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Innovations in Investment management :Cutting-edge research from the exclusive JOIM confererence series /
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| Format: | Printed Book |
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Chennai :
Viva Books ,
2009.
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Table of Contents:
- A new generation of pension fund management / Robert C. Merton
- Teaching financial literacy: what the retail investor needs to know / Zvi Bodie
- Managing pension funding risks using modern portfolio theory / Barton Waring
- A simple model for pricing securities with a debt-equity linkage / Sanjiv Das
- Correlation in daily equity and fixed-income returns: implications for a cross-asset factor model / Terry Marsh
- Transaction-cost modeling as a source of alpha / Mark Coppejans
- Liquidity risk in financial markets / George Chacko
- Do hedge funds increase systemic risk? / Andrew W. Lo.