Advances in Investment Analysis and Portfolio Management

Front Cover
Cheng-Few Lee
Elsevier, Feb 1, 2001 - Business & Economics - 207 pages
1 Review
Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management
 

What people are saying - Write a review

User Review - Flag as inappropriate

I am so glad to read this book because this book is full of thoughts and information for investment .
Here i know the importance of portfolio modeling @ http://www.capitaltrends.in/CT/view/M7Pro.php

Contents

COMOVEMENT PATTERN OF DAILY STOCK
19
PORTFOLIO ALLOCATION AND THE LENGTH
41
THE IMPACT OF OFFERING SIZE ON THE INITIAL
91
LINEAR
105
RISK DIVERSIFICATION THROUGH EXPERT
117
A NOTE ON THE LENGTH EFFECT OF FUTURES
131
ASYMMETRICNESTED GARCH MODELS TRADING
145
OPTIMAL MARKET TIMING STRATEGIES
163
PRICING INTEREST RATE SWAPS WITH STOCHASTIC
191
Copyright

Other editions - View all

Common terms and phrases

Bibliographic information