Asset Management

<p>Introduction; Stephen Satchell.- 1) Performance
of UK equity unit trusts; G Quigley and R
A Sinquefield.- 2) A
demystification of the Black–Litterman model: Managing quantitative and
traditional portfolio construction; S
Satchell and A Scowcroft.- 3) Tracking error: Ex ante versus ex
post measures;&nbsp;S Hwang&nbsp;and&nbsp;S Satchell.-
4) Hedge Fund Survival Lifetimes; G N
Gregoriou.- 5) Performance clustering and incentives in the UK pension fund
industry; D Blake, B N Lehmann and A
Timmermann.- 6) Do hedge funds add value to a passive portfolio? Correcting
for non-normal returns and disappearing funds?; R Kourwenberg.- 7) The performance of value and momentum investment portfolios: Recent experience in the major European markets; R Bird and J Whitaker.- 8) Measuring investor sentiment in equity
markets; A Bandopadhyaya and A L Schnader.- 9) Incorporating estimation
errors into portfolio selection: Robust portfolio construction; S Ceria and R A Stubbs.-&nbsp;10)
Best-practice pension fund governance; G
L Clark and R Urwin.- 11) Fundamental indexation in Europe; J Hemminiki and V Puttonen.- 12)
Fundamental indexation: An active value strategy in disguise; D Blitz and L Swinkels.- 13)
Emerging markets of South-East and Central Asia: Do they still offer a
diversification benefit; C L Dunis and G Shannon.- 14) A robust optimization approach to
pension fund management; G Iyengar and A
K C Ma.</p>