Journal of Asset Management

Editorial
pp. 364-364(1)
Author: Satchell, Stephen E

The case for market inefficiency: Investment style and market pricing
pp. 365-388(24)
Authors: Bird, Ron; Tony He, Xue-Zhong; Thosar, Satish; Woolley, Paul

Why economic models fail: Examples in asset management and in risk management
pp. 389-396(8)
Author: Van den Spiegel, Freddy

Style portfolio performance: Empirical evidence from the Spanish equity funds
pp. 397-409(13)
Authors: Ferruz, Luis; Vicente, Luis

Actively managing tracking error
pp. 410-422(13)
Authors: Burmeister, Curt; Mausser, Helmut; Mendoza, Rafael

A refinement to the Sharpe ratio and information ratio
pp. 423-427(5)
Author: Israelsen, Craig

A note on portfolio performance attribution: Taking risk into account
pp. 428-437(10)
Author: Bertrand, Philippe

Asset and Liability Management Tools: A Handbook for Best Practice
pp. 438-439(2)
Author: Bridgeland, Sally