Printed from https://ideas.repec.org/s/pal/assmgt5.html
Content
September 2002, Volume 3, Issue 2
- 173-194 Performance clustering and incentives in the UK pension fund industry
by D Blake & B N Lehmann & A Timmermann
July 2002, Volume 3, Issue 1
- 5-5 Editorial
by S Satchell - 9-16 Hazardous to your wealth? The early and long-term performance of Mexican ADRs on the New York Stock Exchange
by M Schaub - 17-28 What private equity investments are being made in Europe, who is investing and how are they doing?
by K Arundale - 29-38 Cross-country and intertemporal indexes of risk aversion
by M Kritzman & K Lowry & A-S van Royen - 39-54 Has Europe outgrown its national boundaries?
by T Goodwin & L Ross - 55-65 On a model of portfolio selection with benchmark
by N Wagner - 67-72 Beta and return: One-day effect
by M Feinberg & D Tokic - 73-89 Simulating skilled active management
by S M Fox
March 2002, Volume 2, Issue 4
- 300-302 Editorial: The boom in technology funds — Implications for the fund management industry
by J Mellon - 303-324 The evaluation of active manager returns in a non-symmetrical environment
by R Bird & DR Gallagher - 325-335 Conditional asset allocation using prediction intervals to produce allocation decisions
by B Blair - 336-352 Do exotic currencies improve the risk-adjusted performance of dynamic currency overlays?
by CL Dunis & N Levy - 353-367 Regime switching in currency markets and portfolio flows
by AJ Foley - 368-397 The record on small companies: A review of the evidence
by M Levis
December 2001, Volume 2, Issue 3
- 204-204 Editorial
by S Satchell - 205-222 Do tracking errors reliably estimate portfolio risk?
by A Scowcroft & J Sefton - 223-234 An alternative calculation of tracking error
by C Lawton-Browne - 235-240 A note on tracking error funding assumptions
by B Scherer - 241-246 Tracking error: Ex ante versus ex post measures
by SE Satchell & S Hwang - 247-259 Process attribution — A new way to measure skill in portfolio construction
by S Bridgeland - 260-273 Exchange-traded funds: A primer
by D Fuhr - 274-283 Highest-density forecast regions: An essay in the Spanish stock market
by N Blasco & R Santamaría - 284-292 Information flows among the major stock market areas
by FJ Climent & V Meneu & A Pardo
September 2001, Volume 2, Issue 2
- 101-106 Editorial: Torpedoes and Rockets
by AJ Brown - 107-127 Extreme stock returns
by D Glickman & AG DiRienzo & R Ochman - 128-135 How important is asset allocation?
by M Statman - 136-161 Portfolio insurance and market crashes
by F Longin - 162-179 Can profitable trading strategies be derived from investment best-sellers?
by C Brooks & W Chow & CWR Ward - 180-195 The prediction of earnings movements using accounting data: An update and extension of Ou and Penman
by R Bird & R Gerlach & AD Hall - 196-199 ‘The prediction of earnings movements using accounting data: An update and extension of Ou and Penman’ — A response
by D Damant
June 2001, Volume 2, Issue 1
- 5-7 Editorial
by B Maitra - 9-21 Strategic currency hedging
by A Dales & R Meese - 22-34 The optimal benchmark for a currency overlay mandate
by J Binny - 35-46 The search for a balanced hedge ratio policy
by B Lindenhovius & G de Vrij - 47-55 Views: Use and abuse
by A Muralidhar & P Pasquariello - 56-74 Trading style analysis of leveraged currency funds
by P Lequeux - 75-83 Empirical measures of liquidity — a new approach
by R Adams & R Williams & E Acar - 84-95 Measuring the degree of currency misalignment using offshore forward exchange rates: The case of the Korean Financial crisis
by D Park & C Rhee
April 2001, Volume 1, Issue 4
- 301-309 Editorial: Challenges and chances for European exchanges
by G Pozniak - 311-320 Index rebalancing and the technology bubble
by E Dimson & P Marsh - 321-343 Equity performance of segregated pension funds in the UK
by A Thomas & I Tonks - 344-365 Liquidity and best execution in the UK: A comparison of SETS and Tradepoint
by J Board & S Wells - 366-373 Marketing of hedge funds to German investors
by A Steck - 374-379 Active or passive?
by J J Mezrich & M S Rothman - 380-396 Does the expansion of Spanish firms into South America affect the price relations between the US and the Spanish stock markets?
by G Lozano-Arnica & B Pascual-Fuster
January 2001, Volume 1, Issue 3
- 213-214 Editorial
by K Coldiron - 217-230 A method of estimating changes in correlation between assets and its application to hedge fund investment
by R Spurgin & G Martin & T Schneeweis - 231-236 Constructing European property indices: Trends in European property shares
by H Op 't Veld - 237-244 Financial statements: The agony (of large changes and new complexities) and the ecstasy (of worldwide standards and better figures)
by D Damant - 245-256 Measuring the equity risk premium
by P Best & A Byrne - 257-266 The fallacy of large numbers revisited: The construction of a utility function that leads to the acceptance of two games, while one is rejected
by P de Brouwer & F van den Spiegel - 267-278 Distressed spreads for non-distressed bonds: Overcoming the stigma of ‘junk bonds’
by F Frick - 279-291 Persistence of UK real estate returns: A Markov chain analysis
by S L Lee & C W R Ward
September 2000, Volume 1, Issue 2
- 117-118 Editorial: With difficulty
by D Damant - 121-131 Constructing multinational macroeconomic factor models: Experience from Europe
by P Burns - 132-137 Optimal portfolio selection: The value at risk case
by R Bramante & B Cazzaniga - 138-150 A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction
by S Satchell & A Scowcroft - 151-171 Style analysis and performance evaluation of Spanish mutual funds
by J C Matallín Sáez & A Fernández Izquierdo - 172-195 Portfolio investment in emerging market economies: Trends, dimensions and issues
by D K Das - 196-206 Alpha transfer: Optimising the benefit of active management
by A R Harmstone
July 2000, Volume 1, Issue 1
- 5-5 Editorial
by S Satchell - 7-18 The manager beauty contest: Do the figures matter?
by S Beckers - 19-38 Benchmarks and indexing: A behavioural perspective
by H Shefrin - 39-59 Style and style analysis from a practitioner's perspective: What is it and what does it mean for European Equity investors?
by R Schwob - 60-71 Timing and diversification: Required information coefficients for tactical asset allocation
by N French & J W Kay & C W R Ward - 72-92 Performance of UK equity unit trusts
by G Quigley & R A Sinquefield - 93-109 Generalised style analysis of hedge funds
by V Agarwal & N Y Naik