Index by author
Spring 2012; Volume 21,Issue 1
B
Bruce, Brian B.
- Open AccessEditor’s LetterBrian B. BruceThe Journal of Investing Spring 2012, 21 (1) 1-2; DOI: https://doi.org/10.3905/joi.2012.21.1.001
C
Clark, Andrew
- You have accessUsing MOEAs to Outperform Stock Benchmarks in the Presence of Typical Investment ConstraintsAndrew Clark and Jeff KenyonThe Journal of Investing Spring 2012, 21 (1) 60-67; DOI: https://doi.org/10.3905/joi.2012.21.1.060
E
Elmarie, van der Merwe
- You have accessConstrained Optimization for Portfolio ConstructionLaurence Wormald and van der Merwe ElmarieThe Journal of Investing Spring 2012, 21 (1) 44-59; DOI: https://doi.org/10.3905/joi.2012.21.1.044
G
Guerard, John B.
- You have accessFurther Analysis of Efficient Portfolios with the USER DataJohn B. Guerard, Eli Krauklis and Manish KumarThe Journal of Investing Spring 2012, 21 (1) 81-88; DOI: https://doi.org/10.3905/joi.2012.21.1.081
- You have accessInvesting with Momentum: The Past, Present, and FutureJohn B. Guerard, Ganlin Xu and Mustafa GültekinThe Journal of Investing Spring 2012, 21 (1) 68-80; DOI: https://doi.org/10.3905/joi.2012.21.1.068
Gültekin, Mustafa
- You have accessInvesting with Momentum: The Past, Present, and FutureJohn B. Guerard, Ganlin Xu and Mustafa GültekinThe Journal of Investing Spring 2012, 21 (1) 68-80; DOI: https://doi.org/10.3905/joi.2012.21.1.068
K
Kaya, Hakan
- You have accessRisk Budgeting with Asset Class and Risk Class ApproachesHakan Kaya, Wai Lee and Yi WanThe Journal of Investing Spring 2012, 21 (1) 109-115; DOI: https://doi.org/10.3905/joi.2012.21.1.109
Kenyon, Jeff
- You have accessUsing MOEAs to Outperform Stock Benchmarks in the Presence of Typical Investment ConstraintsAndrew Clark and Jeff KenyonThe Journal of Investing Spring 2012, 21 (1) 60-67; DOI: https://doi.org/10.3905/joi.2012.21.1.060
Krauklis, Eli
- You have accessFurther Analysis of Efficient Portfolios with the USER DataJohn B. Guerard, Eli Krauklis and Manish KumarThe Journal of Investing Spring 2012, 21 (1) 81-88; DOI: https://doi.org/10.3905/joi.2012.21.1.081
Kumar, Manish
- You have accessFurther Analysis of Efficient Portfolios with the USER DataJohn B. Guerard, Eli Krauklis and Manish KumarThe Journal of Investing Spring 2012, 21 (1) 81-88; DOI: https://doi.org/10.3905/joi.2012.21.1.081
L
Lee, Wai
- You have accessRisk Budgeting with Asset Class and Risk Class ApproachesHakan Kaya, Wai Lee and Yi WanThe Journal of Investing Spring 2012, 21 (1) 109-115; DOI: https://doi.org/10.3905/joi.2012.21.1.109
M
Markowitz, Harry M.
- You have accessTopics in Applied Investment Management: From a Bayesian ViewpointHarry M. MarkowitzThe Journal of Investing Spring 2012, 21 (1) 7-13; DOI: https://doi.org/10.3905/joi.2012.21.1.007
R
Rachev, Svetlozar
- You have accessMean-ETL Portfolio Selection under Maximum Weight and Turnover Constraints Based on Fundamental Security FactorsNaoshi Tsuchida, Xiaoping Zhou and Svetlozar RachevThe Journal of Investing Spring 2012, 21 (1) 14-24; DOI: https://doi.org/10.3905/joi.2012.21.1.014
S
Saxena, Anureet
- You have accessAn Empirical Case Study of Factor Alignment Problems Using the USER ModelAnureet Saxena and Robert A. StubbsThe Journal of Investing Spring 2012, 21 (1) 25-43; DOI: https://doi.org/10.3905/joi.2012.21.1.025
Stubbs, Robert A.
- You have accessAn Empirical Case Study of Factor Alignment Problems Using the USER ModelAnureet Saxena and Robert A. StubbsThe Journal of Investing Spring 2012, 21 (1) 25-43; DOI: https://doi.org/10.3905/joi.2012.21.1.025
Sun, Libo
- You have accessIndustry Herding and MomentumZhipeng Yan, Yan Zhao and Libo SunThe Journal of Investing Spring 2012, 21 (1) 89-96; DOI: https://doi.org/10.3905/joi.2012.21.1.089
T
Tower, Edward
- You have accessTobin’s q versus CAPE versus CAPER: Predicting Stock Market Returns Using Fundamentals and MomentumEdward TowerThe Journal of Investing Spring 2012, 21 (1) 97-108; DOI: https://doi.org/10.3905/joi.2012.21.1.097
Tsuchida, Naoshi
- You have accessMean-ETL Portfolio Selection under Maximum Weight and Turnover Constraints Based on Fundamental Security FactorsNaoshi Tsuchida, Xiaoping Zhou and Svetlozar RachevThe Journal of Investing Spring 2012, 21 (1) 14-24; DOI: https://doi.org/10.3905/joi.2012.21.1.014
W
Wan, Yi
- You have accessRisk Budgeting with Asset Class and Risk Class ApproachesHakan Kaya, Wai Lee and Yi WanThe Journal of Investing Spring 2012, 21 (1) 109-115; DOI: https://doi.org/10.3905/joi.2012.21.1.109
Wormald, Laurence
- You have accessConstrained Optimization for Portfolio ConstructionLaurence Wormald and van der Merwe ElmarieThe Journal of Investing Spring 2012, 21 (1) 44-59; DOI: https://doi.org/10.3905/joi.2012.21.1.044
X
Xu, Ganlin
- You have accessInvesting with Momentum: The Past, Present, and FutureJohn B. Guerard, Ganlin Xu and Mustafa GültekinThe Journal of Investing Spring 2012, 21 (1) 68-80; DOI: https://doi.org/10.3905/joi.2012.21.1.068
Y
Yan, Zhipeng
- You have accessIndustry Herding and MomentumZhipeng Yan, Yan Zhao and Libo SunThe Journal of Investing Spring 2012, 21 (1) 89-96; DOI: https://doi.org/10.3905/joi.2012.21.1.089
Z
Zhao, Yan
- You have accessIndustry Herding and MomentumZhipeng Yan, Yan Zhao and Libo SunThe Journal of Investing Spring 2012, 21 (1) 89-96; DOI: https://doi.org/10.3905/joi.2012.21.1.089
Zhou, Xiaoping
- You have accessMean-ETL Portfolio Selection under Maximum Weight and Turnover Constraints Based on Fundamental Security FactorsNaoshi Tsuchida, Xiaoping Zhou and Svetlozar RachevThe Journal of Investing Spring 2012, 21 (1) 14-24; DOI: https://doi.org/10.3905/joi.2012.21.1.014