| 000 | 00588namuu2200181 a 4500 | |
| 001 | 000001066041 | |
| 005 | 20011114104853 | |
| 008 | 011114s2000 caua b 000 0 eng d | |
| 020 | ▼a 0762306580 | |
| 040 | ▼a 244002 ▼c 244002 | |
| 049 | 0 | ▼l 151107149 |
| 082 | 0 4 | ▼a 332.6 ▼2 21 |
| 090 | ▼a 332.6 ▼b A244 ▼c 7 | |
| 245 | 0 0 | ▼a Advances in investment analysis and portfolio management. ▼n 7 / ▼c editors, Cheng-Few Lee. |
| 260 | ▼a Stamford, Con. : ▼b JAI Press Inc., ▼c c2000. | |
| 300 | ▼a ix, 207 p. : ▼b ill. ; ▼c 24 cm. | |
| 504 | ▼a Includes bibliographical references | |
| 700 | 1 | ▼a Lee, Cheng-Few. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실/ | 청구기호 332.6 A244 7 | 등록번호 151107149 | 도서상태 대출가능 | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
목차
Evaluating the risk of portfolios with options (E.A. Sheedy, R.G. Trevor). Co-movement patter of daily stock returns: an analysis of dow and January effects (G.Y.N. Tang). Portfolio allocation and the length of the investment horizon (R.D. van Eaton). Markowitz models of portfolio selection: the inverse problem (M.J. Hartley, G.S. Bakshi). The impact of offering size on the initial and aftermark performance of IPSs (K.M. Hogan, G.T. Olson). Portfolio formation methods: linear programming as an alternative to ranking (R.A. Wood et al. ). On risk diversification through expert use (C. Genest, M. Gendron). A note on the length effect of futures hedging (D. Lien, Yiu Kuen Tse). Asymmetric nested GARCH models, trading volume and return volatility - an empirical study on Taiwan Stock Market (Li-ju Tsai, Yin-hua Yeh). Optimal market timing strategies for ARMA (1,1) return processes, (Wei Li, Kin Lam). Pricing interest rate swaps with stochastic volatility (W.T. Lin).
정보제공 :
