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Content
September 2020, Volume 21, Issue 5
- 467-488 Noise-driven abnormal institutional investor attention
by Feng Dong
July 2020, Volume 21, Issue 4
- 281-291 Covid-19 and asset management in EU: a preliminary assessment of performance and investment styles
by Syed Kumail Abbas Rizvi & Nawazish Mirza & Bushra Naqvi & Birjees Rahat - 292-325 Dynamic jump intensities and news arrival in oil futures markets
by Katherine B. Ensor & Yu Han & Barbara Ostdiek & Stuart M. Turnbull - 326-332 Comparing mean–variance portfolios and equal-weight portfolios for major US equity indexes
by Haotian Cai & Anatoly B. Schmidt - 333-341 International linkages of Indian equity market: evidence from panel co-integration approach
by Sangita Choudhary & Shelly Singhal - 342-354 Mutual fund managers’ market timing abilities: Indian evidence
by Mahfooz Alam & Valeed Ahmad Ansari - 355-373 Liquidity commonality beyond best prices: Indian evidence
by Abhinava Tripathi & Vipul & Alok Dixit
May 2020, Volume 21, Issue 3
- 167-177 Cashing in on innovation: a taxonomy of FinTech
by Michael B. Imerman & Frank J. Fabozzi - 178-191 Alternative risk premia: contagion and portfolio choice
by Bernd Scherer - 192-218 Should investors join the index revolution? Evidence from around the world
by Matthias M. M. Buehlmaier & Kit Pong Wong - 219-238 Monetary policy after the crisis: A threat to hedge funds' alphas?
by Alexander Berglund & Massimo Guidolin & Manuela Pedio - 239-260 Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe
by Constantinos Alexiou & Anshul Tyagi - 261-279 The thermal optimal path model: Does Google search queries help to predict dynamic relationship between investor’s sentiment and indexes returns?
by Yousra Trichilli & Mouna Abdelhédi & Mouna Boujelbène Abbes
March 2020, Volume 21, Issue 2
- 85-93 The effect of environmental sustainability on credit risk
by André Höck & Christian Klein & Alexander Landau & Bernhard Zwergel - 94-105 Factor-based investing in government bond markets: a survey of the current state of research
by Demir Bektić & Britta Hachenberg & Dirk Schiereck - 106-118 Piotroski’s FSCORE: international evidence
by Christian Walkshäusl - 119-134 A common risk factor and the correlation between equity and corporate bond returns
by Amer Demirovic & Ali Kabiri & David Tuckett & Rickard Nyman - 135-153 Forecasting index changes in the German DAX family
by Friedrich-Carl Franz - 154-165 Excess volatility and market efficiency in government bond markets: the ASEAN-5 context
by Kin-Boon Tang & Shao-Jye Wong & Shih-Kuei Lin & Szu-Lang Liao
February 2020, Volume 21, Issue 1
- 1-3 Central banks and supervisors can contribute to an improvement of the pricing mechanisms for climate-related risks
by Morgan Després & Clément Bourgey - 4-12 Styles through a convergent/divergent lens: the curious case of ESG
by Yang Gao & Stephen Satchell & Nandini Srivastava - 13-31 Herds on green meadows: the decarbonization of institutional portfolios
by Lukas Benz & Andrea Jacob & Stefan Paulus & Marco Wilkens - 32-51 ESG integration: value, growth and momentum
by Lars Kaiser - 52-69 Integrating sustainability risks in asset management: the role of ESG exposures and ESG ratings
by Benjamin Hübel & Hendrik Scholz - 70-83 Fighting climate change as a global equity investor
by Benoît Mercereau & Guillaume Neveux & João Paulo C. C. Sertã & Benoît Marechal & Gianluca Tonolo
December 2019, Volume 20, Issue 7
- 493-507 Day-of-the-week effect of major currency pairs: new evidences from investors’ fear gauge
by Vipul Kumar Singh - 508-533 Predictability and the cross section of expected returns: evidence from the European stock market
by Wolfgang Drobetz & Rebekka Haller & Christian Jasperneite & Tizian Otto - 534-551 Shedding light on the exposure of mutual funds: Which investments drive mutual fund characteristics?
by Lukas Benz & Martin Rohleder & Janik Syryca & Marco Wilkens - 552-567 Non-stationary dividend-price ratios
by Vassilis Polimenis & Ioannis Neokosmidis - 568-580 Naïve diversification in thematic investing: heuristics for the core satellite investor
by Florian Methling & Rüdiger Nitzsch - 581-608 On the informational market efficiency of the worldwide sovereign credit default swaps
by Saker Sabkha & Christian Peretti & Dorra Hmaied
October 2019, Volume 20, Issue 6
- 413-420 Invited Editorial “The challenges imposed by low interest rates”
by Jean-Michel Beacco & Catherine Lubochinsky & Marie Brière & Alain Monfort & Caroline Hillairet & Sylvain Benoît - 421-432 Revisiting private equity performance computation for multi-asset investors
by Edouard Nouvellon & Hugues Pirotte - 433-441 The analytics of momentum
by Oh Kang Kwon & Stephen Satchell - 442-468 Trends everywhere? The case of hedge fund styles
by Charles Chevalier & Serge Darolles - 469-475 A convergence-speed-dependent data quantity definition and its effect on risk estimation
by Jakob Krause - 476-492 Government guarantees and the risk-taking of financial institutions: evidence from a regulatory experiment
by Christina Atanasova & Mingxin Li & Yevgeny Mugerman & Mehrdad Rastan
September 2019, Volume 20, Issue 5
- 331-340 Stock market reaction to green bond issuance
by Vishaal Baulkaran - 341-350 Extracting global factors from local yield curves
by Lauren Stagnol - 351-364 Hedge and safe haven investing with investment styles
by Ai Jun Hou & Ian Khrashchevskyi & Jarkko Peltomäki - 365-383 Order dynamics during the flash crash
by James S. Ang & Kenneth J. Hunsader & Shaojun Zhang - 384-394 Pricing options of security portfolio in cyclical economic environment
by Hong Mao & Zhongkai Wen - 395-402 Sensitivity of optimal portfolio problems to time-varying parameters: simulation analysis
by Zhanar Bimurat & Darkhan U. Abdibekov & Dulat N. Shukayev & Yekaterina R. Kim & Malik D. Shukayev - 403-411 Refinement of the hedging ratio using copula-GARCH models
by Waël Louhichi & Hassen Rais
July 2019, Volume 20, Issue 4
- 251-262 Trading behavior of stock investors: Black Monday revisited
by Jeong-Ryeol Kurz-Kim - 263-272 Measuring the relative return contribution of risk factors
by Johan Knif & James W. Kolari & Gregory Koutmos & Seppo Pynnönen - 273-288 Tree-based machine learning approaches for equity market predictions
by Dominik Wolff & Ulrich Neugebauer - 289-300 Emerging market equity benchmarks for Japanese investors: countries, sectors or styles?
by Harsh Parikh - 301-316 China–Africa stock market linkages and the global financial crisis
by Beini Guo & Oyakhilome Ibhagui - 317-329 Sentiment versus liquidity pricing effects in the cross-section of UK stock returns
by Niall O’Sullivan & Sheng Zhu & Jason Foran
May 2019, Volume 20, Issue 3
- 157-174 Taking the right course navigating the ERC universe
by Roberto Savona & Cesare Orsini - 175-195 An examination of ex ante fund performance: identifying indicators of future performance
by Andrew Clare & Mariana Clare - 196-214 Fine wine returns: a review of the literature
by Eric Le Fur & Jean-François Outreville - 215-228 Asset allocation with multiple analysts’ views: a robust approach
by I-Chen Lu & Kai-Hong Tee & Baibing Li - 229-249 State-dependent size and value premium: evidence from a regime-switching asset pricing model
by Bingxin Li & Natalia Piqueira - 250-250 Correction to: Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
by Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic
March 2019, Volume 20, Issue 2
- 91-102 Performance expectations of basic options strategies may be different than you think
by Steven P. Clark & Mike Dickson - 103-110 Panic-aware portfolio optimization
by Josef Zorn - 111-123 Separating momentum from reversal in international stock markets
by Christian Walkshäusl & Florian Weißofner & Ulrich Wessels - 124-133 Does the number of holdings in a risk parity portfolio matter?
by Tirthank Shah & Abhishek Parikh - 134-145 Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index
by Ernest N. Biktimirov & Yuanbin Xu - 146-156 An alternative fundamental weighting scheme based on enterprise value multiple
by Wenguang Lin & Gary C. Sanger
February 2019, Volume 20, Issue 1
- 1-14 Has the VIX index been manipulated?
by Atanu Saha & Burton G. Malkiel & Alex Rinaudo - 15-30 Benchmark-adjusted performance of US equity mutual funds and the issue of prospectus benchmarks
by Irina Bezhentseva Mateus & Cesario Mateus & Natasa Todorovic - 31-37 Corporate diversification and abnormal returns
by Chris M. Lawrey & Brandon C. L. Morris - 38-53 Portfolio optimization with covered calls
by Mauricio Diaz & Roy H. Kwon - 54-71 Conflicts of interest in multi-fund management
by Gerald Abdesaken - 72-90 Return and volatility spillovers in the presence of structural breaks: evidence from GCC Islamic and conventional banks
by Noureddine Benlagha & Slim Mseddi
December 2018, Volume 19, Issue 7
- 445-446 Editorial
by Marielle de Jong & Dan diBartolomeo - 447-459 Strategic asset allocation for insurers under Solvency II
by Roy Kouwenberg - 460-471 Is high active share always good?
by Giuliano De Rossi & Gurvinder Brar - 472-494 Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect
by Gregor Dorfleitner & Carina Lung - 495-506 Does the F-score improve the performance of different value investment strategies in Europe?
by Jarno Tikkanen & Janne Äijö - 507-521 Holiday effect on stock price reactions to analyst recommendation revisions
by Andrey Kudryavtsev - 522-542 Optimal fee structures in hedge funds
by Marcos Escobar-Anel & Vincent Höhn & Luis Seco & Rudi Zagst
October 2018, Volume 19, Issue 6
- 363-370 Robo Advisors: quantitative methods inside the robots
by Mikhail Beketov & Kevin Lehmann & Manuel Wittke - 371-383 Are green bonds priced differently from conventional bonds?
by Britta Hachenberg & Dirk Schiereck - 384-393 The impact of size and book-to-market among paired stocks
by Hannes Mohrschladt - 394-412 Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management
by Aktham Maghyereh & Basel Awartani & Abul Hassan - 413-428 Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets
by Andreas Humpe & David G. McMillan - 429-443 Success and failure on the corporate bond fund market
by Martin Rohleder & Hendrik Scholz & Marco Wilkens
September 2018, Volume 19, Issue 5
- 275-277 Word from the Editors and conference organisers
by Jean-Michel Beacco & Marielle Jong & Dan diBartolomeo & André Lévy-Lang - 278-300 Longevity: a new asset class
by David Blake - 301-315 Managing the financial consequences of weather variability
by Jean-Louis Bertrand & Xavier Brusset - 316-340 Corporate ownership structure, market anomalies and asset pricing
by Marc Desban & Souad Lajili Jarjir - 341-350 A critique of momentum strategies
by Yang Gao & Henry Leung & Stephen Satchell - 351-361 Keep up the momentum
by Thierry Roncalli
July 2018, Volume 19, Issue 4
- 205-215 Wrong-way-risk in tails
by Janis Müller & Peter N. Posch - 216-221 Portfolio optimisation in an uncertain world
by Marielle Jong - 222-234 Corporate social responsibility and the performance of Australian REITs: a rolling regression approach
by Steffen Westermann & Scott Niblock & Michael Kortt - 235-244 The diminished effect of index rebalances
by Konstantina Kappou - 245-258 Volatility forecasting in practice: exploratory evidence from European hedge funds
by Max Schreder - 259-273 The impact of working capital management on firms’ performance and value: evidence from Egypt
by Amr Ahmed Moussa
May 2018, Volume 19, Issue 3
- 145-155 Factor risk premiums and invested capital: calculations with stochastic discount factors
by Andrew Ang & Ked Hogan & Sara Shores - 156-161 Beta dispersion and portfolio returns
by Kyre Dane Lahtinen & Chris M. Lawrey & Kenneth J. Hunsader - 162-168 Synthetic growth stocks
by Wai Mun Fong - 169-178 Credit spreads and merger pricing
by Ding Du & Mason Gerety - 179-190 Psychic dividends of socially responsible investment portfolios
by Andrew Ainsworth & Adam Corbett & Steve Satchell - 191-203 Why do firms make an additional cross-listing? An empirical investigation using multiple failure time model
by Imen Ghadhab & Slaheddine Hellara & Abdelkader Derbali
March 2018, Volume 19, Issue 2
- 79-92 Exploiting uncertainty with market timing in corporate bond markets
by Demir Bektić & Tobias Regele - 93-98 “Safe” stocks
by Wai Mun Fong - 99-109 An innovative risk management methodology for trading equity indices based on change points
by Josua Gösmann & Daniel Ziggel - 110-115 Dead alphas as risk factors
by Zura Kakushadze & Willie Yu - 116-132 US sector rotation with five-factor Fama–French alphas
by Golam Sarwar & Cesario Mateus & Natasa Todorovic - 133-143 Systemic risk spillovers in sovereign credit default swaps in Europe: a spatial approach
by Mehdi Mili
January 2018, Volume 19, Issue 1
- 1-2 A word from the Editors
by Marielle Jong & Dan diBartolomeo & Steve Satchell - 3-12 The cash premium in international stock returns
by Christian Walkshäusl - 13-26 Decentralized strategic asset allocation with global constraints
by Minho Lee & Roy H. Kwon & Chi-Guhn Lee & Hassan Anis - 27-37 The impact of plan and sponsor characteristics on pension funds’ asset allocation and currency diversification
by Laurens Defau & Lieven De Moor - 38-48 Decoding stock market with quant alphas
by Zura Kakushadze & Willie Yu - 49-63 Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets
by Wolfgang Karl Härdle & David Kuo Chuen Lee & Sergey Nasekin & Alla Petukhina - 64-77 Timid performance fees in mutual funds
by Teresa Corzo Santamaría & Carlos Martinez de Ibarreta & Juan Rodriguez Calvo
December 2017, Volume 18, Issue 7
- 511-515 A note on the early effects of the US Presidential vote on Mexican ADR values
by Mark Schaub - 516-526 Information content of right option tails: Evidence from S&P 500 index options
by Greg Orosi - 527-537 Shariah-compliant Capital Asset Pricing Model: new mathematical modeling
by Abdelkader Derbali & Abderrazek El Khaldi & Fathi Jouini - 538-546 Efficient integration of risk premia exposures into equity portfolios
by B. Vaucher & A. Medvedev - 547-565 Assessing hedge fund performance with institutional constraints: evidence from CTA funds
by Marat Molyboga & Seungho Baek & John F. O. Bilson - 566-579 Do target date mutual funds meet their targets?
by William F. Johnson & Ha-Chin Yi - 580-587 The Black–Litterman model: active risk targeting and the parameter tau
by Randy O’Toole
October 2017, Volume 18, Issue 6
- 421-432 The mispricing of equity risk: behavioral and corporate leverage factors
by Dorsaf Ben Aissia - 433-456 Bond mutual funds and complex investments
by Markus Natter & Martin Rohleder & Dominik Schulte & Marco Wilkens - 457-475 Extreme risk and small investor behavior in developed markets
by Lorne N. Switzer & Jun Wang & Seungho Lee - 476-509 Linear and nonlinear predictability in investment style factors: multivariate evidence
by Francesco Chincoli & Massimo Guidolin
September 2017, Volume 18, Issue 5
- 341-346 What’s the big deal about Risk Parity?
by Anna Agapova & Robert Ferguson & Dean Leistikow & Danny Meidan - 347-370 Leading or lagging indicators of risk? The informational content of extra-financial performance scores
by Amos Sodjahin & Claudia Champagne & Frank Coggins & Roland Gillet - 371-387 Time-Dependent Black–Litterman
by Martin Schans & Hens Steehouwer - 388-404 Will firm quality determine the relationship between stock return and idiosyncratic volatility? A new investigation of idiosyncratic volatility
by Xiaoli Wang - 405-420 Fundamental indexation for developed, emerging, and frontier government bond markets
by Vanja Piljak & Laurens Swinkels
July 2017, Volume 18, Issue 4
- 243-254 Negative interest rates: Causes and consequences
by Damir Tokic - 255-268 Does fundamental value run asset price formation process? Evidence from option price information content
by Abderrahmen Aloulou & Siwar Ellouze - 269-294 A risk control tool for foreign financial activities – A new derivatives pricing model
by I-Ming Jiang & Chia Chun Lo & Andreas Karathanasopoulos & Konstantinos Skindilias - 295-316 Hedge funds risk and connectedness
by Christian Manicaro & Joseph Falzon - 317-325 A strong case to calculate the Treynor ratio using log-returns
by Ziemowit Bednarek & Oleksandr Firsov & Pratish Patel - 326-339 Further evidence in support of a low-volatility anomaly: Optimizing buy-and-hold portfolios by minimizing historical aggregate volatility
by Phil Maguire & Stephen Kelly & Robert Miller & Philippe Moser & Philip Hyland & Rebecca Maguire
May 2017, Volume 18, Issue 3
- 157-162 Religious anomalies in Islamic stock markets: The Hajj Effect in Saudi Arabia
by Shaista Wasiuzzaman - 163-187 Managing ambiguity in asset allocation
by Hakan Kaya - 188-208 Equal-weighted strategy: Why it outperforms value-weighted strategies? Theory and evidence
by Rama Malladi & Frank J. Fabozzi - 209-221 Time-varying correlations and interrelations: Firm-level-based sector evidence
by P. Evans & David G. McMillan & Fiona J. McMillan - 222-242 A truly market-value weighted commodity index
by Michael Ludwig & Herbert G. Mayer & Andreas W. Rathgeber & Christina Spriegel & Florian Vogg
March 2017, Volume 18, Issue 2
- 81-98 A new approach for optimizing responsible investments dependently on the initial wealth
by Gregor Dorfleitner & Mai Nguyen - 99-123 Fundamental driver of fund style drift
by Giuseppe Galloppo & Giovanni Trovato - 124-143 The value of stop-loss, stop-gain strategies in dynamic asset allocation
by Austin Shelton - 144-153 The role of correlation in risk profile portfolios
by Jürgen Vandenbroucke - 154-154 RETRACTED ARTICLE: Traditional beta, average drawdown beta and market risk premium
by Mohammad Reza Tavakoli Baghdadabad - 155-155 Retraction Note to: Traditional beta, average drawdown beta and market risk premium
by Mohammad Reza Takavoli Baghdadabad
January 2017, Volume 18, Issue 1
- 1-15 Portfolio implications of job-specific human capital risk
by David Blanchett & Philip Straehl - 16-28 Asset valuation impact of investor sentiment: A revised Fama–French five-factor model
by Abderrazak Dhaoui & Nesrine Bensalah - 29-48 Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness
by Mohamed Fakhfekh & Ahmed Ghorbel & Nadhem Selmi & Nejib Hachicha - 49-63 The profiles of merged hedge funds, funds of hedge funds, and CTA
by Greg N. Gregoriou & Maher Kooli - 64-80 How to combine a billion alphas
by Zura Kakushadze & Willie Yu
December 2016, Volume 17, Issue 7
- 477-485 Individual investors and stock returns
by Sofiane Aboura - 486-501 Maximizing excess return per unit variance: A novel investment management objective
by Paskalis Glabadanidis - 502-525 Aligning factor attribution with latent exposures
by Sanne De Boer & Vishv Jeet - 526-539 The q-factor model and the redundancy of the value factor: An application to hedge funds
by François-Éric Racicot & Raymond Théoret - 540-555 Time aggregation of the Sharpe ratio
by Ziemowit Bednarek & Pratish Patel & Cyrus A. Ramezani
October 2016, Volume 17, Issue 6
- 393-407 Do European hedge fund managers time market liquidity?
by Soumaya Ben Khelifa & Dorra Mezzez Hmaied - 408-421 Socially responsible investing in hedge funds
by Greg Filbeck & Timothy A. Krause & Lauren Reis - 422-433 Option spread trades: Returns on directional and volatility trades
by Ryan McKeon - 434-452 A simulation-based methodology for evaluating hedge fund investments
by Marat Molyboga & Christophe L’ Ahelec - 453-475 Pricing and hedging competitiveness of the tree option pricing models: Evidence from India
by Vipul Kumar Singh
September 2016, Volume 17, Issue 5
- 313-318 Investigating the Arab stock markets during Arab spring
by Naser I Abumustafa - 319-330 Pure return persistence, Hurst exponents and hedge fund selection – A practical note
by Benjamin R Auer - 331-346 Efficient skewness/semivariance portfolios
by Rui Pedro Brito & Hélder Sebastião & Pedro Godinho - 347-360 The reaction of sovereign CDS spread volatilities to news announcements
by Houssam Bouzgarrou & Tarek Chebbi - 361-374 Detecting change points in VIX and S&P 500: A new approach to dynamic asset allocation
by Peter Nystrup & Bo William Hansen & Henrik Madsen & Erik Lindström - 375-392 Parliamentary elections create more ‘options’: Evidences from world’s largest democracy ‘India’
by Vipul Kumar Singh
July 2016, Volume 17, Issue 4
- 215-217 Appraising investment risk
by Pascal Blanqué & Marielle De Jong & Philippe Ithurbide - 218-228 On entropy and portfolio diversification
by Gianni Pola - 229-243 An anatomy of global risk premiums
by Ling-Ni Boon & Florian Ielpo - 244-263 Consumer signals
by Douglas T Breeden - 264-279 Low-risk equity investment – From theory to practice
by Alessandro Russo - 280-294 A fundamental bond index including solvency criteria
by Marielle de Jong & Lauren Stagnol - 295-312 Towards greater diversification in central bank reserves
by Marie Brière & Valérie Mignon & Kim Oosterlinck & Ariane Szafarz
May 2016, Volume 17, Issue 3
- 135-140 The dynamics of volatility and correlation during periods of crisis: Implications for active asset management
by Marcello Esposito - 141-164 Equity style allocation: A nonparametric approach
by Mohan Subbiah & Frank J Fabozzi - 165-194 Return and volatility of emerging markets leveraged ETFs
by Gerasimos Rompotis - 195-214 Jensen alpha and market climate
by Bernhard Breloer & Hannah Lea Hühn & Hendrik Scholz
March 2016, Volume 17, Issue 2
- 69-72 Shrinkage=factor model
by Zura Kakushadze - 73-88 Investor sentiment and oil prices
by Ding Du & Ronald J Gunderson & Xiaobing Zhao - 89-99 Benchmark buyer beware: How well do you know your index?
by Paul A Hamilos & Jason M Ribando - 100-118 Marking to two-price markets
by Dilip B Madan - 119-134 Influence of market states on industry returns
by Warren Thomson
January 2016, Volume 17, Issue 1
- 1-9 GHAUS asset allocation
by Javier Estrada - 10-21 Stock market returns and the price of gold
by Deren Caliskan & Mohammad Najand - 22-33 Optimal portfolio leverage
by Paul van Rensburg - 34-44 Investment flows: Retail versus institutional mutual funds
by Galla Salganik-Shoshan - 45-56 Investment strategies and macroeconomic news announcement days
by Olaf Stotz - 57-67 Net payout yields and the cross-section of international stock returns
by Christian Walkshäusl
May 2015, Volume 16, Issue 3
- 220-220 Erratum: A simple scheme for allocating capital in a foreign exchange proprietary trading firm
by Antony Jackson
December 2014, Volume 15, Issue 6
- 347-352 Impact investment funds for frontier markets in Southeast Asia: Creating a platform for institutional capital, high-quality foreign direct investment, and proactive policy
by Manuel Stagars - 353-365 Modeling manager confidence in forecasted excess returns under active portfolio management
by John Birge & Luis Chavez-Bedoya - 366-377 Market-timing skills of socially responsible investment fund managers: The case of North America versus Europe
by Wei Rong Ang & Greg N Gregoriou & Hooi Hooi Lean - 378-391 Legitimate speculation versus excessive speculation
by Damir Tokic - 392-414 Country ETFs, currencies and international diversification
by S Owen Williams
October 2014, Volume 15, Issue 5
- 279-283 Domestic contrarians win in the long run: A case study
by Vesa Puttonen & Michael Ståhle - 285-299 Portfolio selection in the presence of systemic risk
by Almira Biglova & Sergio Ortobelli & Frank J Fabozzi - 301-316 Disentangling rebalancing return
by Winfried G Hallerbach - 317-331 Green and socially responsible investing in international markets
by Kathrin Lesser & Sebastian Lobe & Christian Walkshäusl