Volume 10, issue 6, February 2010

6 articles in this issue

Editorial

Authors
- Stephen Satchell
- Content type: Editorial
- Published: 12 January 2010
- Pages: 357 - 357
Can switching between risk measures lead to better portfolio optimization?

Authors
- Brianna Cain
- Ralf Zurbruegg
- Content type: Original Article
- Published: 12 January 2010
- Pages: 358 - 369
Quantitative or momentum-based multi-style rotation? UK experience

Authors
- Andrew Clare
- Svetlana Sapuric
- Natasa Todorovic
- Content type: Original Article
- Published: 12 January 2010
- Pages: 370 - 381
Which trades move stock prices on Euronext Paris?

Authors
- Waël Louhichi
- Content type: Original Article
- Published: 12 January 2010
- Pages: 382 - 391
Smart money meets smart size

Authors
- Qiang Bu
- Nelson Lacey
- Content type: Original Article
- Published: 12 January 2010
- Pages: 392 - 405
Expected utility and the non-normal returns of common portfolio rebalancing strategies

Authors
- Samuel Kyle Jones
- Joe Bert Stine
- Content type: Original Article
- Published: 12 January 2010
- Pages: 406 - 419