Volume 16, issue 7, December 2015

5 articles in this issue

Tactical asset allocation for US pension investors: How tactical should the plan be?

Authors (first, second and last of 5)
- David Louton
- Joseph McCarthy
- Ognjen Sosa
- Content type: Invited Editorial
- Open Access
- Published: 03 September 2015
- Pages: 427 - 436
Are the log-returns of Italian open-end mutual funds normally distributed? A risk assessment perspective

Authors
- Michele Leonardo Bianchi
- Content type: Original Article
- Published: 24 September 2015
- Pages: 437 - 449
Measuring the level and risk of corporate responsibility – An empirical comparison of different ESG rating approaches

Authors
- Gregor Dorfleitner
- Gerhard Halbritter
- Mai Nguyen
- Content type: Original Article
- Published: 17 September 2015
- Pages: 450 - 466
Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

Authors (first, second and last of 4)
- Jose Arreola Hernandez
- Mazin A M Al Janabi
- Duc Khuong Nguyen
- Content type: Original Article
- Published: 18 November 2015
- Pages: 467 - 483
Short-selling ban and cross-sectoral contagion: Evidence from the UK

Authors
- Azhar Mohamad
- Aziz Jaafar
- John Goddard
- Content type: Original Article
- Published: 29 October 2015
- Pages: 484 - 501