Cover -- Title Page -- Copyright -- Contents -- About the Editors -- Introduction -- Chapter 1: Disappointment Aversion, Asset Pricing and Measuring Asymmetric Dependence -- 1.1 Introduction -- 1.2 From Skiadas Preferences to Asset Prices -- 1.3 Consistently Measuring Asymmetric Dependence --...

"This book comprises the papers presented and discussed at the SAA conference, held 24-25 November 2008. It offers an exchange of views on technical and implemental issues of financial models relevant for strategic asset allocation"--Provided by publisher

"This book introduces the readers to the rapidly growing literature and latest results on financial, fundamental and seasonal anomalies, stock selection modeling and portfolio management. Fifty years ago, finance professors taught the Efficient Markets Hypothesis which states that the average...

1.Sovereign Wealth Funds: An Overview -- 2. The Evolution of Sovereign Wealth Funds: A Bibliometric Analysis -- 3. Sovereign Wealth Funds and the Local and World Economy: Are They Good or Bad Investment Actors? -- 4. Standards for Sovereign Wealth Funds: The Santiago Principles and Beyond --...