Volume 16, issue 5, September 2015

5 articles in this issue

Dynamic asset allocation

Authors
- Pawan K Madhogarhia
- Marco Lam
- Content type: Invited Editorial
- Published: 26 August 2015
- Pages: 293 - 302
The role of sovereign wealth funds as activist or passive fund managers

Authors
- Mark Mietzner
- Dirk Schiereck
- Denis Schweizer
- Content type: Original Article
- Published: 18 June 2015
- Pages: 303 - 315
Market-wide sentiment and market returns

Authors
- Wai Mun Fong
- Content type: Original Article
- Published: 11 June 2015
- Pages: 316 - 328
The Pástor-Stambaugh empirical model revisited: Evidence from robust instruments

Authors
- François-Eric Racicot
- William F Rentz
- Content type: Original Article
- Published: 30 July 2015
- Pages: 329 - 341
Multistage stochastic optimization for private equity investments

Authors
- Lorenzo Reus
- John M Mulvey
- Content type: Original Article
- Published: 16 July 2015
- Pages: 342 - 362