Volume 7, issue 6, March 2007

8 articles in this issue

Forecasting and compulsion

Authors
- Stephen E Satchell
- Content type: Editorial
- Published: 05 March 2007
- Pages: 373 - 373
Can robust portfolio optimisation help to build better portfolios?

Authors
- Bernd Scherer
- Content type: Paper
- Published: 05 March 2007
- Pages: 374 - 387
Measuring portfolio performance using a modified measure of risk

Authors
- Chris Adcock
- Content type: Paper
- Published: 05 March 2007
- Pages: 388 - 403
Sector-specific optimum asset allocation — An example for non-life insurers

Authors
- Jean-Christophe Curtillet
- Mathieu Dieudonné
- Content type: Paper
- Published: 05 March 2007
- Pages: 404 - 411
Managing market risk with conditioning information

Authors
- George Famy
- Content type: Paper
- Published: 05 March 2007
- Pages: 412 - 418
The error of tracking error

Authors
- Craig L Israelsen
- Gary F Cogswell
- Content type: Paper
- Published: 05 March 2007
- Pages: 419 - 424
Do style benchmarks differ?

Authors
- Vesa Puttonen
- Tatu Seppä
- Content type: Paper
- Published: 05 March 2007
- Pages: 425 - 428
Impact of fund, management and market characteristics on bond mutual fund performance

Authors
- Arnold L Redman
- Nell S Gullett
- Content type: Paper
- Published: 05 March 2007
- Pages: 429 - 442