Table of Contents

Fall 2012; Volume 21,Issue 3

B

  1. Bell, Holly A.

    1. Velocity of Information in Efficient Markets:
      A Theory of Market Value Change
      Holly A. Bell
      The Journal of Investing Fall 2012, 21 (3) 55-59; DOI: https://doi.org/10.3905/joi.2012.21.3.055

  2. Bhansali, Vineer

    1. Active Risk Parity
      Vineer Bhansali
      The Journal of Investing Fall 2012, 21 (3) 88-92; DOI: https://doi.org/10.3905/joi.2012.21.3.088
    2. The Risk in Risk Parity: A Factor-Based Analysis
      of Asset-Based Risk Parity
      Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li
      The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102

  3. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Investing Fall 2012, 21 (3) 5; DOI: https://doi.org/10.3905/joi.2012.21.3.005

C

  1. Chan-Lau, Jorge A.

    1. Frontier Markets: Punching Below Their Weight?
      A Risk Parity Perspective on Asset Allocation
      Jorge A. Chan-Lau
      The Journal of Investing Fall 2012, 21 (3) 140-149; DOI: https://doi.org/10.3905/joi.2012.21.3.140

  2. Chaves, Denis

    1. Efficient Algorithms for Computing Risk
      Parity Portfolio Weights
      Denis Chaves, Jason Hsu, Feifei Li and Omid Shakernia
      The Journal of Investing Fall 2012, 21 (3) 150-163; DOI: https://doi.org/10.3905/joi.2012.21.3.150

D

  1. Davis, Josh

    1. The Risk in Risk Parity: A Factor-Based Analysis
      of Asset-Based Risk Parity
      Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li
      The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102

E

  1. Evensky, Harold R.

    1. Modern Fool’s Gold: Alpha in Recessions
      Shaun A. Pfeiffer and Harold R. Evensky
      The Journal of Investing Fall 2012, 21 (3) 60-68; DOI: https://doi.org/10.3905/joi.2012.21.3.060

H

  1. Han, Jiho

    1. Expanded Role of Strategic Asset Allocation:
      Value Added and Implications
      S. Ramu Thiagarajan, Jiho Han and Inna Okounkova
      The Journal of Investing Fall 2012, 21 (3) 12-23; DOI: https://doi.org/10.3905/joi.2012.21.3.012

  2. Hsu, Jason

    1. The Risk in Risk Parity: A Factor-Based Analysis
      of Asset-Based Risk Parity
      Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li
      The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102
    2. Efficient Algorithms for Computing Risk
      Parity Portfolio Weights
      Denis Chaves, Jason Hsu, Feifei Li and Omid Shakernia
      The Journal of Investing Fall 2012, 21 (3) 150-163; DOI: https://doi.org/10.3905/joi.2012.21.3.150

  3. Hu, Lun

    1. Does a Generic Price Pattern Exist?
      An Alternative Approach to Technical Analysis
      Kim Man Lui and Lun Hu
      The Journal of Investing Fall 2012, 21 (3) 69-77; DOI: https://doi.org/10.3905/joi.2012.21.3.069

L

  1. Li, Feifei

    1. The Risk in Risk Parity: A Factor-Based Analysis
      of Asset-Based Risk Parity
      Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li
      The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102
    2. Efficient Algorithms for Computing Risk
      Parity Portfolio Weights
      Denis Chaves, Jason Hsu, Feifei Li and Omid Shakernia
      The Journal of Investing Fall 2012, 21 (3) 150-163; DOI: https://doi.org/10.3905/joi.2012.21.3.150

  2. Lohre, Harald

    1. Diversified Risk Parity Strategies for Equity Portfolio Selection
      Harald Lohre, Ulrich Neugebauer and Carsten Zimmer
      The Journal of Investing Fall 2012, 21 (3) 111-128; DOI: https://doi.org/10.3905/joi.2012.21.3.111

  3. Lui, Kim Man

    1. Does a Generic Price Pattern Exist?
      An Alternative Approach to Technical Analysis
      Kim Man Lui and Lun Hu
      The Journal of Investing Fall 2012, 21 (3) 69-77; DOI: https://doi.org/10.3905/joi.2012.21.3.069

N

  1. Neugebauer, Ulrich

    1. Diversified Risk Parity Strategies for Equity Portfolio Selection
      Harald Lohre, Ulrich Neugebauer and Carsten Zimmer
      The Journal of Investing Fall 2012, 21 (3) 111-128; DOI: https://doi.org/10.3905/joi.2012.21.3.111

O

  1. Okounkova, Inna

    1. Expanded Role of Strategic Asset Allocation:
      Value Added and Implications
      S. Ramu Thiagarajan, Jiho Han and Inna Okounkova
      The Journal of Investing Fall 2012, 21 (3) 12-23; DOI: https://doi.org/10.3905/joi.2012.21.3.012

P

  1. Palkar, Darshana D.

    1. Equity Price Sensitivity and Expected Inflation
      Darshana D. Palkar and Stephen E. Wilcox
      The Journal of Investing Fall 2012, 21 (3) 24-35; DOI: https://doi.org/10.3905/joi.2012.21.3.024

  2. Pfeiffer, Shaun A.

    1. Modern Fool’s Gold: Alpha in Recessions
      Shaun A. Pfeiffer and Harold R. Evensky
      The Journal of Investing Fall 2012, 21 (3) 60-68; DOI: https://doi.org/10.3905/joi.2012.21.3.060

Q

  1. Qian, Edward

    1. Pension Liabilities and Risk Parity
      Edward Qian
      The Journal of Investing Fall 2012, 21 (3) 93-101; DOI: https://doi.org/10.3905/joi.2012.21.3.093

R

  1. Rennison, Graham

    1. The Risk in Risk Parity: A Factor-Based Analysis
      of Asset-Based Risk Parity
      Vineer Bhansali, Josh Davis, Graham Rennison, Jason Hsu and Feifei Li
      The Journal of Investing Fall 2012, 21 (3) 102-110; DOI: https://doi.org/10.3905/joi.2012.21.3.102

S

  1. Sebastian, Mike

    1. Risk Parity and the Limits of Leverage
      Mike Sebastian
      The Journal of Investing Fall 2012, 21 (3) 79-87; DOI: https://doi.org/10.3905/joi.2012.21.3.079

  2. Shakernia, Omid

    1. Efficient Algorithms for Computing Risk
      Parity Portfolio Weights
      Denis Chaves, Jason Hsu, Feifei Li and Omid Shakernia
      The Journal of Investing Fall 2012, 21 (3) 150-163; DOI: https://doi.org/10.3905/joi.2012.21.3.150

  3. Sheikh, Abdullah Z.

    1. Regime Change: Implications of Macroeconomic
      Shifts on Asset Class and Portfolio Performance
      Abdullah Z. Sheikh and Jianxiong Sun
      The Journal of Investing Fall 2012, 21 (3) 36-54; DOI: https://doi.org/10.3905/joi.2012.21.3.036

  4. Steiner, Andreas

    1. Risk Parity for the Masses
      Andreas Steiner
      The Journal of Investing Fall 2012, 21 (3) 129-139; DOI: https://doi.org/10.3905/joi.2012.21.3.129

  5. Sun, Jianxiong

    1. Regime Change: Implications of Macroeconomic
      Shifts on Asset Class and Portfolio Performance
      Abdullah Z. Sheikh and Jianxiong Sun
      The Journal of Investing Fall 2012, 21 (3) 36-54; DOI: https://doi.org/10.3905/joi.2012.21.3.036

T

  1. Thiagarajan, S. Ramu

    1. Expanded Role of Strategic Asset Allocation:
      Value Added and Implications
      S. Ramu Thiagarajan, Jiho Han and Inna Okounkova
      The Journal of Investing Fall 2012, 21 (3) 12-23; DOI: https://doi.org/10.3905/joi.2012.21.3.012

W

  1. Wilcox, Stephen E.

    1. Equity Price Sensitivity and Expected Inflation
      Darshana D. Palkar and Stephen E. Wilcox
      The Journal of Investing Fall 2012, 21 (3) 24-35; DOI: https://doi.org/10.3905/joi.2012.21.3.024

Z

  1. Zimmer, Carsten

    1. Diversified Risk Parity Strategies for Equity Portfolio Selection
      Harald Lohre, Ulrich Neugebauer and Carsten Zimmer
      The Journal of Investing Fall 2012, 21 (3) 111-128; DOI: https://doi.org/10.3905/joi.2012.21.3.111
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The Journal of Investing: 21 (3)
The Journal of Investing
Vol. 21, Issue 3
Fall 2012
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