International Journal of Portfolio Analysis and Management (IJPAM)

International Journal of Portfolio Analysis and Management

2012 Vol.1 No.1

Editorial

Pages Title and author(s)
3-31How good are the investment options provided by defined contribution plan sponsors?
Keith C. Brown; W. Van Harlow
DOI: 10.1504/IJPAM.2012.046906
32-42The two-block covariance matrix and the CAPM
David Disatnik; Simon Benninga
DOI: 10.1504/IJPAM.2012.046907
43-58Asset allocation: can technical analysis add value?
Guofu Zhou; Yingzi Zhu; Sheng Qiang
DOI: 10.1504/IJPAM.2012.046908
59-79Detection of crashes and rebounds in major equity markets
Wanfeng Yan; Reda Rebib; Ryan Woodard; Didier Sornette
DOI: 10.1504/IJPAM.2012.046909
80-91Implied liquidity: towards stochastic liquidity modelling and liquidity trading
José Manuel Corcuera; Florence Guillaume; Dilip B. Madan; Wim Schoutens
DOI: 10.1504/IJPAM.2012.046910

 

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