Journal of Asset Management http://www.palgrave-journals.com/jam/current_issue/ Palgrave Macmillan Ltd en Copyright © Palgrave Macmillan Ltd Journal of Asset Management 1470-8272 Copyright © Palgrave Macmillan Ltd rights@palgrave.com Journal of Asset Management http://www.palgrave-journals.com/pal/images/logos_b_o_w/jam.gif http://www.palgrave-journals.com/jam/ Are long-term trends changing? http://dx.doi.org/10.1057/jam.2008.17 Are long-term trends changing?

Journal of Asset Management 9, 171 (September 2008). doi:10.1057/jam.2008.17

Author: Damir Tokic

]]> Are long-term trends changing? Damir Tokic doi:10.1057/jam.2008.17 Journal of Asset Management 9, 171 (September 2008) Journal of Asset Management 9 3 171 177 Optimal portfolio allocation under asset and surplus VaR constraints http://dx.doi.org/10.1057/jam.2008.6 Optimal portfolio allocation under asset and surplus VaR constraints

Journal of Asset Management 9, 178 (September 2008). doi:10.1057/jam.2008.6

Author: Alain Monfort &

]]> Optimal portfolio allocation under asset and surplus VaR constraints Alain Monfort doi:10.1057/jam.2008.6 Journal of Asset Management 9, 178 (September 2008) Journal of Asset Management 9 3 178 192 Firm-specific characteristics and the cross-section of Australian stock exchange returns http://dx.doi.org/10.1057/jam.2008.18 Firm-specific characteristics and the cross-section of Australian stock exchange returns

Journal of Asset Management 9, 193 (September 2008). doi:10.1057/jam.2008.18

Authors: Paul van Rensburg, Emile Janari &

]]> Firm-specific characteristics and the cross-section of Australian stock exchange returns Paul van Rensburg Emile Janari doi:10.1057/jam.2008.18 Journal of Asset Management 9, 193 (September 2008) Journal of Asset Management 9 3 193 214 Optimal asset allocation for sovereign wealth funds http://dx.doi.org/10.1057/jam.2008.19 Optimal asset allocation for sovereign wealth funds

Journal of Asset Management 9, 215 (September 2008). doi:10.1057/jam.2008.19

Authors: Andreas Gintschel, Bernd Scherer &

]]> Optimal asset allocation for sovereign wealth funds Andreas Gintschel Bernd Scherer doi:10.1057/jam.2008.19 Journal of Asset Management 9, 215 (September 2008) Journal of Asset Management 9 3 215 238 Inverse portfolio optimisation under constraints http://dx.doi.org/10.1057/jam.2008.20 Inverse portfolio optimisation under constraints

Journal of Asset Management 9, 239 (September 2008). doi:10.1057/jam.2008.20

Authors: Rudi Zagst, Michaela Pöschik &

]]> Inverse portfolio optimisation under constraints Rudi Zagst Michaela Pöschik doi:10.1057/jam.2008.20 Journal of Asset Management 9, 239 (September 2008) Journal of Asset Management 9 3 239 253 Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets http://dx.doi.org/10.1057/jam.2008.21 Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets

Journal of Asset Management 9, 254 (September 2008). doi:10.1057/jam.2008.21

Authors: Wolfgang Bessler, Wolfgang Drobetz & Jorg Seidel

]]> Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets Wolfgang Bessler Wolfgang Drobetz Jorg Seidel doi:10.1057/jam.2008.21 Journal of Asset Management 9, 254 (September 2008) Journal of Asset Management 9 3 254 254