Asset allocation and international investments
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY :
Palgrave Macmillan ,
2006
|
| Series: | Finance and capital markets
|
| Subjects: | |
| Online Access: | Table of contents only Contributor biographical information Publisher description |
MARC
| LEADER | 00000cam a2200000 7i4500 | ||
|---|---|---|---|
| 001 | 0000057362 | ||
| 005 | 20221221093000.0 | ||
| 008 | 060413s2006 nyu eng | ||
| 020 | |a 023001917X | ||
| 020 | |a 9780230019171 | ||
| 090 | 0 | 0 | |a HG4529.5 |b .A83 2006 |
| 245 | 0 | 0 | |a Asset allocation and international investments |c edited by Greg N. Gregoriou |
| 260 | |a New York, NY : |b Palgrave Macmillan , |c 2006 | ||
| 300 | |a xix, 244 p. : |b ill. ; |c 24 cm. | ||
| 440 | 0 | |a Finance and capital markets | |
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 1. Time-varying downside risk: an application to the art market -- 2. International stock portfolios and optimal currency hedging with regime swithing -- 3. The determinants of domestic and foreign biases: an empirical study -- 4. The critical line algorithm for UPM-LPM parametric general asset allocation problem with allocation boundaries and linear constraints -- 5. Currency crises, contagion and portfolio selection -- 6. Bond and stock market linkages: the cases of Mexico and Brazil -- 7. The Australian stock market: an empirical investigation -- 8. The price of effiency - so, what do you think about emerging market? -- 9. Liquidity and market effiency before and after the introduction of electronic trading at the sydney futures exchange -- 10. How does systematic risk impact stocks? a study of the french financial market -- 11. Matrix elliptical contoured distributions versus a stable model: application to daily stock returns of eight stock markets -- 12. The modified sharpe ratio applied to Canadian hedge funds | |
| 650 | 0 | |a Asset allocation | |
| 650 | 0 | |a Globalization |x Economic aspects | |
| 650 | 0 | |a Investments, Foreign | |
| 650 | 0 | |a Portfolio management | |
| 700 | 1 | |a Gregoriou, Greg N. , |d 1956- , |e author | |
| 856 | 4 | 1 | |3 Table of contents only |u http://www.loc.gov/catdir/enhancements/fy0703/2006045369-t.html |
| 856 | 4 | 2 | |3 Contributor biographical information |u http://www.loc.gov/catdir/enhancements/fy0703/2006045369-b.html |
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/enhancements/fy0703/2006045369-d.html |
| 999 | |a 1000119042 |b Book |c OPEN SHELF (30 DAYS) |e Gong Badak Campus | ||