Table of Contents

Fall 2013; Volume 22,Issue 3

A

  1. Alonso, Nicholas

    1. Risk Parity Equity Strategy with Flexible Risk Targets
      Nicholas Alonso and Edward Qian
      The Journal of Investing Fall 2013, 22 (3) 99-106; DOI: https://doi.org/10.3905/joi.2013.22.3.099

B

  1. Bannister, Barry B.

    1. Revisiting “In Search of Excellence: A Portfolio Management Perspective”
      Barry B. Bannister and Jesse B. Cantor
      The Journal of Investing Fall 2013, 22 (3) 21-27; DOI: https://doi.org/10.3905/joi.2013.22.3.021

  2. Bruce, Brian R.

    1. Open Access
      Editor’s Letter
      Brian R. Bruce
      The Journal of Investing Fall 2013, 22 (3) 1; DOI: https://doi.org/10.3905/joi.2013.22.3.001

C

  1. Cantor, Jesse B.

    1. Revisiting “In Search of Excellence: A Portfolio Management Perspective”
      Barry B. Bannister and Jesse B. Cantor
      The Journal of Investing Fall 2013, 22 (3) 21-27; DOI: https://doi.org/10.3905/joi.2013.22.3.021

F

  1. Filbeck, Greg

    1. Performance of the Contrarian Strategy after Extreme Market Movements
      Greg Filbeck, Mingsheng Li and Xin Zhao
      The Journal of Investing Fall 2013, 22 (3) 53-65; DOI: https://doi.org/10.3905/joi.2013.22.3.053

  2. Frydenberg, Stein

    1. Hedge Funds—Risk Exposure in Different Quantiles
      and Market Sentiments
      Stein Frydenberg, Oddvar Hallset Reiakvam, Stian Borgen Thyness and Sjur Westgaard
      The Journal of Investing Fall 2013, 22 (3) 107-134; DOI: https://doi.org/10.3905/joi.2013.22.3.107

G

  1. Goldsticker, Ralph

    1. The Limits of Expanding Breadth: The Trade-Offs between Diversification and Forecasting Ability
      Ralph Goldsticker
      The Journal of Investing Fall 2013, 22 (3) 28-38; DOI: https://doi.org/10.3905/joi.2013.22.3.028

H

  1. Hollander, Imke

    1. On the Commonality of Characteristics of Managed Volatility Portfolios
      Bastiaan Pluijmers, Imke Hollander, Ramon Tol and Dimitris Melas
      The Journal of Investing Fall 2013, 22 (3) 86-98; DOI: https://doi.org/10.3905/joi.2013.22.3.086

K

  1. Knutzen, Erik

    1. Pursuing the Low Volatility Equity Anomaly: Strategic
      Allocation or Active Decision?
      Erik Knutzen
      The Journal of Investing Fall 2013, 22 (3) 75-85; DOI: https://doi.org/10.3905/joi.2013.22.3.075

L

  1. Ladekarl, Jeppe

    1. Emerging Market Currency: The Common Risk Factor in Emerging Markets
      Jeppe Ladekarl and Edgar E. Peters
      The Journal of Investing Fall 2013, 22 (3) 135-143; DOI: https://doi.org/10.3905/joi.2013.22.3.135

  2. Lai Kuen, Anson Wong

    1. Impacts of Institutions on Venture Capital Investment Activities: Evidence from China, India, Japan, and Hong Kong
      Anson Wong Lai Kuen
      The Journal of Investing Fall 2013, 22 (3) 39-52; DOI: https://doi.org/10.3905/joi.2013.22.3.039

  3. Li, Mingsheng

    1. Performance of the Contrarian Strategy after Extreme Market Movements
      Greg Filbeck, Mingsheng Li and Xin Zhao
      The Journal of Investing Fall 2013, 22 (3) 53-65; DOI: https://doi.org/10.3905/joi.2013.22.3.053

M

  1. Melas, Dimitris

    1. On the Commonality of Characteristics of Managed Volatility Portfolios
      Bastiaan Pluijmers, Imke Hollander, Ramon Tol and Dimitris Melas
      The Journal of Investing Fall 2013, 22 (3) 86-98; DOI: https://doi.org/10.3905/joi.2013.22.3.086

  2. Mozes, Haim A.

    1. Decomposing Hedge Fund Returns: What Hedge Funds
      Got Right for the Past 20 Years
      Haim A. Mozes
      The Journal of Investing Fall 2013, 22 (3) 9-20; DOI: https://doi.org/10.3905/joi.2013.22.3.009

P

  1. Peters, Edgar E.

    1. Emerging Market Currency: The Common Risk Factor in Emerging Markets
      Jeppe Ladekarl and Edgar E. Peters
      The Journal of Investing Fall 2013, 22 (3) 135-143; DOI: https://doi.org/10.3905/joi.2013.22.3.135

  2. Pluijmers, Bastiaan

    1. On the Commonality of Characteristics of Managed Volatility Portfolios
      Bastiaan Pluijmers, Imke Hollander, Ramon Tol and Dimitris Melas
      The Journal of Investing Fall 2013, 22 (3) 86-98; DOI: https://doi.org/10.3905/joi.2013.22.3.086

Q

  1. Qian, Edward

    1. Risk Parity Equity Strategy with Flexible Risk Targets
      Nicholas Alonso and Edward Qian
      The Journal of Investing Fall 2013, 22 (3) 99-106; DOI: https://doi.org/10.3905/joi.2013.22.3.099

R

  1. Reiakvam, Oddvar Hallset

    1. Hedge Funds—Risk Exposure in Different Quantiles
      and Market Sentiments
      Stein Frydenberg, Oddvar Hallset Reiakvam, Stian Borgen Thyness and Sjur Westgaard
      The Journal of Investing Fall 2013, 22 (3) 107-134; DOI: https://doi.org/10.3905/joi.2013.22.3.107

S

  1. Schaub, Mark

    1. Diversification Benefits of Investing in NYSE-Listed Developed Market ADRs: Evidence from 1990 through 2009
      Mark Schaub
      The Journal of Investing Fall 2013, 22 (3) 66-73; DOI: https://doi.org/10.3905/joi.2013.22.3.066

T

  1. Thyness, Stian Borgen

    1. Hedge Funds—Risk Exposure in Different Quantiles
      and Market Sentiments
      Stein Frydenberg, Oddvar Hallset Reiakvam, Stian Borgen Thyness and Sjur Westgaard
      The Journal of Investing Fall 2013, 22 (3) 107-134; DOI: https://doi.org/10.3905/joi.2013.22.3.107

  2. Tol, Ramon

    1. On the Commonality of Characteristics of Managed Volatility Portfolios
      Bastiaan Pluijmers, Imke Hollander, Ramon Tol and Dimitris Melas
      The Journal of Investing Fall 2013, 22 (3) 86-98; DOI: https://doi.org/10.3905/joi.2013.22.3.086

W

  1. Westgaard, Sjur

    1. Hedge Funds—Risk Exposure in Different Quantiles
      and Market Sentiments
      Stein Frydenberg, Oddvar Hallset Reiakvam, Stian Borgen Thyness and Sjur Westgaard
      The Journal of Investing Fall 2013, 22 (3) 107-134; DOI: https://doi.org/10.3905/joi.2013.22.3.107

Z

  1. Zhao, Xin

    1. Performance of the Contrarian Strategy after Extreme Market Movements
      Greg Filbeck, Mingsheng Li and Xin Zhao
      The Journal of Investing Fall 2013, 22 (3) 53-65; DOI: https://doi.org/10.3905/joi.2013.22.3.053
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The Journal of Investing: 22 (3)
The Journal of Investing
Vol. 22, Issue 3
Fall 2013
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