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Advances in investment analysis and portfolio management. 7

Advances in investment analysis and portfolio management. 7

자료유형
단행본
개인저자
Lee, Cheng-Few.
서명 / 저자사항
Advances in investment analysis and portfolio management. 7 / editors, Cheng-Few Lee.
발행사항
Stamford, Con. :   JAI Press Inc.,   c2000.  
형태사항
ix, 207 p. : ill. ; 24 cm.
ISBN
0762306580
서지주기
Includes bibliographical references
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 C

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).


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