Asset Allocation and International Investments
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12

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Published By Palgrave Macmillan UK

9781349285457, 9780230626515

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The Price of Efficiency — So, What Do You Think About Emerging Markets?

Asset Allocation and International Investments ◽

10.1057/9780230626515_8 ◽

2007 ◽

pp. 137-150

Author(s):

Zsolt Berényi

Keyword(s):

Emerging Markets

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International Stock Portfolios and Optimal Currency Hedging with Regime Switching

Asset Allocation and International Investments ◽

10.1057/9780230626515_2 ◽

2007 ◽

pp. 16-41

Author(s):

Markus Leippold ◽

Felix Monger

Keyword(s):

Regime Switching ◽

Currency Hedging ◽

Stock Portfolios

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Bond and Stock Market Linkages: The Case of Mexico and Brazil

Asset Allocation and International Investments ◽

10.1057/9780230626515_6 ◽

2007 ◽

pp. 103-113

Author(s):

Arindam Bandopadhyaya

Keyword(s):

Stock Market ◽

Market Linkages

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The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints

Asset Allocation and International Investments ◽

10.1057/9780230626515_4 ◽

2007 ◽

pp. 80-95

Author(s):

Denisa Cumova ◽

David Moreno ◽

David Nawrocki

Keyword(s):

Asset Allocation ◽

Critical Line ◽

Linear Constraints ◽

Allocation Problem

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Matrix Elliptical Contoured Distributions versus a Stable Model: Application to Daily Stock Returns of Eight Stock Markets

Asset Allocation and International Investments ◽

10.1057/9780230626515_11 ◽

2007 ◽

pp. 214-227

Author(s):

Taras Bodnar ◽

Wolfgang Schmid

Keyword(s):

Stock Returns ◽

Stock Markets ◽

Stable Model ◽

Model Application ◽

Daily Stock Returns

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Currency Crises, Contagion and Portfolio Selection

Asset Allocation and International Investments ◽

10.1057/9780230626515_5 ◽

2007 ◽

pp. 96-102

Author(s):

Arindam Bandopadhyaya ◽

Sushmita Nagarajan

Keyword(s):

Portfolio Selection ◽

Currency Crises

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The Modified Sharpe Ratio Applied to Canadian Hedge Funds

Asset Allocation and International Investments ◽

10.1057/9780230626515_12 ◽

2007 ◽

pp. 228-234

Author(s):

Greg N. Gregoriou

Keyword(s):

Hedge Funds ◽

Sharpe Ratio

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How Does Systematic Risk Impact Stocks? A Study of the French Financial Market

Asset Allocation and International Investments ◽

10.1057/9780230626515_10 ◽

2007 ◽

pp. 183-213

Author(s):

Hayette Gatfaoui

Keyword(s):

Financial Market ◽

Systematic Risk

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Time-Varying Downside Risk: An Application to the Art Market

Asset Allocation and International Investments ◽

10.1057/9780230626515_1 ◽

2007 ◽

pp. 1-15

Author(s):

Rachel Campbell ◽

Roman Kräussl

Keyword(s):

Art Market ◽

Downside Risk ◽

Time Varying

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Liquidity and Market Efficiency Before and After the Introduction of Electronic Trading at the Sydney Futures Exchange

Asset Allocation and International Investments ◽

10.1057/9780230626515_9 ◽

2007 ◽

pp. 151-182

Author(s):

Mark Burgess ◽

J. Wickramanayake

Keyword(s):

Market Efficiency ◽

Electronic Trading ◽

Before And After

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