
International Journal of Portfolio Analysis and Management
2013 Vol.1 No.3
Pages | Title and author(s) |
207-223 | Fund of hedge fund portfolio construction process in the new era of riskAlex Allen; Jérôme Huillard; Stavros Siokos DOI: 10.1504/IJPAM.2013.054400 |
224-249 | Libor model with expiry-wise stochastic volatility and displacementMarcel Ladkau; John Schoenmakers; Jianing Zhang DOI: 10.1504/IJPAM.2013.054401 |
250-277 | Pricing stock options with stochastic interest rateMenachem Abudy; Yehuda Izhakian DOI: 10.1504/IJPAM.2013.054408 |
278-287 | Industry versus country effects in stock returns: the significance of value-weighted versus equal-weighted estimationJianguo Chen; Martin Young; Andrea Bennett DOI: 10.1504/IJPAM.2013.054411 |
288-298 | Gridlock versus harmony: the effect of presidential cycleOumar Sy; Ashraf Al Zaman DOI: 10.1504/IJPAM.2013.054413 |