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Year of publication
Subject
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USA 35 United States 35 Theorie 24 Theory 24 Estimation 22 Schätzung 22 Portfolio selection 19 Portfolio-Management 19 Capital income 15 Kapitaleinkommen 15 Börsenkurs 14 CAPM 14 Share price 14 Aktienmarkt 7 Cointegration 7 Hedging 7 Kointegration 7 Stock market 7 Time 7 Zeit 7 Yield curve 6 Zinsstruktur 6 Forecasting model 5 Index futures 5 Index-Futures 5 Prognoseverfahren 5 Volatility 5 Volatilität 5 Betriebsgröße 4 Currency derivative 4 Firm size 4 Interest rate derivative 4 Investment Fund 4 Investmentfonds 4 Währungsderivat 4 Zinsderivat 4 Bid-ask spread 3 Börsengang 3 Derivat 3 Derivative 3
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Type of publication
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Article 74 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 74 Aufsatz in Zeitschrift 74 Aufsatzsammlung 1
Language
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English 75 Portuguese 1
Author
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Ghosh, Asim K. 3 Lee, Cheng F. 3 Brooks, Robert 2 Faff, Robert W. 2 Fletcher, Jonathan 2 Heck, Jean L. 2 Kwan, Clarence C. Y. 2 Lien, Da-hsiang Donald 2 Yoder, James A. 2 Araújo Júnior, José Tavares de 1 Bakshi, Gurdip S. 1 Becker, Kent Gregory 1 Bellezza, Suzanne F. 1 Best, Roger J. 1 Best, Ronald W. 1 Brockman, Paul 1 Bulmash, Samuel B. 1 Chamberlain, Trevor W. 1 Chang, Chuang-chang 1 Chen, Anlin 1 Chen, Carl R. 1 Chen, Son-nan 1 Cheung, C. Sherman 1 Cheung, Joseph K. 1 Cho, D. C. 1 Choi, Woo Suk 1 Chopin, Marc 1 Chung, Richard 1 Chung, San-lin 1 Clayton, Ronnie J. 1 Cotter, James F. 1 Darrat, Ali F. 1 DeMaskey, Andrea L. 1 Duan, Jin-Chuan 1 Durr, David W. 1 Eaton, R. Douglas van 1 Elder, John 1 Elfakhani, Said 1 Eun, Cheol S. 1 Fan, Tan Pooi 1
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Advances in investment analysis and portfolio management : a research annual 76
Source
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ECONIS (ZBW) 76
Showing 1 - 10 of 76
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Advances in investment analysis and portfolio management
Lee, Cheng F. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001694969
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Endogenous growth and stock returns volatility in the long run
Faugère, Christophe; Shawky, Hany A. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 1-20
Persistent link: https://www.econbiz.de/10001695502
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A note on the Markowitz risk minimization and the Sharpe angle maximization models
Yang, Chin-wei; Hung, Ken; Yang, Felicia A. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 21-29
Persistent link: https://www.econbiz.de/10001695507
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Optimal hedge ratios and temporal aggregation of cointegrated systems
Lien, Da-hsiang Donald; Leggio, Karyl - In: Advances in investment analysis and portfolio … 9 (2002), pp. 31-40
Persistent link: https://www.econbiz.de/10001695508
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Market timing, selectivity, and mutual fund performance
Lee, Cheng F.; Li, Li - In: Advances in investment analysis and portfolio … 9 (2002), pp. 41-84
Persistent link: https://www.econbiz.de/10001695509
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Sources of time-varying risk premia in the term structure
Elder, John - In: Advances in investment analysis and portfolio … 9 (2002), pp. 85-108
Persistent link: https://www.econbiz.de/10001695510
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Stock splits and liquidity : evidence from American depository receipts
Jiang, Christine X.; Kim, Jang-chul - In: Advances in investment analysis and portfolio … 9 (2002), pp. 109-131
Persistent link: https://www.econbiz.de/10001695511
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Portfolio selection with round-lot holdings
Kwan, Clarence C. Y.; Parlar, Mahmut - In: Advances in investment analysis and portfolio … 9 (2002), pp. 133-163
Persistent link: https://www.econbiz.de/10001695512
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Defining a security market line for debt explicitly considering the risk of default
Heck, Jean L.; Holland, Michael M.; Shaffer, David R. - In: Advances in investment analysis and portfolio … 9 (2002), pp. 165-179
Persistent link: https://www.econbiz.de/10001695513
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Shareholder heterogeneity : further evidence
Lee, Yi-tsung; Liaw, Gwohorng - In: Advances in investment analysis and portfolio … 9 (2002), pp. 181-202
Persistent link: https://www.econbiz.de/10001695514
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