Articles

• How Risky are Low-Risk Hedge Funds?
• Hedge Funds Managerial Skill Revisited: A Quantile Regression Approach
• Multi-Asset Seasonality and Trend-Following Strategies
• New Insight on the Performance of Equity Long/short Investment Styles

• Editorial

Articles

• Scrutinizing Portfolio Strategies And Asset Pricing Models: The French Case
• Why Do Banks Hold Cash?
• Pricing of Internet Companies: Financial and Non-financial Value Drivers

Focus On

• Long Term Savings Performances: The 40 Year Track Record of Afer Funds

• Long-term Portfolio Allocation Based on Long-term Macro Forecasts
• Projecting Pension Outcomes at Retirement – Towards an Industry Reporting Standard
• Economic-financial Literacy and (Sustainable) Pension Reforms:
• Cyclicality and Term Structure of Value-at-Risk within a Threshold Autoregression Setup

Articles

• Editor’s letter
• HFT and Market Quality
• On the Financial Performance of Socially Responsible Investments
• Pension Reform in The Netherlands: Attractive Options for other Countries?
• French Pensions Framework in an International Perspective
• Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice
• Asset Class Liquidity Risk