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SSRN eLibrary Search Results
The Evolution of Asset Classes: Lessons from University Endowments
Journal of Investment Consulting, Vol. 17, No. 2, p. 48-58, 2016
John M. Mulvey and Margaret Holen
Princeton University - Bendheim Center for Finance and Goldman Sachs Group, Inc.
Date Posted: February 07, 2017
Accepted Paper Series
151 downloads
Inflation-Linked Bonds for Strategic Asset Allocation
Journal of Investment Consulting, Vol. 17, No. 2, p. 59-68, 2016
Kurtay Ogunc and Asli Ogunc
Louisiana State University and Texas A&M University (TAMU), Commerce
Date Posted: February 07, 2017
Accepted Paper Series
65 downloads
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Lauren Cohen, Dong Lou and Christopher J. Malloy
Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School
Date Posted: February 07, 2017
Accepted Paper Series
215 downloads
Antti S. Ilmanen, PhD: Smart Investing in an Environment of Low Expected Returns
Journal of Investment Consulting, Vol. 17, No. 2, 4-12, 2016
Antti Ilmanen
AQR Capital Management
Date Posted: February 07, 2017
Accepted Paper Series
157 downloads
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
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: February 07, 2017
Accepted Paper Series
17 downloads
Adaptive Distribution Theory
Journal of Investment Consulting, Vol. 17, No. 2, p. 13-33, 2016
James B. Sandidge
The Sandidge Group LLC
Date Posted: February 07, 2017
Accepted Paper Series
55 downloads
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
Denys Glushkov
University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)
Date Posted: October 29, 2016
Accepted Paper Series
228 downloads
Capturing Inefficiencies: The Rare Insight of Howard Marks
Journal of Investment Consulting, Vol. 17, no. 1, 4-10, 2016
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: October 28, 2016
Accepted Paper Series
48 downloads
A Study in Portfolio Diversification Using VIX Options
Journal of Investment Consulting, Vol. 17, No. 1, p. 37-49, 2016
Dominick Paoloni
IPS Strategic Capital
Date Posted: October 24, 2016
Accepted Paper Series
95 downloads
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
Moshe A. Milevsky, T. S. Salisbury and Alexander Chigodaev
York University - Schulich School of Business, York University and National Research University Higher School of Economics
Date Posted: October 24, 2016
Accepted Paper Series
65 downloads
An Overview of Retirement Income Strategies
Journal of Investment Consulting, Vol. 17, No. 1, p. 22-30, 2016
Michael S. Finke and David Blanchett
The American College and Morningstar Investment Management
Date Posted: October 18, 2016
Accepted Paper Series
120 downloads
Culture in Risk, Regret, Maximization, Social Trust, and Life Satisfaction
Journal of Investment Consulting, Vol. 16, No. 1, 20-30, 2015
Meir Statman
Santa Clara University - Department of Finance
Date Posted: October 03, 2015
Accepted Paper Series
50 downloads
Foreign Investors in Emerging Equity Markets: Currency Effect Perspective
Journal of Investment Consulting, Vol. 16, No. 1, 43-72, 2015
Cheng Yan
Durham University - Department of Economics and Finance
Date Posted: October 03, 2015
Accepted Paper Series
63 downloads
Stock Return Predictability in the Post-2008 Era
Journal of Investment Consulting, Vol. 16, No. 1, 31-42, 2015
Kenneth Kim, John R. Nofsinger and Zhenzhen Sun
SUNY at Buffalo - School of Management, University of Alaska Anchorage and Siena College - School of Business
Date Posted: October 03, 2015
Accepted Paper Series
65 downloads
Richard Thaler, PhD Founding Father of Behavioral Economics
Journal of Investment Consulting, Vol. 16, No. 1, 4-9, 2015
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: October 02, 2015
Accepted Paper Series
102 downloads
Wealth Management and Private Banking Services in Developing Markets
Journal of Investment Consulting, Vol. 16, 1, pg. 10-19, 2015
Bryane Michael, Christopher Andrew Hartwell and Gary Ho
University of Hong Kong Faculty of Law, CASE - Center for Social and Economic Research and SQW-China Ltd
Date Posted: September 11, 2015
Last Revised: November 16, 2015
Accepted Paper Series
86 downloads
The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing
Journal of Investment Consulting, Vol. 15, No. 1, 51-66, 2014
Arun Muralidhar, Kazuhiko Ohashi and Sung Hwan Shin
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Date Posted: August 30, 2014
Last Revised: November 16, 2015
Accepted Paper Series
46 downloads
Flexibility Theory as a Corporate Governance Mechanism
Journal of Investment Consulting, Vol. 15, No. 1, 67-75, 2014
Kurtay Ogunc
Louisiana State University
Date Posted: August 30, 2014
Accepted Paper Series
13 downloads
Emerging Market Outperformance: Publicly Traded Affiliates of Multinational Corporations
Journal of Investment Consulting, Vol. 15, No. 1, 27-35, 2014
Martijn Cremers
University of Notre Dame
Date Posted: August 29, 2014
Accepted Paper Series
21 downloads
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
David Garff
Accuvest Global Advisors
Date Posted: August 29, 2014
Accepted Paper Series
39 downloads
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
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: August 28, 2014
Accepted Paper Series
245 downloads
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
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: December 23, 2013
Accepted Paper Series
33 downloads
The Business Cycle and the Correlation between Stocks and Commodities
Journal of Investment Consulting, Vol. 14, No. 2, 14-25, 2013
Geetesh Bhardwaj and Adam Dunsby
SummerHaven Investment Management and affiliation not provided to SSRN
Date Posted: December 23, 2013
Accepted Paper Series
48 downloads
Understanding the S&P 500: This Index Offers a Lot of International Exposure
Journal of Investment Consulting, Vol. 14, No. 2, 26-37, 2013
Indrani De
TIAA
Date Posted: December 23, 2013
Accepted Paper Series
25 downloads
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
Jason T. Greene and Tim Marlo
The University of Alabama in Huntsville and Southern Illinois University at Carbondale - Department of Finance
Date Posted: December 23, 2013
Last Revised: November 16, 2015
Accepted Paper Series
26 downloads
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
Aron A. Gottesman, Matthew R. Morey and Menahem Rosenberg
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
Date Posted: December 23, 2013
Accepted Paper Series
31 downloads
Endogenous Risk and Dangers to Market Stability
Journal of Investment Consulting, Vol. 14, No. 2, 59-69, 2013
Jim Pasztor
College for Financial Planning
Date Posted: December 23, 2013
Accepted Paper Series
12 downloads
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available
Journal of Investment Consulting, Vol. 14, No. 1, 57-68, 2013
Daniel Li, Michael Markov and Russ Wermers
Markov Processes International LLC, Markov Processes International LLC and University of Maryland - Robert H. Smith School of Business
Date Posted: December 23, 2013
Accepted Paper Series
37 downloads
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
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: May 08, 2013
Accepted Paper Series
44 downloads
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
Arun Muralidhar and Sung Hwan Shin
AlphaEngine Global Investment Solutions and Korea Fixed Income Research Institute
Date Posted: May 08, 2013
Accepted Paper Series
7 downloads
A Governance Framework Designed for Dynamic Asset Allocation: The CERN Pension Fund Model
Journal of Investment Consulting, Vol. 14, No. 1, 32-37, 2013
Theodore Economou, Gregoire Haenni and Elena Manola-Bonthond
CERN Pension Fund, CERN Pension Fund and CERN Pension Fund
Date Posted: May 08, 2013
Accepted Paper Series
27 downloads
Dividend-Growth as a Defensive Equity Strategy
Journal of Investment Consulting, Vol. 14, No. 1, pp. 38-47, 2013
Geoffrey Gerber
Independent
Date Posted: May 08, 2013
Accepted Paper Series
25 downloads
Investor Personality in Investor Questionnaires
Journal of Investment Consulting, Vol. 14, No. 1, pp. 48-56, 2013
Carrie H. Pan and Meir Statman
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
Date Posted: May 08, 2013
Accepted Paper Series
75 downloads
What Matters in International Equity Diversification?
Journal of Investment Consulting, Vol. 13, No. 1, 15-24, 2012
Chun-Hung Chen and Wenling Lin
Government of the United States of America - Office of the Comptroller of the Currency (OCC) and Office of Comptroller of Currency
Date Posted: September 25, 2012
Accepted Paper Series
21 downloads
The Human Side of Decision Making: Thinking Things Through with Daniel Kahneman, PhD
Journal of Investment Consulting, Vol. 13, No. 1, 5-14, 2012
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: September 22, 2012
Accepted Paper Series
1716 downloads
Value Stocks And the Macro Cycle: Understanding the Value Cycle
Journal of Investment Consulting, Vol. 13, No. 1, 25-29, 2012
David T. Owyong
MSCI Inc.
Date Posted: September 22, 2012
Accepted Paper Series
23 downloads
Questionnaires of Risk Tolerance, Regret, Overconfidence, and Other Investor Propensities
Journal of Investment Consulting, Vol. 13, No. 1, 54-63, 2012
Carrie H. Pan and Meir Statman
Santa Clara University - Department of Finance and Santa Clara University - Department of Finance
Date Posted: September 22, 2012
Accepted Paper Series
99 downloads
Predictability and Hedge Fund Investing
Journal of Investment Consulting, Vol. 13, No. 1, 30-39, 2012
Li Cai
Illinois Institute of Technology - Stuart School of Business, IIT
Date Posted: September 22, 2012
Accepted Paper Series
15 downloads
Measuring the Risk Impact of Social Screening
Journal of Investment Consulting, Vol. 13, No. 1, 45-53, 2012
Patrick Geddes
Aperio Group
Date Posted: September 22, 2012
Accepted Paper Series
36 downloads
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
Abdur Chowdhury and Barry K. Mendelson
Marquette University - Department of Economics and affiliation not provided to SSRN
Date Posted: September 22, 2012
Accepted Paper Series
5 downloads
A Brief Critical Review of Australia's Retirement Savings System
Journal of Investment Consulting, Vol. 12, No. 2, pp. 53-58, 2011
Jack Gray and Ronald Geoffrey Bird
University of Technology Sydney (UTS) and University of Technology Sydney (UTS) - School of Finance and Economics
Date Posted: February 17, 2012
Accepted Paper Series
15 downloads
The Most Effective Parts of Defined Contribution, Taken from Around the World
Journal of Investment Consulting, Vol. 12, No. 2, pp. 23-27, 2011
Don Ezra
Don Ezra Consulting Services LLC
Date Posted: February 17, 2012
Accepted Paper Series
12 downloads
Pension Funds in the Netherlands
Journal of Investment Consulting, Vol. 12, No. 1, pp. 28-34, 2011
Angelien A. G. Z. Kemna, Eduard H.M. Ponds and Onno W. Steenbeek
All Pensions Group, Algemene Pensioen Groep (APG) and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Date Posted: February 17, 2012
Last Revised: November 16, 2015
Accepted Paper Series
40 downloads
Estonia's Multi-Pillar Pension System: Solid First Miles of the Marathon
Journal of Investment Consulting, Vol. 12, No. 2, pp. 42-52, 2011
Pertti Rahnel, Katrin Rahe and Kaarel Roosa
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Date Posted: February 17, 2012
Accepted Paper Series
11 downloads
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
Cees L. Dert and Geraldine Leegwater
VU University Amsterdam - Faculty of Economics and Business Administration and affiliation not provided to SSRN
Date Posted: February 17, 2012
Accepted Paper Series
15 downloads
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
Journal of Investment Consulting Submitter
Investment Management Consultants Association
Date Posted: February 16, 2012
Accepted Paper Series
77 downloads
Japan's Reform of its Pension System for Sustainability
Journal of Investment Consulting, Vol. 12, No. 2, pp. 59-66, 2011
Yuji Kage
affiliation not provided to SSRN
Date Posted: February 16, 2012
Accepted Paper Series
21 downloads
A Discount Rate for Public Pension Plans
Journal of Investment Consulting, Vol. 12, No. 2, pp. 16-22, 2011
Mark J.P. Anson
Global Equity
Date Posted: February 16, 2012
Accepted Paper Series
25 downloads
Dynamic Beta: Getting Paid to Manage Risks
Journal of Investment Consulting, Vol. 12, No. 2, pp. 67-78, 2011
Timothy Barrett, Donald Pierce, James Perry and Arun Muralidhar
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and AlphaEngine Global Investment Solutions
Date Posted: February 15, 2012
Accepted Paper Series
79 downloads
Volatility and Asset Class Exposure Drive Hedge Fund Returns
Journal of Investment Consulting, Vol. 12, No. 1, pp. 15-22, 2011
Robert A. Brown
affiliation not provided to SSRN
Date Posted: August 11, 2011
Accepted Paper Series
11 downloads
