2001 and 2003, yet they nonetheless fall wanting the volumes saw throughout the FDI growth of the past due Nineties.

Additional resources for Advances in Investment Analysis and Portfolio Management, Volume 8, Volume 8

Example text

Asset Pricing and Expected Inflation. Journal of Finance, 41, 209–223. Thorbecke, W. (1997). On stock market returns and monetary policy. Journal of Finance, 52, 635–654. Thornton, D. , & Batten, D. S. (1985). Lag-Length Selection and Tests of Granger Causality Between Money and Income. Journal of Money, Credit, and Banking, 17, 164–178. VALUATION AND HEDGING OF AMERICAN-STYLE LOOKBACK AND BARRIER OPTIONS Chuang-Chang Chang and San-Lin Chung* ABSTRACT This study developed a trinomial lattice approach for American-style lookback and barrier options.

PDRs are exchange-traded securities representing a claim on an underlying basket of stocks held by an investment trust. This study shows that the stock index, stock index futures, and PDRs are cointegrated with a common stochastic trend. The common economic/market factor is predominantly derived from the futures market and that PDRs appear to be the least important in the context of price discovery. The results are consistent with the view that PDRs are designed for discretionary liquidity traders while futures are better suited for informed traders.

Journal of Financial and Quantitative Analysis, 23, 1–12. , & Lau, S. H. (1994). Bumping Up Against the Barrier with the Binominal Model. Journal of Derivatives, Summer, 6–14. Cheuk, T. H. , & Vorst, T. C. F. (1996). Complex Barrier Options. Journal of Derivatives, Fall, 8–22. Cheuk, T. H. , & Vorst, T. C. F. (1997). Currency Lookback Options and Observation Frequency: A Binominal Approach. Journal of International Money and Finance, 2, 173–187. Chriss, N. A. (1997). Black-Scholes and Beyond: Option Pricing Models.

Download PDF sample

Advances in Investment Analysis and Portfolio Management, Volume 8, Volume 8 by Cheng-Few Lee


by Paul
4.1

Rated 4.27 of 5 – based on 24 votes