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List of Contributors vii
Evaluating the Risk of Portfolios with Options Elizabeth A. Sheedy Robert G. Trevor 1
Co-Movement Pattern of Daily Stock Returns: An Analysis of Dow and January Effects Gordon Y. N. Tang 19
Portfolio Allocation and the Length of the Investment Horizon R. Douglas Van Eaton 41
Markowitz Models of Portfolio Selection: The Inverse Problem Michael J. Hartley Gurdip S. Bakshi 55
The Impact of Offering Size on the Initial and Aftermarket Performance of IPOs Karen M. Hogan Gerard T. Olson 91
Portfolio Formation Methods: Linear Programming as an Alternative to Ranking Robert A. Wood Michael S. McCorry Bonnie F. Van Ness Robert A. Van Ness 105
Risk Diversification Through Expert Use Christian Genest Michel Gendron 117
A Note on the Length Effect of Futures Hedging Donald Lien Yiu Kuen Tse 131
Asymmetric-Nested Garch Models, Trading Volume, and Return Volatility: An Empirical Study of the Taiwan Stock Market Li-Ju Tsai Yin-Hua Yeh 145
Optimal Market Timing Strategies for Arma(1,1) Return Processes Wei Li Kin Lam 163
Pricing Interest Rate Swaps with Stochastic Volatility William T. Lin 191
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