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  • Jump, Diffusion, and Long-Term Volatility Risks with Incremental Information in VIX Assets
    Sonnan Chen and Yuchi Gu
    The Journal of Derivatives February 2021, 28 (3) 60-96; DOI: https://doi.org/10.3905/jod.2020.1.124
  • An Efficient Lattice Algorithm for the LIBOR Market Model
    Tim Xiao
    The Journal of Derivatives August 2011, 19 (1) 25-40; DOI: https://doi.org/10.3905/jod.2011.19.1.025
  • An Empirical Examination of Ex Ante
    Estimates of the Market Risk Premium
    Austin Murphy, Liang Fu and Terry Benzschawel
    The Journal of Investing May 2014, 23 (2) 51-58; DOI: https://doi.org/10.3905/joi.2014.23.2.051
  • Beyond Risk Parity
    Vineer Bhansali
    The Journal of Investing February 2011, 20 (1) 137-147; DOI: https://doi.org/10.3905/joi.2011.20.1.137
  • Valuation, Observability of Valuation Drivers, and Future Stock Returns
    Haim A. Mozes and Serge Cooks
    The Journal of Investing May 2010, 19 (2) 8-20; DOI: https://doi.org/10.3905/joi.2010.19.2.008
  • A Framework for Factor Return Attribution
    Tommi Johnsen and Donald J Nesbitt
    The Journal of Investing February 2009, 18 (1) 59-68; DOI: https://doi.org/10.3905/JOI.2009.18.1.059
  • Time Diversification and Horizon-Based Asset Allocations
    Donald G Bennyhoff
    The Journal of Investing February 2009, 18 (1) 45-52; DOI: https://doi.org/10.3905/JOI.2009.18.1.045
  • Arithmetic and Continuous Return Mean-Variance Efficient Frontiers
    Robert A Ferguson, Dean Leistikow and Susana Yu
    The Journal of Investing August 2009, 18 (3) 62-69; DOI: https://doi.org/10.3905/JOI.2009.18.3.062
  • Long-Horizon Stock Predictability: Evidence and Applications
    Dale L Domian and William R Reichenstein
    The Journal of Investing August 2009, 18 (3) 12-20; DOI: https://doi.org/10.3905/JOI.2009.18.3.012
  • Behavioral Finance: Are the Disciples Profiting from the Doctrine?
    Colby Wright, Prithviraj Banerjee and Vaneesha R Boney
    The Journal of Investing November 2008, 17 (4) 82-90; DOI: https://doi.org/10.3905/JOI.2008.17.4.082

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