Skip to main content

Main menu

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

User menu

  • Sample our Content
  • Request a Demo
  • Log in

Search

  • ADVANCED SEARCH: Discover more content by journal, author or time frame
The Journal of Investing
  • IPR Logo
  • About Us
  • Journals
  • Publish
  • Advertise
  • Videos
  • Webinars
  • More
    • Awards
    • Article Licensing
    • Academic Use
  • Sample our Content
  • Request a Demo
  • Log in
The Journal of Investing

The Journal of Investing

ADVANCED SEARCH: Discover more content by journal, author or time frame

  • Home
  • Current Issue
  • Past Issues
  • Videos
  • Submit an article
  • More
    • About JOI
    • Editorial Board
    • Published Ahead of Print (PAP)
  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

Table of Contents

Spring 2007; Volume 16,Issue 1

Editorial

  • Open Access
    Editor's Letter
    Brian R Bruce
    The Journal of Investing Spring 2007, 16 (1) 7; DOI: https://doi.org/10.3905/joi.2007.681828

Primary Article

  • You have access
    Potential Benefits of Investing with Emerging Managers
    Ted Krum
    The Journal of Investing Spring 2007, 16 (1) 8-14; DOI: https://doi.org/10.3905/joi.2007.681819
  • You have access
    Stupid Data Miner Tricks
    David J. Leinweber
    The Journal of Investing Spring 2007, 16 (1) 15-22; DOI: https://doi.org/10.3905/joi.2007.681820
  • You have access
    Capitalizing on Equity Analyst Factors During Different Volatility Regime Periods
    Andrea S. Au
    The Journal of Investing Spring 2007, 16 (1) 23-35; DOI: https://doi.org/10.3905/joi.2007.681821
  • You have access
    A Flexible Theory of Price Momentum
    John S. Brush
    The Journal of Investing Spring 2007, 16 (1) 36-42; DOI: https://doi.org/10.3905/joi.2007.681822
  • You have access
    Does Relaxing the Long-Only Constraint Increase the Downside Risk of Portfolio Alphas?
    Peter Xu
    The Journal of Investing Spring 2007, 16 (1) 43-50; DOI: https://doi.org/10.3905/joi.2007.681823
  • You have access
    International Diversification
    Kevin C.H. Chiang and Christian Leonhard
    The Journal of Investing Spring 2007, 16 (1) 51-68; DOI: https://doi.org/10.3905/joi.2007.681824
  • You have access
    Extreme Returns From Extreme Value Stocks
    Keith Anderson and Chris Brooks
    The Journal of Investing Spring 2007, 16 (1) 69-81; DOI: https://doi.org/10.3905/joi.2007.681825
  • You have access
    Measuring and Controlling Shortfall Risk in Retirement
    Gary Smith and Donald P. Gould
    The Journal of Investing Spring 2007, 16 (1) 82-95; DOI: https://doi.org/10.3905/joi.2007.681826
  • You have access
    Socially Responsible Investments
    Eric C Girard, Hamid Rahman and Brett A Stone
    The Journal of Investing Spring 2007, 16 (1) 96-110; DOI: https://doi.org/10.3905/joi.2007.681827
Back to top
PreviousNext

Explore our content to discover more relevant research

  • By topic
  • Across journals
  • From the experts
  • Monthly highlights
  • Special collections

In this issue

The Journal of Investing
Vol. 16, Issue 1
Spring 2007
  • Table of Contents
  • Index by author
Sign up for alerts
LONDON
One London Wall, London, EC2Y 5EA
United Kingdom
+44 207 139 1600
 
NEW YORK
41 Madison Avenue, New York, NY 10010
USA
+1 646 931 9045
pm-research@pageantmedia.com
 

Stay Connected

  • Follow IIJ on LinkedIn
  • Follow IIJ on Twitter

MORE FROM PMR

  • Home
  • Awards
  • Investment Guides
  • Videos
  • About PMR

INFORMATION FOR

  • Academics
  • Agents
  • Authors
  • Content Usage Terms

GET INVOLVED

  • Advertise
  • Publish
  • Article Licensing
  • Contact Us
  • Subscribe Now
  • Log In
  • Update your profile
  • Give us your feedback

© 2021 Pageant Media Ltd | All Rights Reserved | ISSN: 1068-0896 | E-ISSN: 2168-8613

  • Site Map
  • Terms & Conditions
  • Cookies
  • Privacy Policy