The Journal of Investing: 21 (1)

The Journal of Investing

Spring 2012; Volume 21,Issue 1

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

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