Table of Contents

Article

• Open Access

  Editor’s Letter

  Brian Bruce

  The Journal of Investing Winter 2014, 23 (4) 1; DOI: https://doi.org/10.3905/joi.2014.23.4.001
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  Why Is There Debate About Whether Economics Applies to Pensions?

  John R. Minahan

  The Journal of Investing Winter 2014, 23 (4) 7-14; DOI: https://doi.org/10.3905/joi.2014.23.4.007
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  Understanding Style Premia

  Ronen Israel and Thomas Maloney

  The Journal of Investing Winter 2014, 23 (4) 15-22; DOI: https://doi.org/10.3905/joi.2014.23.4.015
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  Examining Fundamental Quality on the Frontier of Equity Investing

  Benjamin Griffith

  The Journal of Investing Winter 2014, 23 (4) 23-36; DOI: https://doi.org/10.3905/joi.2014.23.4.023
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  Lifestyle or Lifecycle Funds: Are They the Answer to Retirement Wealth Creation?

  John Okunev

  The Journal of Investing Winter 2014, 23 (4) 37-46; DOI: https://doi.org/10.3905/joi.2014.23.4.037
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  Derivatives Within Frontier Markets

  Ronald T. Slivka and Jiayun Zhang

  The Journal of Investing Winter 2014, 23 (4) 47-55; DOI: https://doi.org/10.3905/joi.2014.23.4.047
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  Predictability and Reasonableness of Discounts and Premiums on Closed-End Funds

  Darshana D. Palkar, Peter C. Stimes and Stephen E. Wilcox

  The Journal of Investing Winter 2014, 23 (4) 57-73; DOI: https://doi.org/10.3905/joi.2014.23.4.057
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  A Note Regarding the Further Analysis of Efficient Portfolios with the GLER Data

  John B. Guerard

  The Journal of Investing Winter 2014, 23 (4) 75-84; DOI: https://doi.org/10.3905/joi.2014.23.4.075
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  Fundamental versus Traditional Indexation for International Mutual Funds: Evaluating DFA, WisdomTree, and RAFI PowerShares

  Heehyun Lim and Edward Tower

  The Journal of Investing Winter 2014, 23 (4) 85-98; DOI: https://doi.org/10.3905/joi.2014.23.4.085
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  Risk and Loss Aversion Revisited

  Grégory Gadzinski and Gregory Moscato

  The Journal of Investing Winter 2014, 23 (4) 99-110; DOI: https://doi.org/10.3905/joi.2014.23.4.099
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  Portfolio Construction and Management in the Barra Aegis System: A Case Study using the USER Data

  Whit Miller, GanLin Xu and John B. Guerard

  The Journal of Investing Winter 2014, 23 (4) 111-120; DOI: https://doi.org/10.3905/joi.2014.23.4.111
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  Computing Discrete Expected Utility Maximizing Portfolios

  Sarah Drewes and Sebastian Pokutta

  The Journal of Investing Winter 2014, 23 (4) 121-132; DOI: https://doi.org/10.3905/joi.2014.23.4.121
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  The Integration of the Alpha Alignment Factor and Earnings Forecasting Models in Producing More Efficient Markowitz Frontiers

  Bijan Beheshti

  The Journal of Investing Winter 2014, 23 (4) 133-143; DOI: https://doi.org/10.3905/joi.2014.23.4.133