Asset Allocation and International Investments

GREG N. GREGORIOU is Associate Professor of Finance and Co-ordinator of Faculty Research in the School of Business and Economics at State University of New York (Plattsburgh), USA. He obtained his PhD (Finance) from the University of Quebec at Montreal and is the hedge fund editor for the peer-reviewed journal Derivatives Use, Trading and Regulation published by Henry Stewart Publications based in the UK. He has authored over 50 articles on hedge funds, and managed futures in various US and UK peer-reviewed publications, including the Journal of Futures Markets, European Journ

• 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