Investments : Volume 2: Securities Prices and Performance

orig.cloth Minor rubbing. VG., dustwrapper. Textual tables. 23x15cm, xxiv,427 pp Contents: Expectations & Performance: Improved Forecasting through the Design of Homogenous Groups; Professional Expectations: Accuracy & Diagnosis of Errors; Expectations & Share Prices; Expectational Data & Japanese Stock Prices; Discrete Expectational Data & Portfolio Performance;The Performance of Managed Portfolios: Differential Information & Timing Ability; Empirical Commodities Partnerships; Professionally Managed Publicly Traded Commodity Funds; New Public Offerings, Information & Investor Rationality: The Case of Publicy Offered Commodity Funds; The Performance of Publicly Offered Commodity Funds; Mutual Funds - Stock Investments: Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios; Survivorship Bias & Mutual Fund Performance; The Persistence of Risk-Adjusted Mutual Fund Performance; Mutual Funds - Bond Investments: The Performance of Bond Mutual Funds; Fundamental Economic Variables, Expected Returns, & Bond Fund Performance; Debt Markets: Intra-Day Tests of the Efficiency of the Treasury Bill Futures Market; Employing Financial Futures to Increrase the Return on Near Cash (Treasury Bill) Investments; Bond Returns, Immunization & the Return Generating Process; The Structure of Spot Rates & Immunization. Minor rubbing. VG., dustwrapper. …