Volume 3, issue 3, December 2002

9 articles in this issue

Editorial — The use and abuse of risk management

Authors
- J MacQueen
- Content type: Editorial
- Published: 01 December 2002
- Pages: 200 - 201
Asset allocation versus security selection: Evidence from global markets

Authors
- M Kritzman
- S Page
- Content type: Paper
- Published: 01 December 2002
- Pages: 202 - 212
Non-parametric forecasting for conditional asset allocation

Authors
- S Beckers
- B Blair
- Content type: Paper
- Published: 01 December 2002
- Pages: 213 - 228
Does European high yield lead or lag? Turning lead into gold …

Authors
- M C Garman
- Content type: Paper
- Published: 01 December 2002
- Pages: 229 - 236
Hedge fund survival lifetimes

Authors
- G N Gregoriou
- Content type: Paper
- Published: 01 December 2002
- Pages: 237 - 252
International stock market linkages: A factor analysis approach

Authors
- M Illueca
- J A Lafuente
- Content type: Paper
- Published: 01 December 2002
- Pages: 253 - 265
The impact of technological alliances on the information set: Evidence from the Spanish stock exchange

Authors
- C Bayona
- P Corredor
- R Santamaría
- Content type: Paper
- Published: 01 December 2002
- Pages: 266 - 278
Are asset managers properly using tracking error estimates?

Authors
- R Zenti
- M Pallotta
- Content type: Paper
- Published: 01 December 2002
- Pages: 279 - 289
Portfolio Construction and Risk Budgeting

Authors
- Stephen E Satchell
- Content type: Book Review
- Published: 01 December 2002
- Pages: 290 - 291