Get Advances in investment analysis and portfolio management. / PDF

By Cheng-Few Lee

This examine annual ebook intends to compile funding research and portfolio thought and their implementation to portfolio administration. It seeks theoretical and empirical learn manuscripts with top of the range within the region of funding and portfolio research. The contents will encompass unique examine on: the foundations of portfolio administration of equities and fixed-income securities. The review of portfolios (or mutual money) of universal shares, bonds, overseas resources, and innovations. The dynamic technique of portfolio administration. thoughts of overseas investments and portfolio administration. The functions of valuable and significant analytical innovations reminiscent of arithmetic, econometrics, information, and pcs within the box of funding and portfolio administration. Theoretical learn relating to recommendations and futures. furthermore, it additionally includes articles that current and consider new and significant accounting, monetary, and fiscal information for handling and comparing portfolios of dicy resources.

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Extra resources for Advances in investment analysis and portfolio management. / Volume 8

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Gatto, M. A. (1979). Path Dependent Options: Buy at the Low, Sell at the High. Journal of Finance, 34, 401–414. , & White, A. (1993). Efficient Procedures for Valuing European and American PathDependent options. Journal of Derivatives, Fall, 21–31. Merton, R. C. (1973). Theory of Rational Option Pricing. Bell Journal of Economics and Management Science, 4, 141–183. Omberg, E. (1988). Efficient Discrete Time Jump Process Models in Option Pricing. Journal of Financial and Quantitative Analysis, 23, 161–174.

Approximately equal to one basket of the Index or 51,244 units as of The Information Role of Portfolio Depository Receipts 45 1992), or any multiples thereof, can redeem their TIPs for the underlying basket of stocks at any time. 10 Dividends paid on underlying shares are collected by a trust (Montreal Trust Company of Canada) and distributed to TIPs holders on a quarterly basis (April, July, October, and December). m. m. (Eastern), and the value of the Index is updated every 15 seconds. m. m. 11 The contract months include the two nearest months and the next two quarterly months from the March, June, September, December cycle.

Statistical Papers, 33, 335–359. Stulz, R. M. (1986). Asset Pricing and Expected Inflation. Journal of Finance, 41, 209–223. Thorbecke, W. (1997). On stock market returns and monetary policy. Journal of Finance, 52, 635–654. Thornton, D. , & Batten, D. S. (1985). Lag-Length Selection and Tests of Granger Causality Between Money and Income. Journal of Money, Credit, and Banking, 17, 164–178. VALUATION AND HEDGING OF AMERICAN-STYLE LOOKBACK AND BARRIER OPTIONS Chuang-Chang Chang and San-Lin Chung* ABSTRACT This study developed a trinomial lattice approach for American-style lookback and barrier options.

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