Journal of Asset Management

2000 - 2026

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

From Palgrave Macmillan
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Editorial: The boom in technology funds — Implications for the fund management industry pp. 300-302: J Mellon
The evaluation of active manager returns in a non-symmetrical environment pp. 303-324: Ron Bird and David Gallagher
Conditional asset allocation using prediction intervals to produce allocation decisions pp. 325-335: B Blair
Do exotic currencies improve the risk-adjusted performance of dynamic currency overlays? pp. 336-352: Dunis Cl and N Levy
Regime switching in currency markets and portfolio flows pp. 353-367: Foley Aj
The record on small companies: A review of the evidence pp. 368-397: M Levis

Editorial pp. 204-204: S Satchell
Do tracking errors reliably estimate portfolio risk? pp. 205-222: A Scowcroft and J Sefton
An alternative calculation of tracking error pp. 223-234: C Lawton-Browne
A note on tracking error funding assumptions pp. 235-240: B Scherer
Tracking error: Ex ante versus ex post measures pp. 241-246: Satchell Se and S Hwang
Process attribution — A new way to measure skill in portfolio construction pp. 247-259: S Bridgeland
Exchange-traded funds: A primer pp. 260-273: D Fuhr
Highest-density forecast regions: An essay in the Spanish stock market pp. 274-283: N Blasco and R Santamaría
Information flows among the major stock market areas pp. 284-292: Climent Fj, V Meneu and A Pardo

Editorial: Torpedoes and Rockets pp. 101-106: Brown Aj
Extreme stock returns pp. 107-127: D Glickman, DiRienzo Ag and R Ochman
How important is asset allocation? pp. 128-135: M Statman
Portfolio insurance and market crashes pp. 136-161: F Longin
Can profitable trading strategies be derived from investment best-sellers? pp. 162-179: Chris Brooks, W Chow and Ward Cwr
The prediction of earnings movements using accounting data: An update and extension of Ou and Penman pp. 180-195: Ron Bird, R Gerlach and Hall Ad
‘The prediction of earnings movements using accounting data: An update and extension of Ou and Penman’ — A response pp. 196-199: D Damant

Editorial pp. 5-7: B Maitra
Strategic currency hedging pp. 9-21: A Dales and R Meese
The optimal benchmark for a currency overlay mandate pp. 22-34: J Binny
The search for a balanced hedge ratio policy pp. 35-46: B Lindenhovius and G de Vrij
Views: Use and abuse pp. 47-55: A Muralidhar and Paolo Pasquariello
Trading style analysis of leveraged currency funds pp. 56-74: P Lequeux
Empirical measures of liquidity — a new approach pp. 75-83: R Adams, R Williams and E Acar
Measuring the degree of currency misalignment using offshore forward exchange rates: The case of the Korean Financial crisis pp. 84-95: D Park and C Rhee

Editorial: Challenges and chances for European exchanges pp. 301-309: G Pozniak
Index rebalancing and the technology bubble pp. 311-320: Elroy Dimson and P Marsh
Equity performance of segregated pension funds in the UK pp. 321-343: A Thomas and Ian Tonks
Liquidity and best execution in the UK: A comparison of SETS and Tradepoint pp. 344-365: J Board and S Wells
Marketing of hedge funds to German investors pp. 366-373: A Steck
Active or passive? pp. 374-379: J J Mezrich and M S Rothman
Does the expansion of Spanish firms into South America affect the price relations between the US and the Spanish stock markets? pp. 380-396: G Lozano-Arnica and Bartolomé Pascual-Fuster

Editorial pp. 213-214: K Coldiron
A method of estimating changes in correlation between assets and its application to hedge fund investment pp. 217-230: R Spurgin, G Martin and T Schneeweis
Constructing European property indices: Trends in European property shares pp. 231-236: H Op 't Veld
Financial statements: The agony (of large changes and new complexities) and the ecstasy (of worldwide standards and better figures) pp. 237-244: D Damant
Measuring the equity risk premium pp. 245-256: P Best and A Byrne
The fallacy of large numbers revisited: The construction of a utility function that leads to the acceptance of two games, while one is rejected pp. 257-266: P de Brouwer and F van den Spiegel
Distressed spreads for non-distressed bonds: Overcoming the stigma of ‘junk bonds’ pp. 267-278: F Frick
Persistence of UK real estate returns: A Markov chain analysis pp. 279-291: S L Lee and Charles Ward

Editorial: With difficulty pp. 117-118: D Damant
Constructing multinational macroeconomic factor models: Experience from Europe pp. 121-131: P Burns
Optimal portfolio selection: The value at risk case pp. 132-137: R Bramante and B Cazzaniga
A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction pp. 138-150: S Satchell and A Scowcroft
Style analysis and performance evaluation of Spanish mutual funds pp. 151-171: J C Matallín Sáez and A Fernández Izquierdo
Portfolio investment in emerging market economies: Trends, dimensions and issues pp. 172-195: D K Das
Alpha transfer: Optimising the benefit of active management pp. 196-206: A R Harmstone

Editorial pp. 5-5: S Satchell
The manager beauty contest: Do the figures matter? pp. 7-18: S Beckers
Benchmarks and indexing: A behavioural perspective pp. 19-38: H Shefrin
Style and style analysis from a practitioner's perspective: What is it and what does it mean for European Equity investors? pp. 39-59: R Schwob
Timing and diversification: Required information coefficients for tactical asset allocation pp. 60-71: N French, J W Kay and Charles Ward
Performance of UK equity unit trusts pp. 72-92: G Quigley and R A Sinquefield
Generalised style analysis of hedge funds pp. 93-109: V Agarwal and N Y Naik