Journal "Investment Management and Financial Innovations", #3/2007

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.

#3/2007. 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

Almira Biglova, Svetlozar Rachev
Portfolio Performance Attribution

Cristina Abad, José L. Arquero, Sergio M. Jiménez
Syndromes Leading to Failure: An Exploratory Research

Athanasios Koulakiotis, Apostolos Dasilas, Phil Molyneux
Does Trading Volume Influence Garch Effects? - Some Evidence from the Greek Market with Special Reference to Banking Sector

Giovanni Masala, Massimiliano Menzietti, Marco Micocci
Optimisation of Conditional-VaR in an Actuarial Model for Credit Risk Assuming a Student Copula Dependence Structure

Alper Ozun, Gokhan Ozbakis
A Non-Parametric Copula Analysis on Estimating Return Distribution for Portfolio Management: An Application with the US And Brazilian Stock Markets

Mustafa Mesut Kayali
Do Turkish Spiders Confuse Bulls And Bears?: The Case of Dow Jones Istanbul 20

Daniel Stavárek
Estimation of the Exchange Market Pressure in the EU4 Countries: A Model-Dependent Approach

Yi-Chein Chiang, Hui-Ju Lin
Foreign Exchange Exposures, Financial and Operational Hedge Strategies of Taiwan Firms

Shulamith T. Gross, Rami Yosef, Uri Benzion
Ptions on Pension Annuity

Albina Orlando, Massimiliano Politano
Risk Profiles of Life Insurance Participating Policies: Measurement and Application Perspectives