Journal of Asset Management

2000 - 2026

Current editor(s): Marielle de Jong and Dan diBartolomeo

From Palgrave Macmillan
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Editorial pp. 364-366: Greg Radner
Predicting extreme performers in European equities pp. 367-391: Ying L. Becker and Richard J. Ochman
How to calculate breadth: An evolution of the fundamental law of active portfolio management pp. 393-405: David Buckle
Risk policies for active asset managers pp. 407-414: Dario Brandolini, Massimiliano Pallotta and Raffaele Zenti
Towards a goal programming methodology for constructing equity mutual fund portfolios pp. 415-428: Konstantina Pendaraki, Michael Doumpos and Constantin Zopounidis
Integrated wealth management: ‘The new direction’ for portfolio managers pp. 429-430: Greg N. Gregorion

Editorial pp. 292-292: Stephen Satchell
Region, sector and style selection in global equity markets pp. 293-307: Ronald van Dijk and Tjeert Keijzer
The long-term performance of UK stocks after making rights issues pp. 308-317: Simon Harris
Time and the payoff to value investing pp. 318-325: Roland Rousseau and Paul van Rensburg
On the information ratio of tactical asset allocation pp. 326-333: Mark Lundin
Explaining the cross-section of returns in South Africa: Attributes or factor loadings? pp. 334-347: Paul van Rensburg and Michael Robertson
An analysis of the equity risk premium pp. 348-360: Rakesh Bali and Hany Guirguis

Editorial — Benchmark Issues pp. 220-220: Stephen Satchell
The performance of value and momentum investment portfolios: Recent experience in the major European markets pp. 221-246: Ron Bird and Jonathan Whitaker
Estimating free cash flows and valuing a growth company pp. 247-257: Nancy L Beneda
How did the Dow do today? pp. 258-276: Paul J Haensly
GARCH models with changes in variance: An approximation to risk measurements pp. 277-287: Vicent Aragó and Ángeles Fernández-Izquierdo

Editorial — Saving social security pp. 148-151: Franco Modigliani and Arun Muralidhar
Selecting a risk-adjusted shareholder performance measure pp. 152-172: Christian S Pedersen and Ted Rudholm-Alfvin
Optimal hedging of the currency exchange risk exposure of dynamically balanced strategic asset allocations pp. 173-198: Nikolaus Hautsch and Joachim Inkmann
Emerging market economies: Inevitability of volatility and contagion pp. 199-216: Dilip K Das

Editorial pp. 76-76: Stephen E Satchell
Do the individual moments of REIT return distributions affect institutional ownership patterns? pp. 77-95: Scott D Below and Stanley Stansell
Benefits and risks of alternative investment strategies pp. 96-118: Noël Amenc, Lionel Martellini and Mathieu Vaissié
The impact of demand and liquidity on the informaton content and predictive power of the government bond yield curve: An illustration from the UK gilt market pp. 119-130: Moorad Choudhry
Evolving financial market structure in the emerging market economies pp. 131-144: Dilip K Das

Editorial pp. 4-4: Stephen Satchell
Fundamental UK stock prices as determined by the macroeconomy pp. 5-9: Angela Black, Patricia Fraser and Nicolaas Groenewold
Optimal portfolio allocation in a world without Treasury securities pp. 10-21: Antulio Bomfim
On the information content of going concern opinions: The effects of SAS numbers 58 and 59 pp. 22-31: Mark Schaub and Michael Highfield
UK pension fund management after Myners: The hunt for correlation begins pp. 32-72: David Blake

Editorial — Investor activism and corporate responsibility pp. 296-300: Craig Mackenzie and Rory Sullivan
Economic implications of passive investing pp. 303-312: Paul Woolley and Ron Bird
The structure of multifactor equity risk models pp. 313-322: Jason MacQueen
Market abuse pp. 323-331: Joe Coffey and Jonathan Overett Somnier
Forecast dispersion and error versus size, book-to-market ratio and momentum: A comparison of anomalies from 1992 to 2001 pp. 333-344: Stephen J Ciccone
Financial liberalisation in the emerging market economies pp. 345-359: Dilip K Das
Do hedge funds add value to a passive portfolio? Correcting for non-normal returns and disappearing funds pp. 361-382: Roy Kouwenberg

Editorial — The use and abuse of risk management pp. 200-201: J MacQueen
Asset allocation versus security selection: Evidence from global markets pp. 202-212: M Kritzman and S Page
Non-parametric forecasting for conditional asset allocation pp. 213-228: S Beckers and B Blair
Does European high yield lead or lag? Turning lead into gold … pp. 229-236: M C Garman
Hedge fund survival lifetimes pp. 237-252: G N Gregoriou
International stock market linkages: A factor analysis approach pp. 253-265: M Illueca and Juan Angel Lafuente
The impact of technological alliances on the information set: Evidence from the Spanish stock exchange pp. 266-278: C Bayona, P Corredor and R Santamaría
Are asset managers properly using tracking error estimates? pp. 279-289: R Zenti and M Pallotta
Portfolio Construction and Risk Budgeting pp. 290-291: Stephen E Satchell

Editorial pp. 100-100: S Satchell
Bond Market volatility compared with stock market volatility: Evidence from the UK pp. 101-111: R Johnson and P Young
Growth stocks outperform value stocks over the long term pp. 112-123: N Beneda
International industry momentum pp. 124-141: Laurens Swinkels
The impact of monetary policy on value and growth stocks: An international evaluation pp. 142-172: Angela Black
Performance clustering and incentives in the UK pension fund industry pp. 173-194: David Blake, B N Lehmann and A Timmermann

Editorial pp. 5-5: S Satchell
Hazardous to your wealth? The early and long-term performance of Mexican ADRs on the New York Stock Exchange pp. 9-16: M Schaub
What private equity investments are being made in Europe, who is investing and how are they doing? pp. 17-28: K Arundale
Cross-country and intertemporal indexes of risk aversion pp. 29-38: M Kritzman, K Lowry and A-S van Royen
Has Europe outgrown its national boundaries? pp. 39-54: T Goodwin and L Ross
On a model of portfolio selection with benchmark pp. 55-65: Niklas Wagner
Beta and return: One-day effect pp. 67-72: M Feinberg and Damir Tokic
Simulating skilled active management pp. 73-89: S M Fox