This book provides students with a foundation for analysis through a text that is well-organized,
comprehensive, and provides up-to-date coverage of the topics. Like the first eight …

… Eun and Resnick 8 also show that certain ex ante international strategies controlling
estimation risk outperform the purely domestic portfolios for most of fifteen national investors over …

OPTIONS HAVE CONSTITUTED THE most dynamic segment of the securities mark since
the inception of the Chicago Board Options Exchange in April 1973, which was followed …

In this paper, we analyze the gains from international diversification of investment portfolios
from the Japanese as well as the US perspectives. The major findings of this paper include: …

Recently, the case for international portfolio diversification has been convincingly argued in
the framework of mean‐variance portfolio analysis by a number of researchers. However, …

The focus of this study is the effect that portfolio composition has on the tracking performance
of indexed portfolios. Indexed portfolios from high-capitalization indices are shown to have …

The performance of 19 US-based international funds is examined in terms of mean-variance
efficiency. At least 5 years of monthly price and cash distribution data were available for …

In the study reported here, we extended the probit model for forecasting an economic
recession by using the yield-curve spread as the explanatory variable to forecast a bear stock …

… and BG Resnick, Ex ante analysis of put-call parity … ond BG Resnick, Ex ante unulysis of
put-call purity … RC and BG Resnick, 1979, Put-call parity and market efficiency, Journal of …

Executive Overview With sales of more than 4.5 million copies, Good to Great by Jim Collins
provides an inspiring message about how a few major companies became great. His simple …