Skip to main content
SpringerLink
Log in
Palgrave Macmillan

Asset Allocation and International Investments

  • Book
  • © 2007

Overview

Editors:
  1. Greg N. Gregoriou

    1. State University of New York (Plattsburgh), USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Finance and Capital Markets Series (FCMS)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 169.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 219.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 219.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (12 chapters)

  1. Front Matter

    Pages i-xix
    Download chapter PDF

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

    • Rachel Campbell, Roman Kräussl
    Pages 1-15

  3. International Stock Portfolios and Optimal Currency Hedging with Regime Switching

    • Markus Leippold, Felix Monger
    Pages 16-41

  4. The Determinants of Domestic and Foreign Biases: An Empirical Study

    • Fathi Abid, Slah Bahloul
    Pages 42-79

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

    • Denisa Cumova, David Moreno, David Nawrocki
    Pages 80-95

  6. Currency Crises, Contagion and Portfolio Selection

    • Arindam Bandopadhyaya, Sushmita Nagarajan
    Pages 96-102

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

    • Arindam Bandopadhyaya
    Pages 103-113

  8. The Australian Stock Market: An Empirical Investigation

    • Adeline Chan, J. Wickramanayake
    Pages 114-136

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

    • Zsolt Berényi
    Pages 137-150

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

    • Mark Burgess, J. Wickramanayake
    Pages 151-182

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

    • Hayette Gatfaoui
    Pages 183-213

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

    • Taras Bodnar, Wolfgang Schmid
    Pages 214-227

  13. The Modified Sharpe Ratio Applied to Canadian Hedge Funds

    • Greg N. Gregoriou
    Pages 228-234

  14. Back Matter

    Pages 235-244
    Download chapter PDF
Back to top

Keywords

About this book

This book relates to strategic asset allocation for institutional investors. It consists of a collection of edited papers from academics worldwide on the latest developments in asset allocation, portfolio management and international investments. These expert studies can improve the risk and return characteristics of your investment portfolio.

Editors and Affiliations

  • State University of New York (Plattsburgh), USA

    Greg N. Gregoriou

About the editor

FAITH ABID SLAH BAHLOUL ARINDAM BANDOPADHYAYA Chairman and Associate Professor of Finance at UMASS-Boston, USA A. CHAN BART FRIJNS Senior Lecturer at the School of Business, Auckland University of Technology, New Zealand STEFANO GALLUCCIO Director at the Investment Banking Division of BNP Paribas, London, UK KLAUS HELLWIG Professor of Business Administration, University of Ulm, Germany MARKUS LEIPPOLD Assistant Professor of Finance at the Swiss Banking Institute of the University of Zurich, Switzerland CLAUDIO MARSALA Quantitative Portfolio Manager at Ras Asset Management FELIX MORGER Fourth-year PhD Student at the Swiss Banking Institute of the University of Zurich, Switzerland SUSHMITA NAGARAJAN Senior Associate in the Structured Finance Group, Moody's Investor Service, New York, USA ROGÉR OTTEN Assistant Professor of Finance at Maastricht University, The Netherlands MASSIMILIANO PALLOTTA Member of the Risk Management Team at Ras Asset Management VALERIO POTI Finance Lecturer at Dublin City University, Ireland STEFANO RICCI Member of the Quantitative Portfolio Management Unit at Ras Asset Management ANDREA RONCORONI Assistant Professor in the Finance Department of the ESSEC Business School, Paris, France JAYASINGHE WICKRAMANAYAKE RAFFAELE ZENTI Quantitative Portfolio Manager at Ras Asset Management and Lecturer at the Master in Finance of CORIPE, University of Turin, Italy

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation