Journal of Asset Management

2000 - 2025

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

From Palgrave Macmillan
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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