Asset allocation and international investments [Elektronisk resurs] / Edited by Greg N. Gregoriou.

• Time Varying Downside Risk: An Application to the Art Market-- R. Campbell and R. Kraussl 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.

• This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio. 

Ämnesord

Finance and Accounting.  (eflch)

Klassifikation

FIN (ämneskategori)