Advances in investment analysis and portfolio management
By: edited by Cheng-Few Lee
Publisher: JAI
Published: 2002
Place of publication: Amsterdam; Boston [Mass.]
Language: eng
Format: [electronic resource] /
ISBN-13: 9780080545059; 9781281026668
Subjects: Investment analysis; Investments & Securities; Portfolio management; BUSINESS & ECONOMICS; General
Description: Twelve papers focus on investment analysis, portfolio theory, and their implementation in portfolio management.
Notes: Title from PDF title page (viewed Oct. 15, 2007).

Includes bibliographical references.
Table of contents: title: Front Cover; ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT; Copyright Page; CONTENTS; LIST OF CONTRIBUTORS; EDITORIAL BOARD; PREFACE; CHAPTER 1. ENDOGENOUS GROWTH AND STOCK RETURNS VOLATILITY IN THE LONG RUN; CHAPTER 2. A NOTE ON THE MARKOWITZ RISK MINIMIZATION AND THE SHARPE ANGLE MAXIMIZATION MODELS; CHAPTER 3. OPTIMAL HEDGE RATIOS AND TEMPORAL AGGREGATION OF COINTEGRATED SYSTEMS; CHAPTER 4. MARKET TIMING, SELECTIVITY, AND MUTUAL FUND PERFORMANCE; CHAPTER 5. SOURCES OF TIME-VARYING RISK PREMIA IN THE TERM STRUCTURE.