Volume 13, issue 1, February 2012

6 articles in this issue

New methods of estimating volatility and returns

Authors
- Moawia Alghalith
- Content type: Invited Editorial
- Published: 06 October 2011
- Pages: 1 - 4
Active risk sensitivity to views using the Black–Litterman model

Authors
- Maria Debora Braga
- Francesco Paolo Natale
- Content type: Original Article
- Published: 21 July 2011
- Pages: 5 - 21
Industry effects and volatility transmission in portfolio diversification

Authors
- Vivek Bhargava
- Akash Dania
- Davinder Kumar Malhotra
- Content type: Original Article
- Published: 19 May 2011
- Pages: 22 - 33
Approximating the numéraire portfolio by naive diversification

Authors
- Eckhard Platen
- Renata Rendek
- Content type: Original Article
- Published: 22 December 2011
- Pages: 34 - 50
Portfolio optimization under transfer coefficient constraint

Authors
- Rei Yamamoto
- Takuya Ishibashi
- Hiroshi Konno
- Content type: Original Article
- Published: 28 April 2011
- Pages: 51 - 57
Review of the performance and robustness of several investment strategies applied to an international equity portfolio

Authors
- Tristan Nguyen
- Gerhard Wörtche
- Content type: Original Article
- Published: 19 May 2011
- Pages: 58 - 75