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

Efficient skewness/semivariance portfolios

JOURNAL ARTICLE published September 2016 in Journal of Asset Management

Authors: Rui Pedro Brito | Hélder Sebastião | Pedro Godinho

Price contingent and price-volume contingent portfolio strategies

JOURNAL ARTICLE published May 2023 in Journal of Asset Management

Authors: Alain Guéniche | Philippe Dupuy | Wan Ni Lai

Firm-specific characteristics and the cross-section of Australian stock exchange returns

JOURNAL ARTICLE published September 2008 in Journal of Asset Management

Authors: Paul van Rensburg | Emile Janari

Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

JOURNAL ARTICLE published June 2009 in Journal of Asset Management

Authors: Philippe Bertrand

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

Style analysis and performance evaluation of Spanish mutual funds

JOURNAL ARTICLE published September 2000 in Journal of Asset Management

Authors: J C Matallín Sáez | A Fernández Izquierdo

Strategy design and the fallacies of breadth

JOURNAL ARTICLE published December 2020 in Journal of Asset Management

Authors: Leigh Sneddon