Volume 5, issue 6, April 2005

8 articles in this issue

Editorial

Authors
- Stephen E Satchell
- Content type: Editorial
- Published: 01 April 2005
- Pages: 364 - 364
The case for market inefficiency: Investment style and market pricing

Authors (first, second and last of 4)
- Ron Bird
- Xue-Zhong (Tony) He
- Paul Woolley
- Content type: Paper
- Published: 01 April 2005
- Pages: 365 - 388
Why economic models fail: Examples in asset management and in risk management

Authors
- Freddy Van den Spiegel
- Content type: Paper
- Published: 01 April 2005
- Pages: 389 - 396
Style portfolio performance: Empirical evidence from the Spanish equity funds

Authors
- Luis Ferruz
- Luis Vicente
- Content type: Paper
- Published: 01 April 2005
- Pages: 397 - 409
Actively managing tracking error

Authors
- Curt Burmeister
- Helmut Mausser
- Rafael Mendoza
- Content type: Paper
- Published: 01 April 2005
- Pages: 410 - 422
A refinement to the Sharpe ratio and information ratio

Authors
- Craig Israelsen
- Content type: Paper
- Published: 01 April 2005
- Pages: 423 - 427
A note on portfolio performance attribution: Taking risk into account

Authors
- Philippe Bertrand
- Content type: Paper
- Published: 01 April 2005
- Pages: 428 - 437
Asset and Liability Management Tools: A Handbook for Best Practice

Authors
- Sally Bridgeland
- Content type: Book Review
- Published: 01 April 2005
- Pages: 438 - 439