1.
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
There are 2 versions of this paper
Active Share and Emerging Market Equity Funds
Number of pages: 36
Posted: 14 Apr 2016
Last Revised: 29 Sep 2017
Downloads
165
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
Downloads
51
Downloads
51
2.
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
Durham University - Department of Economics and Finance
Downloads
17
3.
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
1,238
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
189
Downloads
189
4.
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
53
5.
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
84
6.
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
419
7.
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
103
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
349
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15
Posted: 07 Feb 2017
Downloads
256
Downloads
256
9.
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
630
10.
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
50
11.
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
164
12.
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
453
13.
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
109
14.
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
202
15.
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
117
16.
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
305
17.
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
68
18.
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
72
19.
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
112
20.
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
154
21.
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
149
22.
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
83
23.
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
19
24.
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
38
25.
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
397
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
56
Downloads
56
26.
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
282
27.
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
51
28.
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
281
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
105
Downloads
105
29.
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
49
30.
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
43
31.
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
42
32.
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
31
33.
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
1,891
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
62
Downloads
62
34.
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
62
35.
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
36.
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
57
37.
Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
Number of pages: 12
Posted: 08 May 2013
Accepted Paper Series
Independent
Downloads
45
38.
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
304
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
202
Downloads
202
39.
What Matters in International Equity Diversification?
Journal of Investment Consulting, Vol. 13, No. 1, 15-24, 2012
Number of pages: 10
Posted: 25 Sep 2012
Accepted Paper Series
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Office of Comptroller of Currency
Downloads
26
40.
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
1,921
41.
Value Stocks And the Macro Cycle: Understanding the Value Cycle
Journal of Investment Consulting, Vol. 13, No. 1, 25-29, 2012
Number of pages: 5
Posted: 22 Sep 2012
Accepted Paper Series
MSCI Inc.
Downloads
51
42.
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
340
43.
Predictability and Hedge Fund Investing
Journal of Investment Consulting, Vol. 13, No. 1, 30-39, 2012
Number of pages: 9
Posted: 22 Sep 2012
Accepted Paper Series
Illinois Institute of Technology - Stuart School of Business, IIT
Downloads
19
44.
Measuring the Risk Impact of Social Screening
Journal of Investment Consulting, Vol. 13, No. 1, 45-53, 2012
Number of pages: 9
Posted: 22 Sep 2012
Accepted Paper Series
Aperio Group
Downloads
55
45.
Does the Stock Market’s Equity Risk Premium Respond to Consumer Confidence or is It the Other Way Around?
Journal of Investment Consulting, Vol. 13, No. 1, 39-44, 2012
Number of pages: 6
Posted: 22 Sep 2012
Accepted Paper Series
Marquette University - Department of Economics and affiliation not provided to SSRN
Downloads
11
46.
A Brief Critical Review of Australia's Retirement Savings System
Journal of Investment Consulting, Vol. 12, No. 2, pp. 53-58, 2011
Number of pages: 6
Posted: 17 Feb 2012
Accepted Paper Series
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Downloads
22
47.
The Most Effective Parts of Defined Contribution, Taken from Around the World
Journal of Investment Consulting, Vol. 12, No. 2, pp. 23-27, 2011
Number of pages: 6
Posted: 17 Feb 2012
Accepted Paper Series
Don Ezra Consulting Services LLC
Downloads
17
48.
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
63
49.
Estonia's Multi-Pillar Pension System: Solid First Miles of the Marathon
Journal of Investment Consulting, Vol. 12, No. 2, pp. 42-52, 2011
Number of pages: 11
Posted: 17 Feb 2012
Accepted Paper Series
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
15
50.
Decision-Making and Solvency-Based Dynamic Asset Allocation at the ABN AMRO Pension Fund
Journal of Investment Consulting, Vol. 12, No. 2, pp. 35-41, 2011
Number of pages: 8
Posted: 17 Feb 2012
Accepted Paper Series
Vrije Universiteit Amsterdam, School of Business and Economics and affiliation not provided to SSRN
Downloads
29
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