TABLE OF CONTENTS
Volume 7, Issue 5 (January 2007)
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Editorial
Editorial
Stephen E Satchell Editor
J Asset Manag 7: 301; doi:10.1057/palgrave.jam.2250046
Papers
Mean–variance versus full-scale optimisation: In and out of sample FREE
Timothy Adler and Mark Kritzman
J Asset Manag 7: 302-311; doi:10.1057/palgrave.jam.2250042
The design of defined-contribution pension plans using a variable-contribution lifecycle programme
Hon Cheung
J Asset Manag 7: 312-324; doi:10.1057/palgrave.jam.2250039
Generating optimal portfolios within the FTK framework
Julian Coutts and Brian J W Fleming
J Asset Manag 7: 325-334; doi:10.1057/palgrave.jam.2250045
A mathematical statistical pricing model for emerging stock markets
Soumitra K Mallick, Amitava Sarkar, Kalyan K Roy, Anjan Chakraborty and Tamal Duttachaudhuri
J Asset Manag 7: 335-346; doi:10.1057/palgrave.jam.2250041
Refinements to the Sharpe ratio: Comparing alternatives for bear markets
Hendrik Scholz
J Asset Manag 7: 347-357; doi:10.1057/palgrave.jam.2250040
Are you about to handcuff your information ratio?
Renato Staub
J Asset Manag 7: 358-370; doi:10.1057/palgrave.jam.2250044
