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/ Alternative theory of asset pricing http://dx.doi.org/10.1057/jam.2009.1 Alternative theory of asset pricing

Journal of Asset Management 10, 73 (June 2009). doi:10.1057/jam.2009.1

Author: Moawia Alghalith &

]]> Alternative theory of asset pricing Moawia Alghalith doi:10.1057/jam.2009.1 Journal of Asset Management 10, 73 (June 2009) Journal of Asset Management 10 2 73 74 Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints http://dx.doi.org/10.1057/jam.2008.37 Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints

Journal of Asset Management 10, 75 (June 2009). doi:10.1057/jam.2008.37

Author: Philippe Bertrand &

]]> Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints Philippe Bertrand doi:10.1057/jam.2008.37 Journal of Asset Management 10, 75 (June 2009) Journal of Asset Management 10 2 75 88 Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors http://dx.doi.org/10.1057/jam.2008.42 Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors

Journal of Asset Management 10, 89 (June 2009). doi:10.1057/jam.2008.42

Author: Attilio Meucci &

]]> Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors Attilio Meucci doi:10.1057/jam.2008.42 Journal of Asset Management 10, 89 (June 2009) Journal of Asset Management 10 2 89 96 Profiting from a contrarian application of technical trading rules in the US stock market http://dx.doi.org/10.1057/jam.2008.44 Profiting from a contrarian application of technical trading rules in the US stock market

Journal of Asset Management 10, 97 (June 2009). doi:10.1057/jam.2008.44

Authors: Nauzer Balsara, Jason Chen, Lin Zheng &

]]> Profiting from a contrarian application of technical trading rules in the US stock market Nauzer Balsara Jason Chen Lin Zheng doi:10.1057/jam.2008.44 Journal of Asset Management 10, 97 (June 2009) Journal of Asset Management 10 2 97 123 A Mixed Historical Formula to forecast volatility http://dx.doi.org/10.1057/jam.2009.2 A Mixed Historical Formula to forecast volatility

Journal of Asset Management 10, 124 (June 2009). doi:10.1057/jam.2009.2

Author: Roberto Ferulano &

]]> A Mixed Historical Formula to forecast volatility Roberto Ferulano doi:10.1057/jam.2009.2 Journal of Asset Management 10, 124 (June 2009) Journal of Asset Management 10 2 124 136