Quadratic programming for portfolio planning: Insights into algorithmic and computational issues

JOURNAL ARTICLE published September 2007 in Journal of Asset Management

Authors: Gautam Mitra | Frank Ellison | Alan Scowcroft

Time-varying flow-performance sensitivity and investor sophistication

JOURNAL ARTICLE published October 2014 in Journal of Asset Management

Authors: Steve Nenninger | David Rakowski

RAFI® replication: Easier done than said?

JOURNAL ARTICLE published June 2012 in Journal of Asset Management

Authors: Paskalis Glabadanidis | Ivan Obaydin | Ralf Zurbruegg

A comparison between German and Spanish equity fund markets

JOURNAL ARTICLE published September 2007 in Journal of Asset Management

Authors: Luis Ferruz | José L Sarto | Laura Andreu

Using the Black and Litterman framework for stress test analysis in asset management

JOURNAL ARTICLE published October 2010 in Journal of Asset Management

Authors: Rosella Giacometti | Domenico Mignacca

Attempt to resolve the momentum effect enigma: Proposition of investors’ progressive rationality

JOURNAL ARTICLE published August 2013 in Journal of Asset Management

Authors: Faten Zoghlami

Active or passive?

JOURNAL ARTICLE published April 2001 in Journal of Asset Management

Authors: J J Mezrich | M S Rothman

How well can multi-manager funds diversify?

JOURNAL ARTICLE published May 2008 in Journal of Asset Management

Authors: Jürg Tobler-Oswald

Forecasting and compulsion

JOURNAL ARTICLE published March 2007 in Journal of Asset Management

Authors: Stephen E Satchell

Editorial: Challenges and chances for European exchanges

JOURNAL ARTICLE published April 2001 in Journal of Asset Management

Authors: G Pozniak

Price reversals in global equity markets

JOURNAL ARTICLE published December 2010 in Journal of Asset Management

Authors: Bernd Scherer | Diogo Judice | Stephan Kessler

Marketing of hedge funds to German investors

JOURNAL ARTICLE published April 2001 in Journal of Asset Management

Authors: A Steck

Advanced frequency and time domain filters for currency portfolio management

JOURNAL ARTICLE published May 2006 in Journal of Asset Management

Authors: Christian Dunis | Jia Miao

Performance of UK equity unit trusts

JOURNAL ARTICLE published July 2000 in Journal of Asset Management

Authors: G Quigley | R A Sinquefield

Strategy design and the fallacies of breadth

JOURNAL ARTICLE published December 2020 in Journal of Asset Management

Authors: Leigh Sneddon

Simple and optimal alpha strategy selection and risk budgeting or Goodbye to 91.5 per cent and all that

JOURNAL ARTICLE published August 2011 in Journal of Asset Management

Authors: Robert Scott

Editorial

JOURNAL ARTICLE published February 2011 in Journal of Asset Management

Authors: Stephen Satchell

The importance of sector constraints

JOURNAL ARTICLE published February 2014 in Journal of Asset Management

Authors: Jeanie Wyatt | James R Kee

Do tracking errors reliably estimate portfolio risk?

JOURNAL ARTICLE published December 2001 in Journal of Asset Management

Authors: A Scowcroft | J Sefton

Bonding, signaling theory and dividend policy: Evidence from multinational firms

JOURNAL ARTICLE published February 2023 in Journal of Asset Management

Authors: Imen Ghadhab