TABLE OF CONTENTS

Volume 8, Issue 3 (September 2007)

Invited Editorial
Papers
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Invited Editorial

A comparison between German and Spanish equity fund markets

Luis Ferruz, José L Sarto and Laura Andreu

J Asset Manag 8: 147-151; doi:10.1057/palgrave.jam.2250069

Abstract | Full Text | PDF

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Papers

Evidence for time-dependent structures in financial data series over long timescales: Opportunities for dynamic market risk allocation

Julian Coutts

J Asset Manag 8: 152-160; doi:10.1057/palgrave.jam.2250073

Abstract | Full Text | PDF

Incorporating alpha uncertainty into portfolio decisions: A Bayesian revisit of the Treynor–Black model

Zhongzhi (Lawrence) He

J Asset Manag 8: 161-175; doi:10.1057/palgrave.jam.2250071

Abstract | Full Text | PDF

Optimal robust and consistent active implementation of a pension fund's benchmark investment strategy

Tim van Hest and Anja De Waegenaere

J Asset Manag 8: 176-187; doi:10.1057/palgrave.jam.2250072

Abstract | Full Text | PDF

Importance of style diversification for equity country selection

Stéphanie Desrosiers, Jean-François L'Her and Jean-François Plante

J Asset Manag 8: 188-199; doi:10.1057/palgrave.jam.2250074

Abstract | Full Text | PDF

Quadratic programming for portfolio planning: Insights into algorithmic and computational issues
Part I — Solving a family of QP models

Gautam Mitra, Frank Ellison and Alan Scowcroft

J Asset Manag 8: 200-214; doi:10.1057/palgrave.jam.2250075

Abstract | Full Text | PDF

Should private equity funds be further regulated?

Peter Yeoh

J Asset Manag 8: 215-225; doi:10.1057/palgrave.jam.2250070

Abstract | Full Text | PDF