Volume 6, issue 2, August 2005
6 articles in this issue
-
-
Countries versus industries in Europe: A normative portfolio approach
Authors (first, second and last of 4)
- Javier Estrada
- Mark Kritzman
- Sébastien Page
- Content type: Paper
- Published: 01 August 2005
- Pages: 85 - 103
-
Value and growth stocks and cyclical asymmetries
Authors
- Angela J Black
- David G McMillan
- Content type: Paper
- Published: 01 August 2005
- Pages: 104 - 116
-
Discretionary trading and the search for alpha
Authors
- Don M Chance
- Content type: Paper
- Published: 01 August 2005
- Pages: 117 - 135
-
A proposed fuzzy optimal control model to minimise target tracking error in a dynamic hedging problem with a multi-asset, best-of option
Authors
- Sukanto Bhattacharya
- Mohammad Khoshnevisan
- Content type: Paper
- Published: 01 August 2005
- Pages: 136 - 140
-
Feasible high growth investment strategy: Growth optimal portfolios applied to Dow Jones stocks
Authors
- B F Hunt
- Content type: Paper
- Published: 01 August 2005
- Pages: 141 - 157