Table of contents for Asset allocation and international investments / edited by Greg N. Gregoriou.
Bibliographic record and links to related information available from the Library of Congress catalog
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Time Varying Downside Risk: An Application to the Art Market--R. Campbell and R. Kra;ussl * International Stock Portfolios and Optimal Currency Hedging with Regime Switching--M. Leippold and F. Morger * The Determinants of Domestic and Foreign Biases: An Empirical Study--F. Abid and S. Bahloul * The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints--D. Cumova, D. Moreno, and D. Nawrocki * Currency Crises, Contagion and Portfolio Selection--A. Bandopadhyaya and S. Nagarajan * Bond and Stock Market Linkages: The Case of Mexico and Brazil--A. Bandopadhyaya * Australian Stock Market: An Empirical Investigation--A. Chan and J. Wickramanayake * The Price of Efficiency - so, what do you think about emerging markets?--Z. Berenyi * Liquidity and Market Efficiency before and after the Introduction of Electronic Trading at the Sydney Futures Exchange--M. Burgess and J. Wickramanayake * How Does Systematic Risk Impact Stocks? A Study on the French Financial Market--H. Gatfaoui * Matrix Elliptical Contoured Distributions versus Stable Model: Application to Daily Stock Returns of Eight Stock Markets--T. Bodnar and W. Schmid * Modified Sharpe Ratio Applied to Canadian Hedge Funds--G. N. Gregoriou * Index
International Asset Allocation for Pension Funds; Markus Leippolod and Felix Morger * Growth-oriented Multiperiod Portfolio Selection; Klaus Hellwig * Equity Portfolio Construction: A Comparative Analysis; Raffaele Zenti, Massimiliano Pallotta, Claudio Marsala and Stefano Ricci * The Determinants of Domestic Bias and Foreign Bias: An Empirical Study; Fathi Abid and Slah Bahloul * Currency Crises, Contagion and Portfolio Selection; Arindam Bandopadhyaya and Sushmita Nagarajan * Chinese Investment Funds; Bart Frijns and Roge;r Otten * Bond and Stock Market Linkages: The Case of Mexico and Brazil; Arindam Bandopadhyaya * Multifactor Model for Australian Stock Market for the 1990s Decade; A. Chan and Jayasinghe Wickramanayake * Shape Factors and Cross- Sectional Risk: Theory and Empirical Analysis; Stefano Galluccio and Andrea Roncoroni * Evaluating Value-at-Risk Estimates: A Cross-Section approach; Raffaele Zenti, Massimiliano Pallotta and Claudio Marsala * Discriminating Coskewness and Cokurtosis Premia from Alphas of Hedge Fund Strategies with time-Varying Betas and Market Timing; Valerio Poti
Library of Congress subject headings for this publication:
Globalization -- Economic aspects.