Search Results
Journal of Investment Consulting

18,513 Total downloads | Link to this page

Viewing: 1 - 50 of 111 papers

1.

Including Factor Investing in Portfolio Design

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 4-11
Number of pages: 10 Posted: 13 Jan 2021
Accepted Paper Series
BlackRock, Inc
Downloads 17
2.

E. Robert Fernholz, PhD: Stochastic Portfolio Theory

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 12-20
Number of pages: 11 Posted: 13 Jan 2021
Accepted Paper Series
Independent
Downloads 7
3.

Using Barbells to Lift Risk-Adjusted Return

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 40-47
Number of pages: 10 Posted: 13 Jan 2021
Accepted Paper Series
East Tennessee State University, affiliation not provided to SSRN, Western Kentucky University and Western Kentucky University
Downloads 4
4.

Factor Tilts and Asset Allocation

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 30-39
Number of pages: 12 Posted: 13 Jan 2021
Accepted Paper Series
IESE Business School

Multiple version iconThere are 2 versions of this paper

Downloads 7
5.

Nonlinear Factor Attribution

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 21-29
Number of pages: 11 Posted: 13 Jan 2021
Accepted Paper Series
Voya Investment Management

Multiple version iconThere are 2 versions of this paper

Downloads 15
6.

Behavioral Finance in Investing: The Existence and Importance of 'Investment Tribes' and Risk-Preference Diversity

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 48-60
Number of pages: 15 Posted: 13 Jan 2021
Accepted Paper Series
Risktyle and AlphaEngine Global Investment Solutions
Downloads 2
7.

Using Personality Assessment and Situational Queries to Understand Risk Tolerance in Emerging Adults

Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 61-77
Number of pages: 19 Posted: 13 Jan 2021
Accepted Paper Series
Brigham Young University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1
8.

Environmentally (Un-)Friendly Portfolio Construction

Journal of Investment Consulting, Vol. 19, no. 1 , 2019, pp. 43-52
Number of pages: 12 Posted: 09 Feb 2020
Working Paper Series
University of Liechtenstein and University of Liechtenstein
Downloads 56
9.

Diversification, Volatility, and Surprising Alpha

Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 23-30
Number of pages: 10 Posted: 05 Feb 2020
Accepted Paper Series
Enhanced Investment Technologies, Inc. (INTECH), Allocation Strategies, LLC, INTECH Investment Management, LLC, London School of Economics & Political Science (LSE) - London School of Economics and Enhanced Investment Technologies, Inc. (INTECH)

Multiple version iconThere are 2 versions of this paper

Downloads 124
10.

Accessing Currency Returns Through Intelligence Currency Factors

Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 31-42
Number of pages: 14 Posted: 05 Feb 2020
Accepted Paper Series
Mesirow Financial Investment Management
Downloads 46
11.

Edward I. Altman, PhD: Fifty Years of Z-Scores to Predict the Probability of Corporate Bankruptcy

Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 15-22
Number of pages: 10 Posted: 05 Feb 2020
Accepted Paper Series
New York University (NYU) - Salomon Center
Downloads 164
12.

Mellody Hobson: Diversifying Personnel as Well as Portfolios

Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 6-14
Number of pages: 11 Posted: 05 Feb 2020
Accepted Paper Series
Ariel Investments
Downloads 25
13.

Quants' Quandary: Crossing the Chasm

Journal of Investment Consulting, Vol. 19, no. 1, 2019, pp. 53-65
Number of pages: 15 Posted: 05 Feb 2020
Accepted Paper Series
Little Harbor Advisors, LLC
Downloads 52
14.

Active Share and Emerging Market Equity Funds

Journal of Investment Consulting, Vol. 18, No. 1, 2017, pp. 11-23
Number of pages: 16 Posted: 02 Feb 2018
Accepted Paper Series
Pace University - Lubin School of Business - Department of Finance and Economics and Pace University - Lubin School of Business - Department of Finance and Economics

Multiple version iconThere are 2 versions of this paper

Downloads 68
15.

Does Hot Money in Equity Flows Affect Emerging Stock Markets?

Journal of Investment Consulting, Vol. 18, no. 1, 2017, pp. 41-53
Number of pages: 16 Posted: 02 Feb 2018
Accepted Paper Series
affiliation not provided to SSRN
Downloads 28
16.

Are Exchange-Traded Funds Harvesting Factor Premiums?

Journal of Investment Consulting, Vol. 18, no. 1, 2017
Number of pages: 9 Posted: 02 Feb 2018
Accepted Paper Series
Robeco Quantitative Investments

Multiple version iconThere are 2 versions of this paper

Downloads 261
17.

Impact Investing: Challenges and Opportunities

Journal of Investment Consulting, Vol. 18, no. 1, 2017, pp. 4-10
Number of pages: 9 Posted: 02 Feb 2018
Accepted Paper Series
Independent, Independent and Independent
Downloads 109
18.

Leveraged Exchange-Traded Funds: When Four is Not More

Journal of Investment Consulting, Vol. 18, no. 1, 2017, pp 31-40
Number of pages: 12 Posted: 02 Feb 2018
Accepted Paper Series
East Tennessee State University
Downloads 116
19.

The Evolution of Asset Classes: Lessons from University Endowments

Journal of Investment Consulting, Vol. 17, No. 2, p. 48-58, 2016
Number of pages: 13 Posted: 07 Feb 2017
Accepted Paper Series
Princeton University - Bendheim Center for Finance and Goldman Sachs Group, Inc.
Downloads 487
20.

Inflation-Linked Bonds for Strategic Asset Allocation

Journal of Investment Consulting, Vol. 17, No. 2, p. 59-68, 2016
Number of pages: 13 Posted: 07 Feb 2017
Accepted Paper Series
Louisiana State University and Texas A&M University (TAMU), Commerce
Downloads 121
21.

Cloaked Trading

Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15 Posted: 07 Feb 2017
Accepted Paper Series
Harvard University - Business School (HBS), London School of Economics & Political Science (LSE) and Harvard Business School

Multiple version iconThere are 2 versions of this paper

Downloads 266
22.

Antti S. Ilmanen, PhD: Smart Investing in an Environment of Low Expected Returns

Journal of Investment Consulting, Vol. 17, No. 2, 4-12, 2016
Number of pages: 11 Posted: 07 Feb 2017
Accepted Paper Series
AQR Capital Management
Downloads 825
23.

The Most Basic Missing Instrument in Financial Markets: The Case for Bonds for Financial Security

Journal of Investment Consulting, Vol. 16, No. 2, p. 34-47, 2016
Number of pages: 16 Posted: 07 Feb 2017
Accepted Paper Series
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 65
24.

Adaptive Distribution Theory

Journal of Investment Consulting, Vol. 17, No. 2, p. 13-33, 2016
Number of pages: 24 Posted: 07 Feb 2017
Accepted Paper Series
The Sandidge Group LLC
Downloads 219
25.

How Smart Are Smart Beta Exchange-Traded Funds? Analysis of Relative Performance and Factor Exposure

Journal of Investment Consulting, Vol. 17, no. 1, 50-74, 2016
Number of pages: 27 Posted: 29 Oct 2016
Accepted Paper Series
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Downloads 668
26.

Capturing Inefficiencies: The Rare Insight of Howard Marks

Journal of Investment Consulting, Vol. 17, no. 1, 4-10, 2016
Number of pages: 9 Posted: 28 Oct 2016
Accepted Paper Series
Investments & Wealth Institute
Downloads 135
27.

A Study in Portfolio Diversification Using VIX Options

Journal of Investment Consulting, Vol. 17, No. 1, p. 37-49, 2016
Number of pages: 16 Posted: 24 Oct 2016
Accepted Paper Series
IPS Strategic Capital
Downloads 374
28.

The Implied Longevity Curve: How Long Does the Market Think You Are Going to Live?

Journal of Investment Consulting, Vol. 17, No. 1, p. 11-21, 2016
Number of pages: 14 Posted: 24 Oct 2016
Accepted Paper Series
York University - Schulich School of Business, York University and National Research University Higher School of Economics
Downloads 140
29.

An Overview of Retirement Income Strategies

Journal of Investment Consulting, Vol. 17, No. 1, p. 22-30, 2016
Number of pages: 11 Posted: 18 Oct 2016
Accepted Paper Series
The American College and Morningstar Investment Management
Downloads 505
30.

Wealth Management for Collectors

Journal of Investment Consulting, Vol. 11, No. 1, pp. 50-59, 2010
Number of pages: 10 Posted: 16 Nov 2015
Accepted Paper Series
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 79
31.

Culture in Risk, Regret, Maximization, Social Trust, and Life Satisfaction

Journal of Investment Consulting, Vol. 16, No. 1, 20-30, 2015
Number of pages: 13 Posted: 03 Oct 2015
Accepted Paper Series
Santa Clara University - Department of Finance
Downloads 115
32.

Foreign Investors in Emerging Equity Markets: Currency Effect Perspective

Journal of Investment Consulting, Vol. 16, No. 1, 43-72, 2015
Number of pages: 32 Posted: 03 Oct 2015
Accepted Paper Series
affiliation not provided to SSRN
Downloads 91
33.

Stock Return Predictability in the Post-2008 Era

Journal of Investment Consulting, Vol. 16, No. 1, 31-42, 2015
Number of pages: 14 Posted: 03 Oct 2015
Accepted Paper Series
Tongji University - School of Economics and Management, University of Alaska Anchorage and University of Massachusetts Dartmouth
Downloads 120
34.

Richard Thaler, PhD Founding Father of Behavioral Economics

Journal of Investment Consulting, Vol. 16, No. 1, 4-9, 2015
Number of pages: 8 Posted: 02 Oct 2015
Accepted Paper Series
Investments & Wealth Institute
Downloads 194
35.

Wealth Management and Private Banking Services in Developing Markets

Journal of Investment Consulting, Vol. 16, 1, pg. 10-19, 2015
Number of pages: 12 Posted: 11 Sep 2015 Last Revised: 16 Nov 2015
Accepted Paper Series
University of Hong Kong Faculty of Law, CASE - Center for Social and Economic Research and SQW-China Ltd
Downloads 195
36.

The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing

Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Number of pages: 18 Posted: 30 Aug 2014 Last Revised: 16 Nov 2015
Accepted Paper Series
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 94
37.

Flexibility Theory as a Corporate Governance Mechanism

Journal of Investment Consulting, Vol. 15, No. 1, 67-75, 2014
Number of pages: 11 Posted: 30 Aug 2014
Accepted Paper Series
Louisiana State University
Downloads 20
38.

Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations

Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Number of pages: 11 Posted: 29 Aug 2014
Accepted Paper Series
University of Notre Dame
Downloads 42
39.

Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk, and Valuation for Improved Performance

Journal of Investment Consulting, Vol. 15, No. 1, 12-26, 2014
Number of pages: 17 Posted: 29 Aug 2014
Accepted Paper Series
Accuvest Global Advisors

Multiple version iconThere are 2 versions of this paper

Downloads 72
40.

By the Numbers: A Discussion of Risk Management and Quantitative Investing with Robert B. Litterman, PhD

Journal of Investment Consulting, Vol. 15, No. 1, 3-11, 2014
Number of pages: 11 Posted: 28 Aug 2014
Accepted Paper Series
Investments & Wealth Institute
Downloads 296
41.

Being First is Best: An Adventure Capitalist's Approach to Life and Investing, A Conversation with Dean Lebaron

Journal of Investment Consulting, Vol. 14, No. 2, 5-13, 2013
Number of pages: 11 Posted: 23 Dec 2013
Accepted Paper Series
Investments & Wealth Institute
Downloads 56
42.

The Business Cycle and the Correlation between Stocks and Commodities

Journal of Investment Consulting, Vol. 14, No. 2, 14-25, 2013
Number of pages: 14 Posted: 23 Dec 2013
Accepted Paper Series
SummerHaven Investment Management and affiliation not provided to SSRN

Multiple version iconThere are 2 versions of this paper

Downloads 152
43.

Understanding the S&P 500: This Index Offers a Lot of International Exposure

Journal of Investment Consulting, Vol. 14, No. 2, 26-37, 2013
Number of pages: 14 Posted: 23 Dec 2013
Accepted Paper Series
TIAA
Downloads 61
44.

Even a Skilled Manager Can Experience Bad Luck: The Likelihood of Short-Term Underperformance During Periods of Long-Term Outperformance

Journal of Investment Consulting, Vol. 14, No. 2, 38-46, 2013
Number of pages: 11 Posted: 23 Dec 2013 Last Revised: 16 Nov 2015
Accepted Paper Series
The University of Alabama in Huntsville and Southern Illinois University at Carbondale - Department of Finance
Downloads 50
45.

Do Active Managers of Retail Mutual Funds Have an Incentive to Closet Index in Down Markets? Fund Performance and Subsequent Annual Fund Flows, 1997-2011

Journal of Investment Consulting, Vol. 14, No. 2, 47-58, 2013
Number of pages: 14 Posted: 23 Dec 2013
Accepted Paper Series
Pace University - Lubin School of Business - Department of Finance and Economics, Pace University - Lubin School of Business - Department of Finance and Economics and Touro College
Downloads 61
46.

Endogenous Risk and Dangers to Market Stability

Journal of Investment Consulting, Vol. 14, No. 2, 59-69, 2013
Number of pages: 13 Posted: 23 Dec 2013
Accepted Paper Series
College for Financial Planning
Downloads 58
47.

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

Journal of Investment Consulting, Vol. 14, No. 1, 57-68, 2013
Number of pages: 14 Posted: 23 Dec 2013
Accepted Paper Series
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business

Multiple version iconThere are 2 versions of this paper

Downloads 74
48.

Harnessing the Building Blocks of Economic Valuation: Exploring the Work of Nobel Laureate Robert C. Merton, PhD

Journal of Investment Consulting, Vol. 14, No. 1, 5-16, 2013
Posted: 08 May 2013
Accepted Paper Series
Investments & Wealth Institute
Downloads 72
49.

The Relative Asset Pricing Model: Incorporating Liabilities and Delegation to Chief Investment Officers — Version 0.1

Journal of Investment Consulting, Vol. 14, No. 1, pp. 17-31, 2013
Number of pages: 16 Posted: 08 May 2013
Accepted Paper Series
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Downloads 12
50.

A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model

Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
Number of pages: 8 Posted: 08 May 2013
Accepted Paper Series
CERN Pension Fund, CERN Pension Fund and CERN Pension Fund
Downloads 73