Asset allocation and international investments
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York, NY :
Palgrave Macmillan ,
2006
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| Series: | Finance and capital markets
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| Subjects: | |
| Online Access: | Table of contents only Contributor biographical information Publisher description |
Table of Contents:
- 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