FREE ARTICLES

Palgrave Macmillan and the editorial team have selected this set of papers from the archive of the journal to give a representative sample of the best of our content.

These papers, listed in chronological order, are available free to read and download.

For more information about the journal visit www.palgrave-journals.com/jam.

  1. A demystification of the Black-Littleman model: Managing Quantitative and Traditional Portfolio Construction  FREE

    Authors: S Satchell and A. Scowcroft

    Abstract | PDF

  2. Cross-country and intertemporal indexes of risk aversion  FREE

    Authors: M Kritzman, K Lowry, A-S Van Royen

    Abstract | PDF

  3. Asset allocation vs security selection: Evidence from global markets  FREE

    Author: M Kritzman, S Page

    Abstract | PDF

  4. An alternative route to performance hypothesis testing  FREE

    Author: Bernd Scherer

    Abstract | PDF

  5. Countries versus industries in Europe: A normative portfolio approach  FREE

    Authors: Javier Estrada, Mark Kritzman, Simon Myrgren, Sebastien Page

    Abstract | PDF

  6. Mean variance versus full-scale optimisation: In and out of sample  FREE

    Authors: Timothy Adler, Mark Kritzman

    Abstract | PDF

  7. Can robust portfolio optimisation help to build better portfolios? FREE

    Authors: Bernd Scherer

    Abstract | Full Text

  8. Optimal asset allocation for sovereign wealth funds FREE

    Authors: Andreas Gintschel and Bernd Scherer

    Abstract | Full Text

  9. An examination of alternative portfolio rebalancing strategies applied to sector funds FREE

    Authors: Stanley G Eakins, Stanley Stansell

    Abstract | Full Text

  10. Alpha budgeting; Cross-sectional dispersion decomposed  FREE

    Authors: Wallace Yu, Yazid M Sharaiha

    Abstract | Full Text