Journal "Investment Management and Financial Innovations", #2/2008

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.

#2/2008. 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

Michael Stein, Svetlozar T. Rachev, Wei Sun
The world of funds of funds

Larry R. Gorman, Robert A. Weigand
Measuring Alpha-Based Performance: Implications for Alpha-Focused Structured Products

Emmanuel Anoruo, Uchenna Elike
Joint variance-ratio tests of random walks in China's closed-end fund market

Majid M. Aldaihani, Talla M. Aldeehani
Portfolio optimization models and a tabu search algorithm for the Kuwait Stock Exchange

Janchung Wang, Hsinan Hsu
Estimation of the degree of market imperfections: theory and application in currency futures markets

Rami Yosef
European and American put options on insurance products

Kok Fai Phoon, John Watson, Jayasinghe Wickramanayake
Further evidence on the approximation of confidence intervals for Sharpe style weights: the case of Australian listed managed funds

Mariarosaria Coppola, Valeria D'Amato, Emilia Di Lorenzo, Marilena Sibillo
Life office management perspectives by actuarial risk indexes

Iryna D'yakonova
Methodological foundations for the modernization of banking supervision in Ukraine on the basis of leading indicators

Janusz Brzeszczynski, Jerzy Gajdka
Performance of high dividend yield investment strategy on the Polish Stock Market 1997-2007