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Finance and Capital Markets Series

Asset Allocation and International Investments

Editors: Gregoriou, G. (Ed.)

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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.

About the authors

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

Table of contents (12 chapters)

Table of contents (12 chapters)
  • Time-Varying Downside Risk: An Application to the Art Market

    Pages 1-15

    Campbell, Rachel (et al.)

  • International Stock Portfolios and Optimal Currency Hedging with Regime Switching

    Pages 16-41

    Leippold, Markus (et al.)

  • The Determinants of Domestic and Foreign Biases: An Empirical Study

    Pages 42-79

    Abid, Fathi (et al.)

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

    Pages 80-95

    Cumova, Denisa (et al.)

  • Currency Crises, Contagion and Portfolio Selection

    Pages 96-102

    Bandopadhyaya, Arindam (et al.)

Buy this book

eBook $219.00
price for USA (gross)
  • ISBN 978-0-230-62651-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $279.99
price for USA
  • ISBN 978-0-230-01917-1
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • Usually dispatched within 3 to 5 business days.
Softcover $320.00
price for USA
  • ISBN 978-1-349-28545-7
  • Free shipping for individuals worldwide
  • Immediate ebook access, if available*, with your print order
  • This title is currently reprinting. You can pre-order your copy now.

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Bibliographic Information

Bibliographic Information
Book Title
Asset Allocation and International Investments
Editors
  • G. Gregoriou
Series Title
Finance and Capital Markets Series
Copyright
2007
Publisher
Palgrave Macmillan UK
Copyright Holder
Palgrave Macmillan, a division of Macmillan Publishers Limited
eBook ISBN
978-0-230-62651-5
DOI
10.1057/9780230626515
Hardcover ISBN
978-0-230-01917-1
Softcover ISBN
978-1-349-28545-7
Edition Number
1
Number of Pages
XIX, 244
Topics

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