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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 ().

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Volume 25, issue 2, 2024

Optimal design of investment committees pp. 129-135 Downloads
Bernd Scherer
Network Risk Parity: graph theory-based portfolio construction pp. 136-146 Downloads
Vito Ciciretti and Alberto Pallotta
Which investors support the transition toward a low-carbon economy? Exit and Voice in mutual funds pp. 147-161 Downloads
Jonas Zink
Do weather patterns effect investment decisions in the stock market? A South Asian perspective pp. 162-171 Downloads
Emon Kalyan Chowdhury
Effectiveness of deterministic option pricing models: new evidence from Nifty and Bank Nifty Index options pp. 172-189 Downloads
Vipul Kumar Singh and Pawan Kumar
Income illusions: challenging the high yield stock narrative pp. 190-202 Downloads
Yin Chen and Roni Israelov

Volume 25, issue 1, 2024

Quantifying the non-Gaussian gain pp. 1-18 Downloads
David Allen, Stephen Satchell and Colin Lizieri
CO2 investment risk analysis pp. 19-30 Downloads
Thomas M. Treptow
The cash-secured put-write strategy and the variance risk premium pp. 31-50 Downloads
Pratish Patel, Andrew Raquel and Savannah Chadwick
Resilience amidst turmoil: a multi-resolution analysis of portfolio diversification in emerging markets during global financial and health crises pp. 51-69 Downloads
Edib Smolo, Ruslan Nagayev, Rashed Jahangir and Christo S. C. Tarazi
The performance of compliant stocks during the Covid-19 crisis pp. 70-95 Downloads
Amel Farhat and Amal Hili
Decomposition of risk for small size and low book-to-market stocks pp. 96-112 Downloads
Arati Kale, Devendra Kale and Sriram Villupuram
Corporate bonds: fixed versus stochastic coupons—an empirical study pp. 113-128 Downloads
Belal Ehsan Baaquie and Muhammad Mahmudul Karim

Volume 24, issue 7, 2023

Green commodities: the making of a new asset class pp. 531-533 Downloads
Caroline Bavasso and Marielle Jong
Ownership of ESG characteristics pp. 534-540 Downloads
Mark E. Bateman and Lisa R. Goldberg
Greenlabelling: How valuable is the SFDR Art 9 label? pp. 541-546 Downloads
Bernd Scherer and Milot Hasaj
Greenium, credit rating, and the COVID-19 pandemic pp. 547-557 Downloads
Emre Arat, Britta Hachenberg, Florian Kiesel and Dirk Schiereck
Portfolio benefits of taxonomy orientated and renewable European electric utilities pp. 558-571 Downloads
Thomas Cauthorn, Christian Klein, Leonard Remme and Bernhard Zwergel
ESG criteria and the credit risk of corporate bond portfolios pp. 572-580 Downloads
Andre Höck, Tobias Bauckloh, Maurice Dumrose and Christian Klein
Portfolio diversification and sustainable assets from new perspectives pp. 581-600 Downloads
Takashi Kanamura
The futility of measuring relative performance of ESG portfolios if ESG investing improves the market performance pp. 601-607 Downloads
David Buckle

Volume 24, issue 6, 2023

Risk budgeting using a generalized diversity index pp. 443-458 Downloads
Gilles Boevi Koumou
Alternative risk premium: specification noise pp. 459-473 Downloads
Stephen A. Gorman and Frank J. Fabozzi
Effects of size on the exchange-traded funds performance pp. 474-484 Downloads
Kiran Paudel and Atsuyuki Naka
Large portfolio optimisation approaches pp. 485-497 Downloads
Esra Ulasan and A. Özlem Önder
Exploring the nexus between price and volume changes in the cryptocurrency market pp. 498-512 Downloads
Adeyinka Adediran, Bola Babajide and Nataliia Osina
The cross-section of January effect pp. 513-530 Downloads
Arbab Khalid Cheema, Wenjie Ding and Qingwei Wang

Volume 24, issue 5, 2023

Pension fund investments in infrastructure pp. 329-345 Downloads
Alexander Carlo, Piet Eichholtz, Nils Kok and Ruud Wijnands
Determinants of bid-ask spread in emerging sovereign bond markets pp. 346-352 Downloads
Emre Su and Kaya Tokmakçıoğlu
The informational content of sovereign credit rating: another look pp. 353-373 Downloads
Fathi Nakai and Tarek Chebbi
Common risk factors and risk–return trade-off for REITs and treasuries pp. 374-395 Downloads
Faten Ben Bouheni and Manish Tewari
Are return predictors of industrial equity indexes common across regions? pp. 396-418 Downloads
Pelin Bengitöz and Mehmet Umutlu
Stock market anomalies and machine learning across the globe pp. 419-441 Downloads
Vitor Azevedo, Georg Sebastian Kaiser and Sebastian Mueller

Volume 24, issue 4, 2023

Investment in non-fungible tokens (NFTs): the return of Ethereum secondary market NFT sales pp. 241-254 Downloads
Niklas Konstantin Klein, Fritz Lattermann and Dirk Schiereck
Investigating risk assessment in post-pandemic household cryptocurrency investments: an explainable machine learning approach pp. 255-267 Downloads
Lin Li
Fund family versus mutual fund performance: evidence from the Indian investors’ perspective pp. 268-283 Downloads
Yogesh Chauhan, Ajay Kumar Mishra and Bhavik Parikh
UK mutual funds: performance persistence and portfolio size pp. 284-298 Downloads
Keith Cuthbertson, Dirk Nitzsche and Niall O’Sullivan
Multifactor funds: an early (bearish) assessment pp. 299-311 Downloads
Javier Estrada
Does governance matter for bank stability? “MENA region case” pp. 312-328 Downloads
Djebali Nesrine

Volume 24, issue 3, 2023

The risk-return tradeoff: are sustainable investors compensated adequately? pp. 165-172 Downloads
Christina Bannier, Yannik Bofinger and Björn Rock
Price contingent and price-volume contingent portfolio strategies pp. 173-183 Downloads
Alain Guéniche, Philippe Dupuy and Wan Ni Lai
When a correction turns into a bear market: What explains the depth of the stock market drawdown? A discretionary global macro approach pp. 184-197 Downloads
Damir Tokic and Dave Jackson
Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19 pp. 198-211 Downloads
Spyros Papathanasiou, Dimitris Kenourgios, Drosos Koutsokostas and Georgios Pergeris
How does retirement affect optimal life cycle portfolio allocation between stocks and bonds? pp. 212-224 Downloads
Valentinas Rudys
The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency? pp. 225-240 Downloads
Ailie Charteris and Conrad Alexander Steyn

Volume 24, issue 2, 2023

Trust me, I am a Robo-advisor pp. 85-96 Downloads
Bernd Scherer and Sebastian Lehner
Notes on the convergence of the estimated risk factor matrix in linear regression models pp. 97-107 Downloads
Julien Riposo and E G Klepfish
Analyst target price and dividend forecasts and expected stock returns pp. 108-120 Downloads
Jinji Hao and Jonathon Skinner
How precisely European equity ETFs mirror their flagship benchmarks? Evidence from funds replicating performance of Euro Stoxx 50 Index pp. 121-135 Downloads
Ewa Feder-Sempach and Tomasz Miziołek
Dynamic asset allocation strategy: an economic regime approach pp. 136-147 Downloads
Min Jeong Kim and Dohyoung Kwon
Can experience mitigate precautionary bidding? Evidence from a quasi-experiment at an IPO auction pp. 148-163 Downloads
Wenjun Wang

Volume 24, issue 1, 2023

The statistics of time varying cross-sectional information coefficients pp. 1-15 Downloads
Zhuanxin Ding and Yixiao Sun
The relationship of financial performance and stock returns in countries under economic sanctions pp. 16-26 Downloads
Ali Akbar Gholizadeh, Davood Jafari Seresht, Zahra Bayat and Leyla Jabari
Downside risk matters once the lottery effect is controlled: explaining risk–return relationship in the Indian equity market pp. 27-43 Downloads
Asgar Ali and K. N. Badhani
Herding behavior in stock markets of oil-importing and oil-exporting countries: the role of oil price pp. 44-58 Downloads
Mouna Youssef and Khaled Mokni
Risk and return of classic car market prices: passion or financial investment? pp. 59-68 Downloads
Eric Fur
Bonding, signaling theory and dividend policy: Evidence from multinational firms pp. 69-83 Downloads
Imen Ghadhab
Page updated 2024-04-18