Journal of Asset Management

Forecasting and compulsion
pp. 373-373(1)
Author: Satchell, Stephen E

Can robust portfolio optimisation help to build better portfolios?
pp. 374-387(14)
Author: Scherer, Bernd

Measuring portfolio performance using a modified measure of risk
pp. 388-403(16)
Author: Adcock, Chris

Sector-specific optimum asset allocation — An example for non-life insurers
pp. 404-411(8)
Authors: Curtillet, Jean-Christophe; Dieudonné, Mathieu

Managing market risk with conditioning information
pp. 412-418(7)
Author: Famy, George

The error of tracking error
pp. 419-424(6)
Authors: Israelsen, Craig L; Cogswell, Gary F

Do style benchmarks differ?
pp. 425-428(4)
Authors: Puttonen, Vesa; Seppä, Tatu

Impact of fund, management and market characteristics on bond mutual fund performance
pp. 429-442(14)
Authors: Redman, Arnold L; Gullett, Nell S

Erratum
pp. 443-443(1)