Journal of Asset Management

New methods of estimating volatility and returns
pp. 1-4(4)
Author: Alghalith, Moawia

Active risk sensitivity to views using the Black-Litterman model
pp. 5-21(17)
Authors: Braga, Maria Debora; Natale, Francesco Paolo

Industry effects and volatility transmission in portfolio diversification
pp. 22-33(12)
Authors: Bhargava, Vivek; Dania, Akash; Malhotra, Davinder Kumar

Approximating the numéraire portfolio by naive diversification
pp. 34-50(17)
Authors: Platen, Eckhard; Rendek, Renata

Portfolio optimization under transfer coefficient constraint
pp. 51-57(7)
Authors: Yamamoto, Rei; Ishibashi, Takuya; Konno, Hiroshi

Review of the performance and robustness of several investment strategies applied to an international equity portfolio
pp. 58-75(18)
Authors: Nguyen, Tristan; Wörtche, Gerhard