Table of contents
Fund management, intellectual capital, intangibles and private disclosure
John HollandThis paper aims to explore how fund managers (FMs) deal with major problems of ignorance and uncertainty in stock selection and in asset allocation decisions.
Using analysts’ earnings forecasts for country/industry‐based asset allocation
William Forbes, Carel Huijgen, Auke PlantingaThis paper seeks to investigate the usefulness of analysts’ earnings forecast revisions in the allocation of funds to different industries and countries. In particular, it asks…
Portfolio optimisation under changing risk via time‐varying beta
Riccardo Bramante, Giampaolo GabbiThe paper is aimed at modelling time varying betas via a state space representation in order to decompose the marginal contribution to risk of downside and upside deviations of…
Optimal asset management for pension funds
Francesco Menoncin, Olivier ScailletThe purpose of this paper is to study the asset allocation problem for a pension fund which maximizes the expected present value of its wealth augmented by the prospective…
Performance evaluation considering the coskewness: A stochastic discount factor framework
David Moreno, Rosa RodríguezThe paper aims to examine the performance of Spanish mutual funds between 1999 and 2003.
ISSN:
0307-4358Online date, start – end:
1975Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Professor Don Johnson