Works matching IS 10680896 AND DT 2012 AND VI 21 AND IP 1

Results: 12

Risk Budgeting with Asset Class and Risk Class Approaches.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 109, doi. 10.3905/joi.2012.21.1.109

By:

KAYA, HAKAN;
LEE, WAI;
WAN, YI

Publication type:

Article

Tobin's q versus CAPE versus CAPER: Predicting Stock Market Returns Using Fundamentals and Momentum.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 97, doi. 10.3905/joi.2012.21.1.097

By:

TOWER, EDWARD

Publication type:

Article

Industry Herding and Momentum.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 89, doi. 10.3905/joi.2012.21.1.089

By:

YAN, ZHIPENG;
ZHAO, YAN;
SUN, LIBO

Publication type:

Article

Further Analysis of Efficient Portfolios with the USER Data.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 81, doi. 10.3905/joi.2012.21.1.081

By:

GUERARD, JR., JOHN B.;
KRAUKLIS, ELI;
KUMAR, MANISH

Publication type:

Article

Investing with Momentum: The Past, Present, and Future.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 68, doi. 10.3905/joi.2012.21.1.068

By:

GUERARD, JR., JOHN B.;
XU, GANLIN;
GüLTEKIN, MUSTAFA

Publication type:

Article

Using MOEAs to Outperform Stock Benchmarks in the Presence of Typical Investment Constraints.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 60, doi. 10.3905/joi.2012.21.1.060

By:

CLARK, ANDREW;
KENYON, JEFF

Publication type:

Article

Constrained Optimization for Portfolio Construction.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 44, doi. 10.3905/joi.2012.21.1.044

By:

WORMALD, LAURENCE;
MERWE, ELMARIE VAN DER

Publication type:

Article

An Empirical Case Study of Factor Alignment Problems Using the USER Model.

Published in:

2012

By:

SAXENA, ANUREET;
STUBBS, ROBERT A.

Publication type:

Case Study

Mean-ETL Portfolio Selection under Maximum Weight and Turnover Constraints Based on Fundamental Security Factors.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 14, doi. 10.3905/joi.2012.21.1.014

By:

TSUCHIDA, NAOSHI;
ZHOU, XIAOPING;
RACHEV, SVETLOZAR

Publication type:

Article

Topics in Applied Investment Management: From a Bayesian Viewpoint.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 7, doi. 10.3905/joi.2012.21.1.007

By:

MARKOWITZ, HARRY M.

Publication type:

Article

Untitled.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 2

By:

Guerard, Jr., John B.

Publication type:

Article

Untitled.

Published in:

Journal of Investing, 2012, v. 21, n. 1, p. 1

By:

Bruce, Brian

Publication type:

Article