Volume 12, issue 4, September 2011

6 articles in this issue

Buy side risk management – Managing fees at risk

Authors
- Bernd Scherer
- Content type: Invited Editorial
- Published: 19 May 2011
- Pages: 225 - 234
Forecasting medium-term returns and testing their value in constructing a simple portfolio

Authors
- Alastair Baker
- Content type: Original Article
- Published: 26 May 2011
- Pages: 235 - 247
Estimation risk in covariance

Authors
- David D Cho
- Content type: Original Article
- Published: 21 April 2011
- Pages: 248 - 259
Investigating the effectiveness of robust portfolio optimization techniques

Authors
- Gianfranco Guastaroba
- Gautam Mitra
- M Grazia Speranza
- Content type: Original Article
- Published: 28 April 2011
- Pages: 260 - 280
Skill or luck? The role of strategies and scenario analysis as a competitive differentiator for fund management firms

Authors
- Jem Tugwell
- Content type: Original Article
- Published: 19 May 2011
- Pages: 281 - 291
Performance evaluation of mutual fund investments: The impact of non-normality and time-varying volatility

Authors
- Ioannis D Vrontos
- Loukia Meligkotsidou
- Spyridon D Vrontos
- Content type: Original Article
- Published: 26 May 2011
- Pages: 292 - 307