Table of Contents

Spring 2012; Volume 21,Issue 1

B

  1. Bruce, Brian B.

    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

C

  1. Clark, Andrew

    1. 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

E

  1. Elmarie, van der Merwe

    1. 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

G

  1. Guerard, John B.

    1. 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
    2. 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

  2. Gültekin, Mustafa

    1. 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

K

  1. Kaya, Hakan

    1. 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

  2. Kenyon, Jeff

    1. 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

  3. Krauklis, Eli

    1. 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

  4. Kumar, Manish

    1. 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

L

  1. Lee, Wai

    1. 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

M

  1. Markowitz, Harry M.

    1. 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

R

  1. Rachev, Svetlozar

    1. 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

S

  1. Saxena, Anureet

    1. 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

  2. Stubbs, Robert A.

    1. 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

  3. Sun, Libo

    1. 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

T

  1. Tower, Edward

    1. 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

  2. Tsuchida, Naoshi

    1. 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

W

  1. Wan, Yi

    1. 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

  2. Wormald, Laurence

    1. 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

X

  1. Xu, Ganlin

    1. 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

Y

  1. Yan, Zhipeng

    1. 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

Z

  1. Zhao, Yan

    1. 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

  2. Zhou, Xiaoping

    1. 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
Back to top

Explore our content to discover more relevant research

In this issue

The Journal of Investing: 21 (1)
The Journal of Investing
Vol. 21, Issue 1
Spring 2012
Sign up for alerts