Palgrave Macmillan and the editorial team have selected this set of papers from the archive of the journal to give a representative sample of the best of our content.

These papers, listed in chronological order, are available free to read and download.

A demystification of the Black-Littleman model: Managing Quantitative and Traditional Portfolio Construction
Authors: S Satchell and A. Scowcroft


Cross-country and intertemporal indexes of risk aversion
Authors: M Kritzman, K Lowry, A-S Van Royen


Asset allocation vs security selection: Evidence from global markets
Author: M Kritzman, S Page


An alternative route to performance hypothesis testing
Author: Bernd Scherer


Countries versus industries in Europe: A normative portfolio approach
Authors: Javier Estrada, Mark Kritzman, Simon Myrgren, Sebastien Page


Mean variance versus full-scale optimisation: In and out of sample
Authors: Timothy Adler, Mark Kritzman


Can robust portfolio optimisation help to build better portfolios?
Authors: Bernd Scherer


Optimal asset allocation for sovereign wealth funds
Authors: Andreas Gintschel and Bernd Scherer


An examination of alternative portfolio rebalancing strategies applied to sector funds
Authors: Stanley G Eakins, Stanley Stansell


Alpha budgeting; Cross-sectional dispersion decomposed
Authors: Wallace Yu, Yazid M Sharaiha