Journal of Asset Management

1. A demystification of the Black-Littleman model: Managing Quantitative and Traditional Portfolio Construction, download here
2. Cross-country and intertemporal indexes of risk aversion, download here
3. Asset allocation vs security selection: Evidence from global markets, download here
4. An alternative route to performance hypothesis testing, download here
5. Countries versus industries in Europe: A normative portfolio approach, download here
6. Mean variance versus full-scale optimisation: In and out of sample, download here