Journal of Asset Management
2000 - 2024
Current editor(s): Marielle de Jong and Dan diBartolomeo From Palgrave Macmillan Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing (). Access Statistics for this journal.
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Volume 14, issue 6, 2013
- Decision making pp. 335-335
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- Stephen Satchell
- Mutual fund performance and management location pp. 336-353
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- Andrew Clare, Dirk Nitzsche and Meadhbh Sherman
- Value-based asset allocation: An integrated framework pp. 354-375
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- Renato Staub
- Can alignment of active manager and investor interests be improved? pp. 376-384
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- Charles Jackson
- Correlation surprise pp. 385-399
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- Will Kinlaw and David Turkington
- The Maximum Diversification Index pp. 400-409
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- Erkin Diyarbakırlıoğlu and Mehmet H Satman
- Large trades on the Tunisian Stock Exchange: Downstairs versus upstairs stock markets pp. 410-422
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- Monia Antar and Faouzi Jilani
- Complementary or contradictory? Combining returns-based and characteristics-based investment style analysis pp. 423-438
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- Andrew Mason, Frank McGroarty and Steve Thomas
Volume 14, issue 5, 2013
- Skilled monkey or unlucky manager? pp. 267-277
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- Maximilian Vermorken, Marc Gendebien, Alphons Vermorken and Thomas Schröder
- Constraints in quantitative strategies: An alignment perspective pp. 278-292
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- Anureet Saxena, Chris Martin and Robert A Stubbs
- Robust portfolio optimization with Value-at-Risk-adjusted Sharpe ratios pp. 293-305
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- Geng Deng, Tim Dulaney, Craig McCann and Olivia Wang
- Asset-liability management for pension funds in a time-varying volatility environment pp. 306-333
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- Spyridon D Vrontos, Ioannis D Vrontos and Loukia Meligkotsidou
Volume 14, issue 4, 2013
- Momentum pp. 209-209
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- Stephen Satchell
- Determining an optimal multiplier in dynamic core-satellite strategies pp. 210-227
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- Thibaut Caliman, Catherine D'Hondt and Mikael Petitjean
- The anatomy of portfolio skewness and kurtosis pp. 228-235
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- Anthony Hall and Stephen E Satchell
- Bounded Monte Carlo simulation of critical information related to retirement planning pp. 236-254
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- Robert K Henderson
- Attempt to resolve the momentum effect enigma: Proposition of investors’ progressive rationality pp. 255-266
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- Faten Zoghlami
Volume 14, issue 3, 2013
- Market-implied inflation and growth rates adversely affected by the Brent pp. 133-139
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- Gilbert Cette and Marielle de Jong
- Integrated alpha modelling pp. 140-161
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- Xavier Gerard, Ron Guido and Peter Wesselius
- Asset allocation in private wealth management: Theory versus practice pp. 162-181
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- David Schröder
- Breaking into the blackbox: Trend following, stop losses and the frequency of trading – The case of the S&P500 pp. 182-194
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- Andrew Clare, James Seaton, Peter Smith and Stephen Thomas
- Rational speculative bubbles in the Asian stock markets: Tests on deterministic explosive bubbles and stochastic explosive root bubbles pp. 195-208
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- Yen-Hsiao Chen and Lianfeng Quan
Volume 14, issue 2, 2013
- Are stocks riskier than bonds? Not if you assess risk like Warren Buffett pp. 73-78
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- Javier Estrada
- Can time difference deter arbitrage opportunities? pp. 79-94
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- Timofei Bogomolov, Lixian Liu and Petko S Kalev
- Benchmark replication portfolio strategies pp. 95-110
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- Paskalis Glabadanidis and Leon Zolotoy
- Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency pp. 111-119
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- Christiane Goodfellow, Dirk Schiereck and Steffen Wippler
- Compositional changes in the FTSE100 index from the standpoint of an arbitrageur pp. 120-132
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- Kwaku Opong and Antonios Siganos
Volume 14, issue 1, 2013
- Editorial pp. 1-1
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- Stephen Satchell
- The Black–Litterman model: A risk budgeting perspective pp. 2-13
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- Randy O'Toole
- A comparison between capitalization-weighted and equally weighted indexes in the European equity market pp. 14-26
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- Enrica Bolognesi, Giuseppe Torluccio and Andrea Zuccheri
- A comparative performance analysis of conventional and Islamic exchange-traded funds pp. 27-36
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- Nafis Alam
- Do they trade as they say? Comparing survey data and trading records pp. 37-51
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- Tristan Nguyen and Alexander Schuessler
- A hybrid genetic algorithm–support vector machine approach in the task of forecasting and trading pp. 52-71
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- Christian L Dunis, Spiros D Likothanassis, Andreas S Karathanasopoulos, Georgios Sermpinis and Konstantinos A Theofilatos
Volume 13, issue 6, 2012
- Greed can be dangerous to your Sharpe pp. 369-372
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- Bernd Scherer
- Factor attribution that adds up pp. 373-383
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- Sanne de Boer
- Theory of social returns in portfolio choice with application to microfinance pp. 384-400
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- Gregor Dorfleitner, Michaela Leidl and Johannes Reeder
- Does the law of one price apply to dually listed ETFs belonging to the same family? Evidence from iShares pp. 401-420
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- Gerasimos G Rompotis
- Faith matters? A closer look at the performance of belief-based equity investments pp. 421-436
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- Lai Wan-Ni
- The benefits of tree-based models for stock selection pp. 437-448
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- Min Zhu, David Philpotts and Maxwell J Stevenson
Volume 13, issue 5, 2012
- New methods of estimating volatility and returns: Revisited pp. 307-309
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- Moawia Alghalith
- The term structure of loss preferences and rationality in analyst earnings forecasts pp. 310-326
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- George Christodoulakis, Konstantinos Stathopoulos and Nikolaos Tessaromatis
- The impact of flow of funds and management style on abnormal performance pp. 327-338
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- Abhay Kaushik
- Innovative value indicators: Firm specific versus macroeconomic pp. 339-347
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- Seung Woog (Austin) Kwag and Sang Whi Lee
- Man versus math: Behaviorist exploration of post-crisis non-banking asset management pp. 348-367
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- Kenneth David Strang
Volume 13, issue 4, 2012
- The Sharpe ratio's market climate bias: Theoretical and empirical evidence from US equity mutual funds pp. 227-242
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- Sebastian Krimm, Hendrik Scholz and Marco Wilkens
- How much value should you expect to gain or lose by replacing your investment manager? pp. 243-252
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- Robin Penfold
- The search for an exploitable value premium in market indexes pp. 253-270
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- Kenneth E Scislaw and David G McMillan
- An anatomy of calendar effects pp. 271-286
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- Laurens Swinkels and Pim van Vliet
- Earnings response elasticity and post-earnings-announcement drift pp. 287-305
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- Zhipeng Yan, Yan Zhao, Wei Xu and Lee-Young Cheng
Volume 13, issue 3, 2012
- Risk parity in US futures markets pp. 155-161
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- Bernd Scherer
- The relevance of emerging markets in portfolio diversification: Analysis in a downside risk framework pp. 162-169
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- S S S Kumar
- Style analysis for diversified US equity funds pp. 170-185
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- Andrew Mason, Frank McGroarty and Steve Thomas
- Minimum-variance versus tangent portfolios – A note pp. 186-195
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- Manuel Tarrazo and Ricardo Úbeda
- An analytical performance comparison of exchange-traded funds with index funds: 2002–2010 pp. 196-209
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- Mohammad Sharifzadeh and Simin Hojat
- RAFI® replication: Easier done than said? pp. 210-225
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- Paskalis Glabadanidis, Ivan Obaydin and Ralf Zurbruegg
Volume 13, issue 2, 2012
- Investing in commodities: Popular beliefs and misconceptions pp. 77-83
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- George Skiadopoulos
- Investment choice and performance potential in the mutual fund industry pp. 84-101
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- Zeno Adams, Roland Füss and Volker Wohlschieß
- Target-oriented investment advice pp. 102-114
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- Philippe J S De Brouwer
- Do macro-economic variables explain stock-market returns? Evidence using a semi-parametric approach pp. 115-127
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- Sagarika Mishra and Harminder Singh
- Explicit coupling of informative prior and likelihood functions in a Bayesian multivariate framework and application to a new non-orthogonal formulation of the Black–Litterman model pp. 128-140
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- François Ogliaro, Robert K Rice, Stewart Becker and Raul Leote de Carvalho
- The passive investor puzzle pp. 141-154
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- Damir Tokic
Volume 13, issue 1, 2012
- New methods of estimating volatility and returns pp. 1-4
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- Moawia Alghalith
- Active risk sensitivity to views using the Black–Litterman model pp. 5-21
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- Maria Debora Braga and Francesco Paolo Natale
- Industry effects and volatility transmission in portfolio diversification pp. 22-33
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- Vivek Bhargava, Akash Dania and Davinder Kumar Malhotra
- Approximating the numéraire portfolio by naive diversification pp. 34-50
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- Eckhard Platen and Renata Rendek
- Portfolio optimization under transfer coefficient constraint pp. 51-57
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- Rei Yamamoto, Takuya Ishibashi and Hiroshi Konno
- Review of the performance and robustness of several investment strategies applied to an international equity portfolio pp. 58-75
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- Tristan Nguyen and Gerhard Wörtche
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