Introduction

Abstract

This book presents 14 papers that have appeared in the Journal of Asset Management since its inception and have been frequently cited. I have ordered them by date of publication. Many of the papers are highly topical and any aspiring quant would benefit greatly from reading them. Whilst the book has not been compiled on a thematic basis, various themes emerge naturally; there are useful contributions to such areas as pension fund asset management, optimisation, risk management, smart beta, and Exchange Traded Funds (ETFs); to name a subset of possible themes.