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.
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.
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.
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.
Irwin and Sanders (2012a) study the impact on agricultural markets, Irwin and Sanders (2011) and Hamilton and Wu (2015) on commodity markets in general, Büyükşahin and Robe (2014) study the oil market while Korniotis (2009) considers ...
We find that day-of-week effects are negative and significant for Monday, Tuesday, Thursday and Friday in Australia, Singapore and Thailand, respectively. However these results are model-sensitive, and for this reason evidence for the ...
The chapters in this volume cover a wider range of topics including equity markets, risk return trade-off analysis and portfolio management, and IPOs.
... Advances in Investment Analysis and Portfolio Management, Vol.1(1991):91–106. Attari, M. “Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices.” Journal ofFinancial and Quantitative Analysis, Vol. 34, No.3 ...
... Advances in Investment Analysis and Portfolio Management, Vol. 1(1991): 91–106. Attari, M. “Discontinuous Interest Rate Processes: An Equilibrium Model for Bond Option Prices.” Journal ofFinancial and Quantitative Analysis, Vol. 34, No ...
An update of a classic book in the field, Modern Portfolio Theory examines the characteristics and analysis of individual securities as well as the theory and practice of optimally combining securities into portfolios.
The advantages and disadvantages of arithmetic and geometric averaging when computing indices are discussed in chapter 1.4. 1.3 Computation of Stock Market Indices All market weighted and equally weighted indices have a base date.