Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian B. Bruce

  The Journal of Investing Spring 2012, 21 (1) 1-2; DOI: https://doi.org/10.3905/joi.2012.21.1.001
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  Topics in Applied Investment Management: From a Bayesian Viewpoint

  Harry M. Markowitz

  The Journal of Investing Spring 2012, 21 (1) 7-13; DOI: https://doi.org/10.3905/joi.2012.21.1.007
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  Mean-ETL Portfolio Selection under Maximum Weight and Turnover Constraints Based on Fundamental Security Factors

  Naoshi Tsuchida, Xiaoping Zhou and Svetlozar Rachev

  The Journal of Investing Spring 2012, 21 (1) 14-24; DOI: https://doi.org/10.3905/joi.2012.21.1.014
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  An Empirical Case Study of Factor Alignment Problems Using the USER Model

  Anureet Saxena and Robert A. Stubbs

  The Journal of Investing Spring 2012, 21 (1) 25-43; DOI: https://doi.org/10.3905/joi.2012.21.1.025
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  Constrained Optimization for Portfolio Construction

  Laurence Wormald and van der Merwe Elmarie

  The Journal of Investing Spring 2012, 21 (1) 44-59; DOI: https://doi.org/10.3905/joi.2012.21.1.044
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  Using MOEAs to Outperform Stock Benchmarks in the
  Presence of Typical Investment Constraints

  Andrew Clark and Jeff Kenyon

  The Journal of Investing Spring 2012, 21 (1) 60-67; DOI: https://doi.org/10.3905/joi.2012.21.1.060
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  Investing with Momentum: The Past, Present, and Future

  John B. Guerard, Ganlin Xu and Mustafa Gültekin

  The Journal of Investing Spring 2012, 21 (1) 68-80; DOI: https://doi.org/10.3905/joi.2012.21.1.068
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  Further Analysis of Efficient Portfolios with the USER Data

  John B. Guerard, Eli Krauklis and Manish Kumar

  The Journal of Investing Spring 2012, 21 (1) 81-88; DOI: https://doi.org/10.3905/joi.2012.21.1.081
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  Industry Herding and Momentum

  Zhipeng Yan, Yan Zhao and Libo Sun

  The Journal of Investing Spring 2012, 21 (1) 89-96; DOI: https://doi.org/10.3905/joi.2012.21.1.089
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  Tobin’s q versus CAPE versus CAPER: Predicting Stock Market Returns Using Fundamentals and Momentum

  Edward Tower

  The Journal of Investing Spring 2012, 21 (1) 97-108; DOI: https://doi.org/10.3905/joi.2012.21.1.097
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  Risk Budgeting with Asset Class and Risk Class Approaches

  Hakan Kaya, Wai Lee and Yi Wan

  The Journal of Investing Spring 2012, 21 (1) 109-115; DOI: https://doi.org/10.3905/joi.2012.21.1.109