Advances in investment analysis and portfolio management. / by Cheng-Few Lee

By Cheng-Few Lee

This study annual e-book intends to compile funding research and portfolio conception 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 cash) of universal shares, bonds, foreign resources, and strategies. The dynamic technique of portfolio administration. ideas of foreign investments and portfolio administration. The purposes of helpful and demanding analytical options similar to arithmetic, econometrics, records, and pcs within the box of funding and portfolio administration. Theoretical examine regarding strategies and futures. additionally, it additionally includes articles that current and consider new and critical accounting, monetary, and monetary facts 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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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. , & Vorst, T.

Investors can create or redeem the receipts by tendering or taking delivery of the underlying stock portfolio, and the receipts are traded on organized exchanges in the same manner as individual stocks. PDRs can be bought on margin and sold short while dividends on the underlying portfolio are accumulated and distributed quarterly by the trust. PDRs have certain advantages over stock index funds and stock index futures. Unlike index funds, the exchange-traded feature of PDRs improves liquidity and the timeliness of pricing information.

Boyle, P. (1988). A Lattice Framework for Option Pricing with Two State Variables. Journal of Financial and Quantitative Analysis, 23, 1–12. , & Lau, S. H. (1994). Bumping Up Against the Barrier with the Binominal Model. Journal of Derivatives, Summer, 6–14. Cheuk, T. H. , & Vorst, T. C. F. (1996). Complex Barrier Options. Journal of Derivatives, Fall, 8–22. Cheuk, T. H. , & Vorst, T. C. F. (1997). Currency Lookback Options and Observation Frequency: A Binominal Approach. Journal of International Money and Finance, 2, 173–187.

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