@article {Satchell:2007:1470-8272:301, author = "Satchell, Stephen E", title = "Editorial", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "301-301", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00001", doi = "doi:10.1057/palgrave.jam.2250046" } @article {Adler:2007:1470-8272:302, author = "Adler, Timothy and Kritzman, Mark", title = "Meanvariance versus full-scale optimisation: In and out of sample", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "302-311", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00002", doi = "doi:10.1057/palgrave.jam.2250042" } @article {Cheung:2007:1470-8272:312, author = "Cheung, Hon", title = "The design of defined-contribution pension plans using a variable-contribution lifecycle programme", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "312-324", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00003", doi = "doi:10.1057/palgrave.jam.2250039" } @article {Coutts:2007:1470-8272:325, author = "Coutts, Julian and Fleming, Brian J W", title = "Generating optimal portfolios within the FTK framework", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "325-334", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00004", doi = "doi:10.1057/palgrave.jam.2250045" } @article {Mallick:2007:1470-8272:335, author = "Mallick, Soumitra K and Sarkar, Amitava and Roy, Kalyan K and Chakraborty, Anjan and Duttachaudhuri, Tamal", title = "A mathematical statistical pricing model for emerging stock markets", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "335-346", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00005", doi = "doi:10.1057/palgrave.jam.2250041" } @article {Scholz:2007:1470-8272:347, author = "Scholz, Hendrik", title = "Refinements to the Sharpe ratio: Comparing alternatives for bear markets", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "347-357", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00006", doi = "doi:10.1057/palgrave.jam.2250040" } @article {Staub:2007:1470-8272:358, author = "Staub, Renato", title = "Are you about to handcuff your information ratio?", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "358-370", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00007", doi = "doi:10.1057/palgrave.jam.2250044" } @article {Gregoriou:2007:1470-8272:371, author = "Gregoriou, Greg N", title = "Guide to Investment Strategy", journal = "Journal of Asset Management", volume = "7", number = "5", year = "2007", pages = "371-372", url = "http://www.ingentaconnect.com/content/pal/jam/2007/00000007/00000005/art00008", doi = "doi:10.1057/palgrave.jam.2250043" }