2010

Handbook of Quantitative Finance and Risk Management

Editors:

ISBN: 978-0-387-77116-8 (Print) 978-0-387-77117-5 (Online)

Table of contents (109 chapters)

previous Page of 6
  1. Front Matter

    Pages i-xxxviii

  2. Overview of Quantitative Finance and Risk Management Research

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-22

      Theoretical Framework of Finance

    3. No Access

      Book Chapter

      Pages 23-40

      Investment, Dividend, Financing, and Production Policies: Theory and Implications

    4. No Access

      Book Chapter

      Pages 41-50

      Research Methods in Quantitative Finance and Risk Management

  3. Portfolio Theory and Investment Analysis

    1. Front Matter

      Pages 52-52

    2. No Access

      Book Chapter

      Pages 53-68

      Foundation of Portfolio Theory

    3. No Access

      Book Chapter

      Pages 69-92

      Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model

    4. No Access

      Book Chapter

      Pages 93-109

      Capital Asset Pricing Model and Beta Forecasting

    5. No Access

      Book Chapter

      Pages 111-124

      Index Models for Portfolio Selection

    6. No Access

      Book Chapter

      Pages 125-135

      Performance-Measure Approaches for Selecting Optimum Portfolios

    7. No Access

      Book Chapter

      Pages 137-164

      The Creation and Control of Speculative Bubbles in a Laboratory Setting

    8. No Access

      Book Chapter

      Pages 165-184

      Portfolio Optimization Models and Mean–Variance Spanning Tests

    9. No Access

      Book Chapter

      Pages 185-202

      Combining Fundamental Measures for Stock Selection

    10. No Access

      Book Chapter

      Pages 203-219

      On Estimation Risk and Power Utility Portfolio Selection

    11. No Access

      Book Chapter

      Pages 221-234

      International Portfolio Management: Theory and Method

    12. No Access

      Book Chapter

      Pages 235-245

      The Le Chatelier Principle in the Markowitz Quadratic Programming Investment Model: A Case of World Equity Fund Market

    13. No Access

      Book Chapter

      Pages 247-258

      Risk-Averse Portfolio Optimization via Stochastic Dominance Constraints

    14. No Access

      Book Chapter

      Pages 259-266

      Portfolio Analysis

    15. No Access

      Book Chapter

      Pages 267-281

      Portfolio Theory, CAPM and Performance Measures

    16. No Access

      Book Chapter

      Pages 283-287

      Intertemporal Equilibrium Models, Portfolio Theory and the Capital Asset Pricing Model

    17. No Access

      Book Chapter

      Pages 289-318

      Persistence, Predictability, and Portfolio Planning

    18. No Access

      Book Chapter

      Pages 319-332

      Portfolio Insurance Strategies: Review of Theory and Empirical Studies

previous Page of 6