購物比價找書網找車網
FindBook  
 有 3 項符合

Advances in Investment Analysis and Portfolio Management

的圖書
Advances in investment analysis and portolio management Advances in investment analysis and portolio management

作者:Cheng F. Lee & Alice C. Lee 
出版社:Airiti Press(華藝數位經銷)
出版日期:2008-12-01
語言:英文   規格:平裝 / 214頁 / 16*23.5cm / 普級 / 單色印刷 / 初版
圖書介紹 - 資料來源:博客來   評分:
圖書名稱:Advances in Investment Analysis and Portfolio Management

內容簡介

  Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.

  The chapters in this volume cover a wider range of topics including equity markets, risk return trade-off analysis and portfolio management, and IPOs. In this volume there are 10 chapters, four of them analyze the issues of equity markets: 1. Revisiting U.S. Stock Market Returns: Individual Retirement Accounts; 2. Asset Returns and Monetary Policy in the Emerging Taiwan Financial Markets; 3. On the Intradaily Relationship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Stock Index Futures; and 4. Does the Net Flow of Funds Help to Predict the S&P 500 Index? Four of the other six chapters discuss risk return trade-off analysis and portfolio management: 1. An Intertemporal Analysis of Optimal International Asset Allocation; 2. Complexity and the Performance of Investment Portfolios; 3. The Similarity Between Mean-Variance and Mean-Gini: Testing for Equality of Gini Correlations; 4. Estimating Capital Market Parameters: CRSP Versus Yahoo Data.

  The remaining two papers are related to IPOs: 1. Distinguishing Quality within the IPO Market and 2. Do IPO Firms have Lower Risk? Evidence from IPO Performance in Different States of the World? In sum, this annual publication covers equity markets, IPO, risk return trade-off analysis, and portfolio management. Therefore, the material covered in this publication is not only useful for academicians and but also for practitioners in the area of Finance.


【作者簡介】

Center for Pacific Basin, Business, Economics, and Finance Research

James S. Ang    The Florida State University, U.S.A.
Christopher B. Barry          Texas Christian University, U.S.A.
Stephen J. Brown   New York University, U.S.A.
Edwin Burmeister   Duke University, U.S.A.
Carl R. Chen    The University of Dayton, U.S.A.
Ren-Raw Chen   Rutgers University, U.S.A.
Son N. Chen   National Chengchi University, Taiwan
Cheol S. Eun    Georgia Institute of Technology, U.S.A.
Jack C. Francis   Baruch College, U.S.A.
Chin-Wen Hsin           Yuan-Ze University, Taiwan
Ping Hsiao    San Francisco State University, U.S.A.
Dong Cheol Kim           Rutgers University, U.S.A.
Stanley J. Kon    Smith-Breedan Associate, Inc., U.S.A.
Yun Lin    National Taiwan University, Taiwan
Scott C. Linn    University of Oklahoma, U.S.A.
William T. Moore   University of South Carolina, U.S.A.
R. Richardson Petti   University of Houston, U.S.A.
C. W. Sealy    University of North Carolina –Charlotte, U.S.A

 

目錄

PREFACE TO VOLUME 3            vii
LIST OF CORRESPONDENCE  xi

★Chapter 1 An Intertemporal Analysis of Optimal International Asset Allocation   1
Mitchell Ratner
★Chapter 2 Revisiting U.S. Stock Market Returns: Individual Retirement Accounts   17
A.G. Malliaris
★Chapter 3 Asset Returns and Monetary Policy in the Emerging Taiwan Financial Markets 39
Ming-Hsiang Chen, Yi-Chi Kuo, Su-Jane Chen
★Chapter 4 Distinguishing Quality within the IPO Market       63
James Ang, Carol Boyer
★Chapter 5 Complexity and the Performance of Investment Portfolios     77
Sanjay Goel, Hany Shawky, Christopher Brown
★Chapter 6 The Similarity Between Mean-Variance and Mean-Gini: Testing for Equality of Gini Correlations             97
Edna Schechtman, Shlomo Yitzhaki, Yevgeny Artsev
★Chapter 7 On the Intradaily Relationaship between Information Revelation and Trade Duration: The Evidence of MSCI Taiwan Stock Index Futures      123
Min-Hsien Chiang, Tsai-Yin Lin, Chih-Hsien Yu, Hsiao-Lan Chen
★Chapter 8 Does the Net Flow of Funds Help to Predict the S&P 500 Index?   143
Thomas A. Carnes, Michael Mosebach, Mohammad Najand
★Chapter 9 Do IPO Firms have Lower Risk? Evidence from IPO Performance in Different States of the World           157
Nianyun ( Kelly) Cai, Yong H. Kim, Xuejing Xing
★Chapter 10 Estimating Capital Market Parameters: CRSP Versus Yahoo Data  173
Ronnie J. Clayton, John S. Jahera, Bill Schmidt

Index

 

詳細資料

  • ISBN:9789868430709
  • 叢書系列: 經濟學研究系列
  • 規格:平裝 / 214頁 / 16 x 23.5 cm / 普通級 / 單色印刷 / 初版
  • 出版地:台灣
贊助商廣告
 
金石堂 - 今日66折
周姚萍講新魔王故事2:奇奇時空機-配合108年國語文課綱「自發、互動、共好」的理念,設計在情境圖中
作者:周姚萍
出版社:五南圖書出版股份有限公司
出版日期:2019-02-28
66折: $ 198 
金石堂 - 今日66折
饕餮記【第一部】【上下】套書不分售
作者:殷羽
出版社:英屬維京群島商高寶國際有限公司
出版日期:2022-08-10
66折: $ 422 
金石堂 - 今日66折
個人實相的本質有聲書第13輯
作者:許添盛醫師主講
出版社:賽斯文化
出版日期:2019-05-06
66折: $ 660 
金石堂 - 今日66折
賽斯速成100有聲書 第1輯
作者:王怡仁
出版社:賽斯文化
出版日期:2017-03-10
66折: $ 858 
 
金石堂 - 暢銷排行榜
SPY×FAMILY 間諜家家酒 (首刷限定版) 14
作者:遠藤達哉
出版社:東立出版社
出版日期:2025-02-04
$ 213 
金石堂 - 暢銷排行榜
特殊傳說Ⅲ vol.10
作者:護玄
出版社:蓋亞文化有限公司
出版日期:2025-02-05
$ 253 
Taaze 讀冊生活 - 暢銷排行榜
塔木德:猶太人的致富聖經[修訂版]:1000多年來帶領猶太人快速累積財富的神祕經典
作者:佛蘭克.赫爾
出版社:智言館
出版日期:2014-04-01
$ 197 
博客來 - 暢銷排行榜
笑中帶淚的老後日常套書:《銀髮川柳1~3》(附贈「人生滋味」插畫書籤、「一起變老吧」新春賀年狀)
作者:日本公益社團法人全國自費老人之家協會 (公益社団法人全国有料老人ホーム協会, ポプラ社編集部)
出版社:三采
出版日期:2024-12-27
$ 562 
 
金石堂 - 新書排行榜
我不會免費跟妳上床(6)
作者:檜原フキ
出版社:台灣角川股份有限公司
出版日期:2025-02-13
$ 111 
金石堂 - 新書排行榜
要怎麼做才能成為童年玩伴♀的女友!?(3)
作者:矢坂しゅう
出版社:台灣角川股份有限公司
出版日期:2025-02-20
$ 111 
博客來 - 新書排行榜
藥師少女的獨語 14 (首刷限定版)
出版日期:2025-02-14
$ 187 
金石堂 - 新書排行榜
請解開故事謎底【2025珍藏特裝組】
作者:花於景(雷雷夥伴)
出版社:原動力文化事業有限公司
出版日期:2025-02-12
$ 594 
 

©2025 FindBook.com.tw -  購物比價  找書網  找車網  服務條款  隱私權政策