Asset Allocation and International Investments

1. Time-Varying Downside Risk: An Application to the Art Market
Rachel Campbell, Roman Kräussl

2. International Stock Portfolios and Optimal Currency Hedging with Regime Switching
Markus Leippold, Felix Monger

3. The Determinants of Domestic and Foreign Biases: An Empirical Study
Fathi Abid, Slah Bahloul

4. The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints
Denisa Cumova, David Moreno, David Nawrocki

5. Currency Crises, Contagion and Portfolio Selection
Arindam Bandopadhyaya, Sushmita Nagarajan

6. Bond and Stock Market Linkages: The Case of Mexico and Brazil
Arindam Bandopadhyaya

7. The Australian Stock Market: An Empirical Investigation
Adeline Chan, J. Wickramanayake

8. The Price of Efficiency — So, What Do You Think About Emerging Markets?
Zsolt Berényi

9. Liquidity and Market Efficiency Before and After the Introduction of Electronic Trading at the Sydney Futures Exchange
Mark Burgess, J. Wickramanayake

10. How Does Systematic Risk Impact Stocks? A Study of the French Financial Market
Hayette Gatfaoui

11. Matrix Elliptical Contoured Distributions versus a Stable Model: Application to Daily Stock Returns of Eight Stock Markets
Taras Bodnar, Wolfgang Schmid

12. The Modified Sharpe Ratio Applied to Canadian Hedge Funds
Greg N. Gregoriou

Nyckelord: Business and Management, Business Finance, Finance, general, Investments and Securities, International Economics