1.
The Human Side of Decision Making: Thinking Things Through with Daniel Kahneman, PhD
Journal of Investment Consulting, Vol. 13, No. 1, 5-14, 2012
Number of pages: 10
Posted: 22 Sep 2012
Accepted Paper Series
Investments & Wealth Institute
Downloads
1,810
2.
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Number of pages: 28
Posted: 05 Nov 2010
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management
There are 2 versions of this paper
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Forthcoming
Number of pages: 44
Posted: 25 May 2005
Downloads
11,110
Reconciling Efficient Markets with Behavioral Finance: The Adaptive Markets Hypothesis
Journal of Investment Consulting, Vol. 7, No. 2, pp. 21-44, 2005
Number of pages: 28
Posted: 05 Nov 2010
Downloads
1,533
Downloads
1,533
3.
Putting the Cards on the Table: A Talk with Edward O. Thorp, PhD
Journal of Investment Consulting, Vol. 12, No. 1, pp. 5-14, 2011
Number of pages: 10
Posted: 05 Aug 2011
Accepted Paper Series
Investments & Wealth Institute
Downloads
468
4.
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
389
5.
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
349
6.
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
321
7.
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
272
8.
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 Business School, London School of Economics & Political Science (LSE) and Harvard Business School
There are 2 versions of this paper
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, 2016
Number of pages: 15
Posted: 20 Jan 2017
Last Revised: 28 Jan 2017
Downloads
327
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15
Posted: 07 Feb 2017
Downloads
235
Downloads
235
9.
Ideas that Changed the Theory and Practice of Investing: A Conversation with Eugene F. Fama, Phd
Journal of Investment Consulting, Vol. 9, No. 1, pp. 6-14, Fall 2008
Number of pages: 9
Posted: 13 Oct 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
232
10.
A Behavioral Finance Approach to Strategic Asset Allocation: A Case Study
Journal of Investment Consulting, Vol. 7, No. 3, pp. 61-69, Winter 2005-2006
Number of pages: 9
Posted: 05 Nov 2010
Accepted Paper Series
affiliation not provided to SSRN
Downloads
215
11.
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
193
12.
Insights from a Pioneer in Portfolio Theory and Practice: A Talk with Nobel Laureate William F. Sharpe, PhD
Journal of Investment Consulting, Vol. 7, No. 2, pp. 10-20, 2005
Number of pages: 16
Posted: 03 Nov 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
181
13.
From Concept to Function: Converting Market Theories into Practical Investment Tools, a Discussion with Barr Rosenberg, PhD
Journal of Investment Consulting, Vol. 7, No. 3, pp. 10-20, Winter 2005-2006
Number of pages: 11
Posted: 03 Nov 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
173
14.
Ideas and Innovation Across Multiple Disciplines: A Discussion with Nobel Laureate Harry M. Markowitz, PhD
Journal of Investment Consulting, Vol. 10, No. 1, pp. 6-16, Summer 2009
Number of pages: 12
Posted: 13 Oct 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
148
15.
Questionnaires of Risk Tolerance, Regret, Overconfidence, and Other Investor Propensities
Journal of Investment Consulting, Vol. 13, No. 1, 54-63, 2012
Number of pages: 10
Posted: 22 Sep 2012
Accepted Paper Series
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
Downloads
144
16.
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
143
17.
How the Disposition Effect and Momentum Impact Investment Professionals
Journal of Investment Consulting, Vol. 8, No. 2, pp. 68-79, Summer 2007
Number of pages: 12
Posted: 02 Dec 2007
Last Revised: 16 Nov 2015
Accepted Paper Series
Santa Clara University - Leavey School of Business
Downloads
139
18.
A Conversation with Nobel Laureate Myron S. Scholes, PhD
Journal of Investment Consulting, Vol. 11, No. 1, pp. 6-17, 2010
Number of pages: 12
Posted: 01 Nov 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
138
19.
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
136
20.
Investor Personality in Investor Questionnaires
Journal of Investment Consulting, Vol. 14, No. 1, pp. 48-56, 2013
Number of pages: 10
Posted: 08 May 2013
Accepted Paper Series
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
There are 2 versions of this paper
Investor Personality in Investor Questionnaires
Number of pages: 23
Posted: 14 Mar 2012
Downloads
294
Investor Personality in Investor Questionnaires
Journal of Investment Consulting, Vol. 14, No. 1, pp. 48-56, 2013
Number of pages: 10
Posted: 08 May 2013
Downloads
124
Downloads
124
21.
Socially Responsible Investments
Journal of Investment Consulting, Vol. 8, No. 2, pp. 17-37, Summer 2007
Number of pages: 21
Posted: 02 Dec 2007
Last Revised: 16 Nov 2015
Accepted Paper Series
Santa Clara University - Department of Finance
There are 2 versions of this paper
Socially Responsible Investments
Journal of Investment Consulting, Vol. 8, No. 2, pp. 17-37, Summer 2007
Number of pages: 21
Posted: 02 Dec 2007
Last Revised: 16 Nov 2015
Downloads
121
Downloads
121
22.
Beautiful Asset: Art as Investment
Journal of Investment Consulting, Vol. 7, No. 2, pp. 45-51, 2005
Number of pages: 12
Posted: 05 Nov 2010
Accepted Paper Series
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads
112
23.
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 Oxford, CASE - Center for Social and Economic Research and SQW-China Ltd
Downloads
111
24.
Measuring the Benefits of Diversification and the Performance of Money Managers
Journal of Investment Consulting, Vol. 7, No. 3, pp. 21-31, Winter 2005-2006
Number of pages: 11
Posted: 05 Nov 2010
Accepted Paper Series
Santa Clara University - Department of Finance and Bellatore Financial, Inc.
Downloads
108
25.
Volatility as an Asset Class: The Potential of VIX as a Hedging Tool and the Shortcomings of VIX Exchange - Traded Notes
Journal of Investment Consulting, Vol. 12, No. 1, pp. 23-30, 2011
Number of pages: 8
Posted: 04 Aug 2011
Accepted Paper Series
affiliation not provided to SSRN
Downloads
107
26.
Dynamic Beta: Getting Paid to Manage Risks
Journal of Investment Consulting, Vol. 12, No. 2, pp. 67-78, 2011
Number of pages: 12
Posted: 15 Feb 2012
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and AlphaEngine Global Investment Solutions
Downloads
103
27.
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
SUNY at Buffalo - School of Management, University of Alaska Anchorage and University of Massachusetts Dartmouth
Downloads
101
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
101
29.
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
94
30.
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
91
31.
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
89
32.
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 Asset Management - Quantitative Strategies
There are 2 versions of this paper
Are Exchange-Traded Funds Harvesting Factor Premiums?
Number of pages: 19
Posted: 07 Feb 2017
Last Revised: 20 Sep 2017
Downloads
1,101
Are Exchange-Traded Funds Harvesting Factor Premiums?
Journal of Investment Consulting, Vol. 18, no. 1, 2017
Number of pages: 9
Posted: 02 Feb 2018
Downloads
89
Downloads
89
33.
Creating Solutions from a Lifetime of Learning Experiences: Talking Investments with Martin L. Leibowitz, PhD
Journal of Investment Consulting, Vol. 12, No. 2, pp. 6-15, 2011
Number of pages: 11
Posted: 16 Feb 2012
Accepted Paper Series
Investments & Wealth Institute
Downloads
88
34.
Putting the Shareholder First, A Lifetime Ideal: A Conversation with John Bogle
Journal of Investment Consulting, Vol. 8, No. 1, pp. 8-22, Summer 2006
Number of pages: 15
Posted: 14 Oct 2010
Accepted Paper Series
Investments & Wealth Institute
Downloads
85
35.
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
There are 2 versions of this paper
The Business Cycle and the Correlation Between Stocks and Commodities
Number of pages: 25
Posted: 16 Feb 2012
Last Revised: 10 May 2013
Downloads
274
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
Downloads
76
Downloads
76
36.
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
Durham University - Department of Economics and Finance
Downloads
68
37.
A Framework for Portfolio Decumulation
Journal of Investment Consulting, Vol. 10, No. 1, pp. 63-71, Summer 2009
Number of pages: 9
Posted: 14 Oct 2010
Accepted Paper Series
T. Rowe Price
Downloads
64
38.
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
62
39.
The Benefits of Private Equity
Journal of Investment Consulting, Vol. 9, No. 1, pp. 27-35, Fall 2008
Number of pages: 9
Posted: 12 Oct 2010
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts Amherst - Department of Finance and Providence College
Downloads
61
40.
A New Approach to Tail Risk
Journal of Investment Consulting, Vol. 10, No. 1, pp. 33-48, Summer 2009
Number of pages: 16
Posted: 29 Sep 2010
Last Revised: 16 Nov 2015
Accepted Paper Series
Omega Analysis and Omega Analysis
Downloads
59
41.
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
57
42.
The Fundamental Differences in Accumulation and Decumulation
Journal of Investment Consulting, Vol. 9, No. 1, pp. 36-40, Fall 2008
Number of pages: 5
Posted: 14 Oct 2010
Accepted Paper Series
T. Rowe Price
Downloads
57
43.
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
56
44.
The CS Character and Limitations of the Sharpe Ratio
Journal of Investment Consulting, Vol. 8, No. 1, pp. 36-52, Summer 2006
Number of pages: 17
Posted: 11 Oct 2010
Accepted Paper Series
Omega Analysis and Omega Analysis
Downloads
56
45.
Pension Funds in the Netherlands
Journal of Investment Consulting, Vol. 12, No. 1, pp. 28-34, 2011
Number of pages: 7
Posted: 17 Feb 2012
Last Revised: 16 Nov 2015
Accepted Paper Series
All Pensions Group, Algemene Pensioen Groep (APG) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads
54
46.
Martha Stewart's Lessons in Behavioral Finance
Journal of Investment Consulting, Vol. 7, No. 2, pp. 52-60, 2005
Number of pages: 12
Posted: 05 Nov 2010
Accepted Paper Series
Santa Clara University - Department of Finance
Downloads
52
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
There are 2 versions of this paper
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available
Number of pages: 28
Posted: 20 Mar 2009
Last Revised: 09 Jan 2013
Downloads
1,865
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
Downloads
52
Downloads
52
48.
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
50
49.
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
There are 2 versions of this paper
Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance
Number of pages: 28
Posted: 15 Dec 2013
Downloads
366
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
Downloads
50
Downloads
50
50.
Diversification Benefits of Managed Futures
Journal of Investment Consulting, Vol. 8, No. 1, pp. 53-62, Summer 2006
Number of pages: 10
Posted: 12 Oct 2010
Accepted Paper Series
University of Massachusetts Amherst - Isenberg School of Management and University of Massachusetts Amherst - Department of Finance
Downloads
48
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