Volume 12, issue 1, April 2011
5 articles in this issue
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Explaining international equity valuation ratios: The roles of commodity price inflation and relative asset volatilities
Authors (first, second and last of 4)
- Andrew Clare
- Owain ap Gwilym
- Stephen Thomas
- Content type: Original Article
- Published: 01 April 2011
- Pages: 11 - 29
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GICS or ICB, how different is similar?
Authors
- Maximilian A M Vermorken
- Content type: Original Article
- Published: 01 April 2011
- Pages: 30 - 44
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Asset allocation in a Bayesian copula-GARCH framework: An application to the ‘passive funds versus active funds’ problem
Authors
- Long Kang
- Content type: Original Article
- Published: 01 April 2011
- Pages: 45 - 66
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Robust portfolio allocation under discrete asset choice constraints
Authors
- Nalan Gülpınar
- Kabir Katata
- Dessislava A Pachamanova
- Content type: Original Article
- Published: 01 April 2011
- Pages: 67 - 83