Journal "Investment Management and Financial Innovations", #4/2006

Available files

Some papers of the issue are freely available. Please check contents below for hyperlinks pointing to appropriate files. All other issues will be available only for subscribers, see more information about subscribing and single issue purchasing conditions.

#4/2006. English language version is available in PDF format. Please use Adobe Acrobat Reader versions 5.0/6.0 to view and print this file.

Contents of issue

K.C. Tseng
Behavioral Finance, Bounded Rationality, Neuro-Finance, and Traditional Finance

Fabio Lamantia, Sergio Ortobelli, Svetlozar Rachev
VaR, CVaR and Time Rules with Elliptical and Asymmetric Stable Distributed Returns

David T. Boyd, Larry A. Kronk, Sanithia C. Boyd
Measuring the Effects of Lean Manufacturing Systems on Financial Accounting Metrics Using Data Envelopment Analysis

Antje Henne, Peter Reichling
Consistency of (Intertemporal) Beta Asset Pricing and Black-Scholes Option Valuation

Fabio Baione, Paolo De Angelis
A Review on Statistical and Probabilistic Models for the Control of Insurance Companies

Laura J. Loppacher, William A. Kerr
The GATS Impact on Private Investors: Is it ‘Much Ado About Nothing'?

Christopher Gan, Minsoo Lee, Hua Hwa Au Yong, Jun Zhang
Macroeconomic Variables and Stock Market Interactions: ew Zealand Evidence

Charles K.D. Adjasi, Nicholas B. Biekpe
Cointegration and Dynamic Causal Links Amongst African Stock Markets

Jinghong Li
Threshold Autoregressive Modeling of Bond Series - Japanese Case

Libo Sui
The Addition and Deletion Effects of the Standard & Poor's 500 Index and Its Dynamic Evolvement from 1990 to 2002: Demand Curves, Market Efficiency, Information, Volume and Return