| Edition |
First edition. |
| Description |
1 online resource (178 pages) : illustrations, graphs, tables. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Research in finance,
0196-3821 ;
v. 30
|
|
Research in finance ; v. 30.
|
| Bibliography |
Includes bibliographical references at the end of each chapters. |
| Contents |
Equity hedge fund performance, cross-sectional return dispersion, and active portfolio management / David M. Smith -- The market timing skills of long/short equity hedge fund managers / Xin Li, Hany A. Shawky -- Extending the real options approach by including information options / Andrew H. Chen, James A. Conover, John W. Kensinger -- Quantitative and computer skills employers want vs. what the business curriculum can provide / Mark Tengesdal, Adelaide Griffin -- The uneasy case for real estate investments / C. Sherman Cheung, Peter Miu -- Dividend irrelevance and firm control / Steven A. Dennis, William Steven Smith. |
| Summary |
Contributions assess hedge fund success, offer extension of real options to include information items as underlying assets, analysis of whether a firḿs founders can take artificial dividends without consequence, the uneasiness of real estate, and accountability for attempted artificial earnings management. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Language |
English. |
| Subject |
Portfolio management.
|
|
Portfolio management. |
|
Hedge funds.
|
|
Hedge funds. |
|
Real options (Finance)
|
|
Real options (Finance) |
| Genre/Form |
Electronic books.
|
|
Electronic books.
|
| Added Author |
Kensinger, John, editor.
|
|
Chen, Andrew H., contributor.
|
| Other Form: |
Print version: Signs that markets are coming back. First edition. Bingley, England : Emerald, ©2014 x, 167 pages Research in Finance ; Volume 30 0196-3821 9781783509317 |
| ISBN |
9781783509188 (e-book) |
|
178350918X (e-book) |
|
1783509317 |
|
9781783509317 |
|
9781783509317 |
|
