Asset Allocation and International Investments

Time Varying Downside Risk: An Application to the Art Market; R. Campbell and R. Kräussl International Stock Portfolios and Optimal Currency Hedging with Regime Switching; M. Leippold and F. Morger The Determinants of Domestic and Foreign Biases: An Empirical Study; F. Abid and S. Bahloul The Critical Line Algorithm for UPM-LPM Parametric General Asset Allocation Problem with Allocation Boundaries and Linear Constraints; D. Cumova, D. Moreno, and D. Nawrocki Currency Crises, Contagion and Portfolio Selection; A. Bandopadhyaya and S. Nagarajan Bond and Stock Market Linkages: The Case of Mexico and Brazil; A. Bandopadhyaya Australian Stock Market: An Empirical Investigation; A. Chan and J. Wickramanayake The Price of Efficiency - so, what do you think about emerging markets?; Z. Berenyi Liquidity and Market Efficiency before and after the Introduction of Electronic Trading at the Sydney Futures Exchange; M. Burgess and J. Wickramanayake How Does Systematic Risk Impact Stocks? A Study on the French Financial Market; H. Gatfaoui Matrix Elliptical Contoured Distributions versus Stable Model: Application to Daily Stock Returns of Eight Stock Markets; T. Bodnar and W. Schmid Modified Sharpe Ratio Applied to Canadian Hedge Funds; G. N. Gregoriou Index