TABLE OF CONTENTS

Volume 9, Issue 3 (September 2008)

Invited Editorial
Papers
Erratum
Top

Invited Editorial

Are long-term trends changing?

Damir Tokic

J Asset Manag 9: 171-177; doi:10.1057/jam.2008.17

Abstract | Full Text | PDF

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Papers

Optimal portfolio allocation under asset and surplus VaR constraints

Alain Monfort

J Asset Manag 9: 178-192; doi:10.1057/jam.2008.6

Abstract | Full Text | PDF

Firm-specific characteristics and the cross-section of Australian stock exchange returns

Paul van Rensburg and Emile Janari

J Asset Manag 9: 193-214; doi:10.1057/jam.2008.18

Abstract | Full Text | PDF

Optimal asset allocation for sovereign wealth funds

Andreas Gintschel and Bernd Scherer

J Asset Manag 9: 215-238; doi:10.1057/jam.2008.19

Abstract | Full Text | PDF

Inverse portfolio optimisation under constraints

Rudi Zagst and Michaela Pöschik

J Asset Manag 9: 239-253; doi:10.1057/jam.2008.20

Abstract | Full Text | PDF

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Erratum

Ship funds as a new asset class: An empirical analysis of the relationship between spot and forward prices in freight markets FREE

Wolfgang Bessler, Wolfgang Drobetz and Jorg Seidel

J Asset Manag 9: 254; doi:10.1057/jam.2008.21

Abstract | Full Text | PDF