TABLE OF CONTENTS

Volume 8, Issue 2 (July 2007)

Editorial
Papers
Top

Editorial

Variance, volatility swaps and hedging your equity portfolio

Stephen E Satchell 

J Asset Manag 8: 73; doi:10.1057/palgrave.jam.2250068

Abstract | Full Text | PDF

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Papers

Capitalising on European analyst earnings estimates and recommendations during different volatility regime periods

Andrea S Au

J Asset Manag 8: 74-85; doi:10.1057/palgrave.jam.2250062

Abstract | Full Text | PDF

An international test of the Fed model

Samuel Aubert and Pierre Giot

J Asset Manag 8: 86-100; doi:10.1057/palgrave.jam.2250063

Abstract | Full Text | PDF

Volatility filter for index tracking and long–short market-neutral strategies

Jia Miao

J Asset Manag 8: 101-111; doi:10.1057/palgrave.jam.2250064

Abstract | Full Text | PDF

Country-specific ETFs: An efficient approach to global asset allocation

Joëlle Miffre

J Asset Manag 8: 112-122; doi:10.1057/palgrave.jam.2250065

Abstract | Full Text | PDF

Can mutual funds time investment styles?

Laurens Swinkels and Liam Tjong-A-Tjoe

J Asset Manag 8: 123-132; doi:10.1057/palgrave.jam.2250066

Abstract | Full Text | PDF

Asset allocation by using the Sharpe rule: How to improve an existing portfolio by adding some new assets?

Kwok Wai Yu, Xiao Qi Yang and Heung Wong

J Asset Manag 8: 133-145; doi:10.1057/palgrave.jam.2250067

Abstract | Full Text | PDF