This volume brings together a variety of issues, methods and market instruments that should prove useful for topics courses, finance and asset management practice, and also foster future research. This collection of contributions is a selected subset of those presented at the XLI Meeting of the EURO Working Group on Financial Modelling, Lisbon, November 2007, and has a rich manifold of applied, theoretical and methodological work: Banking, empirical assessment of efficiency and relationship banking; Corporate Governance; Market Microstructure - liquidity, price limits, and volatility; Risk - sovereign debt rating, volatility-volume around takeover announcements; Multicriteria approach and portfolio selection; and, Modified Tempered Stable Distribution and GARCH modelling.In sum, this contributed volume, joining many authors from academia and practice on finance, offers a multiplicity of issues and methodology that broadens the knowledge and skills in finance matters and raises research questions for further development.
Author Joao O. Soares Publisher Cambridge Scholars Publishing Publication Date 2008-10-01 Binding Hardcover ISBN 1847186742 Number Of Pages 380 Sales Rank 5184834
