Advances in Investment Analysis and Portfolio Management, Volume 5

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Cheng-Few Lee
Elsevier, 1998 - Business & Economics - 252 pages
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This fifth volume in the series covers a variety of topics in the field of advances in investment and portfolio management.

 

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Contents

A CHARTIST APPROACH TO STOCK EXCHANGE
31
PUTCALLFORWARD EXCHANGE PARITY AND
71
CHARACTERIZING THE EQUALLYWEIGHTED
85
ESTIMATING THE PERMANENT AND TRANSITORY
105
OPTION INTRODUCTION AND SECURITY RETURNS
123
USING SECOND ORDER STOCHASTIC DOMINANCE
145
INTERTEMPORAL CAUSALITY AND ON
181
FINITELIFE AND PERPETUAL REAL ESTATE
193
A MULTIVARIATE CONDITIONAL CAPM WITH
217
RISK AVERSION MARKET SEGMENTATION
235
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