Advances in investment analysis and portfolio management
By: edited by Cheng-Few Lee
Publisher: JAI
Published: 2001
Place of publication: Amsterdam; Boston [Mass.]
Language: eng
Format: [electronic resource] /
ISBN-13: 9780080543970; 9781281025647
Subjects: Investment analysis; Investments & Securities; Portfolio management; BUSINESS & ECONOMICS; General
Description: This research annual publication intends to bring together investment analysis and portfolio theory and their implementation to portfolio management. It seeks theoretical and empirical research manuscripts with high quality in the area of investment and portfolio analysis. The contents will consist of original research on: The principles of portfolio management of equities and fixed-income securities. The evaluation of portfolios (or mutual funds) of common stocks, bonds, international assets, and options. The dynamic process of portfolio management. Strategies of international investments and.
Notes: Includes bibliographical references.

Description based on print version record.
Table of contents: title: Front Cover; ADVANCES IN INVESTMENT ANALYSIS AND PORTFOLIO MANAGEMENT; Copyright Page; CONTENTS; LIST OF CONTRIBUTORS; EDITORIAL BOARD; PREFACE; CHAPTER 1. STOCK RETURNS, INFLATION AND THE MACROECONOMY: THE LONG- AND SHORT-RUN DYNAMICS; CHAPTER 2. VALUATION AND HEDGING OF AMERICAN-STYLE LOOKBACK AND BARRIER OPTIONS; CHAPTER 3. THE INFORMATION ROLE OF PORTFOLIO DEPOSITORY RECEIPTS; CHAPTER 4. A DOUBLE SHARPE RATIO; CHAPTER 5. INSTITUTIONAL OWNERSHIP, ANALYST FOLLOWING, AND MARKET LIQUIDITY; CHAPTER 6. EUROPEAN STOCK MARKETS: AN ERROR CORRECTION MODEL ANALYSIS