Volume 8, issue 5, December 2007

5 articles in this issue

Editorial

Authors
- Stephen E Satchell Editor
- Content type: EditorialNotes
- Published: 30 November 2007
- Pages: 283 - 283
Another look at the information ratio

Authors
- Ludwig B Chincarini
- Daehwan Kim
- Content type: Paper
- Published: 30 November 2007
- Pages: 284 - 295
Portfolio optimisation and diversification

Authors
- David King
- Content type: Paper
- Published: 30 November 2007
- Pages: 296 - 307
Comparing Sharpe ratios: So where are the p-values?

Authors
- John Douglas (J.D.) Opdyke
- Content type: Paper
- Published: 30 November 2007
- Pages: 308 - 336
Time-varying risk and return characteristics of US and European bond markets: Implications for efficient portfolio allocation

Authors
- Philip J Young
- Thomas H Payne
- Robert R Johnson
- Content type: Paper
- Published: 30 November 2007
- Pages: 337 - 350