TABLE OF CONTENTS

Volume 7, Issue 2 (July 2006)

Editorial
Papers
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Editorial

Editorial

Reha H Tütüncü and Peter J Zangari

J Asset Manag 7: 81-82; doi:10.1057/palgrave.jam.2240204

Abstract | PDF

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Papers

Optimisation and quantitative investment management

Arlen Khodadadi, Reha H Tütüncü and Peter J Zangari

J Asset Manag 7: 83-92; doi:10.1057/palgrave.jam.2240205

Abstract | PDF

Improving investment performance for pension plans

John M Mulvey, Koray D Simsek and Zhuojuan Zhang

J Asset Manag 7: 93-108; doi:10.1057/palgrave.jam.2240206

Abstract | PDF

Incorporating estimation errors into portfolio selection: Robust portfolio construction

Sebastián Ceria and Robert A Stubbs

J Asset Manag 7: 109-127; doi:10.1057/palgrave.jam.2240207

Abstract | PDF

Towards reliable efficient frontiers

Katrin Schöttle and Ralf Werner

J Asset Manag 7: 128-141; doi:10.1057/palgrave.jam.2240208

Abstract | PDF

Semidefinite optimisation for global risk modelling

Papa Momar Ndiaye, François Oustry and Véronique Piolle

J Asset Manag 7: 142-153; doi:10.1057/palgrave.jam.2240209

Abstract | PDF