Asset Allocation And International Investments

Perfect | December 1, 2006

EditorGreg N GregorioubyGreg N Gregoriou

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This book is about strategic asset allocation for institutional investors. It is an edited series of papers, from respected academics worldwide, on the latest developments in portfolio management, including new scientific articles that help to identify new trends. These expert studies can effectively improve the risk and return characteristics of your investment portfolio.

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This book is about strategic asset allocation for institutional investors. It is an edited series of papers, from respected academics worldwide, on the latest developments in portfolio management, including new scientific articles that help to identify new trends. These expert studies can effectively improve the risk and return charact...

GREG N. GREGORIOU is Associate Professor of Finance and coordinator of faculty research in the School of Business and Economics at State University of New York (Plattsburgh). He has edited twelve books on hedge funds, funds of hedge funds, CTAs, IPOs, Corporate Governance and investment management.

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Format:PerfectDimensions:244 pages, 9.38 × 6.45 × 0.84 inPublished:December 1, 2006Publisher:Palgrave MacmillanLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:023001917X

ISBN - 13:9780230019171

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Table of Contents

International Asset Allocation for Pension Funds; Markus Leippolod and Felix Morger * Growth-oriented Multiperiod Portfolio Selection; Klaus Hellwig * Equity Portfolio Construction: A Comparative Analysis; Raffaele Zenti, Massimiliano Pallotta, Claudio Marsala and Stefano Ricci * The Determinants of Domestic Bias and Foreign Bias: An Empirical Study; Fathi Abid and Slah Bahloul * Currency Crises, Contagion and Portfolio Selection; Arindam Bandopadhyaya and Sushmita Nagarajan * Chinese Investment Funds; Bart Frijns and Rogér Otten * Bond and Stock Market Linkages: The Case of Mexico and Brazil; Arindam Bandopadhyaya * Multifactor Model for Australian Stock Market for the 1990s Decade; A. Chan and Jayasinghe Wickramanayake * Shape Factors and Cross- Sectional Risk: Theory and Empirical Analysis; Stefano Galluccio and Andrea Roncoroni * Evaluating Value-at-Risk Estimates: A Cross-Section approach; Raffaele Zenti, Massimiliano Pallotta and Claudio Marsala * Discriminating Coskewness and Cokurtosis Premia from Alphas of Hedge Fund Strategies with time-Varying Betas and Market Timing; Valerio Poti