The Journal of Investing: 20 (1)

The Journal of Investing

Spring 2011; Volume 20,Issue 1

Open Access
Editor’s Letter
Brian R. Bruce

The Journal of Investing Spring 2011, 20 (1) 4-5; DOI: https://doi.org/10.3905/joi.2011.20.1.004
You have access
Capturing Alpha in the Alpha Capture System: Do Trade
Ideas Generate Alpha?
Jean W. Thomas

The Journal of Investing Spring 2011, 20 (1) 11-18; DOI: https://doi.org/10.3905/joi.2011.20.1.011
You have access
Top Performing Banks: Size Effect and Economic Cycles
Greg Filbeck, Dianna Preece and Xin Zhao

The Journal of Investing Spring 2011, 20 (1) 19-32; DOI: https://doi.org/10.3905/joi.2011.20.1.019
You have access
Gaming the System: The Impact of Morningstar Category Changes on Peer Rankings
David M. Blanchett

The Journal of Investing Spring 2011, 20 (1) 33-42; DOI: https://doi.org/10.3905/joi.2011.20.1.033
You have access
Dual-Class Shares and Active Investment Strategies
Christopher J. Marquette and Thomas G.E. Williams

The Journal of Investing Spring 2011, 20 (1) 43-51; DOI: https://doi.org/10.3905/joi.2011.20.1.043
You have access
Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure
Sjur Hordvik Sandvik, Stein Frydenberg, Sjur Westgaard and Rolv Kristian Heitmann

The Journal of Investing Spring 2011, 20 (1) 52-77; DOI: https://doi.org/10.3905/joi.2011.20.1.052
You have access
Risk Parity: Rewards, Risks, and Research Opportunities
S. Ramu Thiagarajan and Barry Schachter

The Journal of Investing Spring 2011, 20 (1) 79-89; DOI: https://doi.org/10.3905/joi.2011.20.1.079
You have access
The Dangers of Risk Parity
Ben Inker

The Journal of Investing Spring 2011, 20 (1) 90-98; DOI: https://doi.org/10.3905/joi.2011.20.1.090
You have access
Constructing Risk Parity Portfolios: Rebalance, Leverage,
or Both?
Oleg Ruban and Dimitris Melas

The Journal of Investing Spring 2011, 20 (1) 99-107; DOI: https://doi.org/10.3905/joi.2011.20.1.099
You have access
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios
Denis Chaves, Jason Hsu, Feifei Li and Omid Shakernia

The Journal of Investing Spring 2011, 20 (1) 108-118; DOI: https://doi.org/10.3905/joi.2011.20.1.108
You have access
Risk Parity and Diversification
Edward Qian

The Journal of Investing Spring 2011, 20 (1) 119-127; DOI: https://doi.org/10.3905/joi.2011.20.1.119
You have access
Balancing Asset Growth and Liability Hedging through
Risk Parity
Edgar E. Peters

The Journal of Investing Spring 2011, 20 (1) 128-136; DOI: https://doi.org/10.3905/joi.2011.20.1.128
You have access
Beyond Risk Parity
Vineer Bhansali

The Journal of Investing Spring 2011, 20 (1) 137-147; DOI: https://doi.org/10.3905/joi.2011.20.1.137

Main menu

User menu

Search

The Journal of Investing

Table of Contents

Explore our content to discover more relevant research

In this issue

MORE FROM PMR

INFORMATION FOR

GET INVOLVED

Main menu

User menu

Search

Table of Contents

Explore our content to discover more relevant research

In this issue

Stay Connected