文档介绍：mf cover (i).qxd 13/03/2006 15:47 Page 1
ISSN 0307-4358
Volume 32 Number 4 2006
Managerial Finance
Quantitative methods applied to
asset management
Guest Editor: Giampaolo Gabbi
Managerial Finance ISSN 0307-4358
Volume 32
Number 4
2006
Quantitative methods applied to
asset management
Guest Editor
Giampaolo Gabbi
Access this journal online _________________________ 275
CONTENTS
Editorial advisory board___________________________ 276
Fund management, intellectual capital, intangibles
and private disclosure
John Holland __________________________________________________ 277
Using analysts’ earnings forecasts for country/
industry-based asset allocation
William Forbes, Carel Huijgen and Auke Plantinga ___________________ 317
Portfolio optimisation under changing risk via
time-varying beta
ardo Bramante and Giampaolo Gabbi___________________________ 337
Optimal asset management for pension funds
Francesco Menoncin and Olivier Scaillet ____________________________ 347
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Performance evaluation considering the coskewness:
CONTENTS a stochastic discount factor framework
continued David Moreno and Rosa Rodrı´guez ________________________________ 375
Call for papers ___________________________________ 393
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