{"product_id":"advances-in-investment-analysis-and-portfolio-management-hardback-9780762303564","title":"Advances in Investment Analysis and Portfolio Management (Hardback) 9780762303564","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eAdvances in Investment Analysis and Portfolio Management\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eCheng-Few Lee (Edited by)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780762303564, Elsevier Science\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 2 August 1998\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e0 pages\u003cbr\u003e24 x 16.5 x 1.3 cm, 0.55 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"Twelve papers address topics in investment analysis and portfolio management. Papers focus on an option-based approach to portfolio performance evaluation. ...Lee is in the Department of Finance and Economics at Rutgers University.\" \u003cb\u003e--Journal of Economic Literature\u003c\/b\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eThis fifth volume in the series covers a variety of topics in the field of advances in investment and portfolio management.\u003c\/p\u003e\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eAn option-based approach to portfolio performance evaluation (S. Smith, S.M. Kokosha). A chartist approach to stock exchange series (CASES) decomposition: theoretical justifications and empirical analysis (L. Becchetti, C. Becchetti). Put-call-forward exchange parity and the implied riskfree rate (A.L. Demaskey, J.L. Heck). Characterizing the equally-weighted stock market index (J.A. Macdonald, H.A. Shawky). Estimating the permanent and transitory components of the bid\/ask spread (Woo Suk Choi, Sang Bin Lee and Pying Ii Yu). Option introduction and security returns distributions: changes in information impoundment vs. narrowing of the bid-ask spread (C.F. Richards, G.V. Henderson Jr.). Using second order stocahstic domiance and linear options to bound non-linear options premia (C. Henin, Chen Guo). Intertemporal causality and on the prediction of future spot rates from forward currency rates (A. Gosh). Finite life and perpetual real estate investment trusts: a re-examination of risk and return (P.H. Siegel, D.W. Durr and K.E. Karim). Integration of world stock markets: an empirical evidence from nonlinear cointegration (A.Gosh). A multivariate conditional CAPM with threshold ARCH specifications (F. Hamelink, M. Hoesli). Risk aversion, market segmentation, and the firm size effect: some empirical evidence (C.R. Chen, J. Wuh Lin).\u003cbr\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Management \u0026amp; management techniques [\u003ca title=\"See our other books on Management \u0026amp; management techniques\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Management%20\u0026amp;%20management%20techniques%20%5BKJM%5D%22\"\u003eKJM\u003c\/a\u003e], Investment \u0026amp; securities [\u003ca title=\"See our other books on Investment \u0026amp; securities\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Investment%20\u0026amp;%20securities%20%5BKFFM%5D%22\"\u003eKFFM\u003c\/a\u003e], Society \u0026amp; social sciences [\u003ca title=\"See our other books on Society \u0026amp; social sciences\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Society%20\u0026amp;%20social%20sciences%20%5BJ%5D%22\"\u003eJ\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"JAI Press","offers":[{"title":"Default Title","offer_id":46651562393880,"sku":"9780762303564","price":60.99,"currency_code":"GBP","in_stock":false}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9780762303564.jpg?v=1694113849","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/advances-in-investment-analysis-and-portfolio-management-hardback-9780762303564","provider":"Freshly Printed Books","version":"1.0","type":"link"}