International Journal of Portfolio Analysis and Management (IJPAM)

International Journal of Portfolio Analysis and Management

2013 Vol.1 No.3


Pages Title and author(s)
207-223Fund of hedge fund portfolio construction process in the new era of risk
Alex Allen; Jérôme Huillard; Stavros Siokos
DOI: 10.1504/IJPAM.2013.054400
224-249Libor model with expiry-wise stochastic volatility and displacement
Marcel Ladkau; John Schoenmakers; Jianing Zhang
DOI: 10.1504/IJPAM.2013.054401
250-277Pricing stock options with stochastic interest rate
Menachem Abudy; Yehuda Izhakian
DOI: 10.1504/IJPAM.2013.054408
278-287Industry versus country effects in stock returns: the significance of value-weighted versus equal-weighted estimation
Jianguo Chen; Martin Young; Andrea Bennett
DOI: 10.1504/IJPAM.2013.054411
288-298Gridlock versus harmony: the effect of presidential cycle
Oumar Sy; Ashraf Al Zaman
DOI: 10.1504/IJPAM.2013.054413

 

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