TABLE OF CONTENTS
Volume 10, Issue 2 (June 2009)
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Invited Editorial
Alternative theory of asset pricing
Moawia Alghalith
J Asset Manag 10: 73-74; doi:10.1057/jam.2009.1
Original Articles
Risk-adjusted performance attribution and portfolio optimisations under tracking-error constraints
Philippe Bertrand
J Asset Manag 10: 75-88; doi:10.1057/jam.2008.37
Enhancing the Black–Litterman and related approaches: Views and stress-test on risk factors
Attilio Meucci
J Asset Manag 10: 89-96; doi:10.1057/jam.2008.42
Profiting from a contrarian application of technical trading rules in the US stock market
Nauzer Balsara, Jason Chen and Lin Zheng
J Asset Manag 10: 97-123; doi:10.1057/jam.2008.44
