Journal of Asset Management

Editorial
pp. 301-301(1)
Author: Satchell, Stephen E

Mean-variance versus full-scale optimisation: In and out of sample
pp. 302-311(10)
Authors: Adler, Timothy; Kritzman, Mark

The design of defined-contribution pension plans using a variable-contribution lifecycle programme
pp. 312-324(13)
Author: Cheung, Hon

Generating optimal portfolios within the FTK framework
pp. 325-334(10)
Authors: Coutts, Julian; Fleming, Brian J W

A mathematical statistical pricing model for emerging stock markets
pp. 335-346(12)
Authors: Mallick, Soumitra K; Sarkar, Amitava; Roy, Kalyan K; Chakraborty, Anjan; Duttachaudhuri, Tamal

Refinements to the Sharpe ratio: Comparing alternatives for bear markets
pp. 347-357(11)
Author: Scholz, Hendrik

Are you about to handcuff your information ratio?
pp. 358-370(13)
Author: Staub, Renato

Guide to Investment Strategy
pp. 371-372(2)
Author: Gregoriou, Greg N