SSRN Journal of Investment Consulting

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 1,730

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

Andrew W. Lo

Massachusetts Institute of Technology (MIT) - Sloan School of Management

There are 2 versions of this paper

Downloads 1,057

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 273

4.

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

John M. Mulvey and Margaret Holen

Princeton University - Bendheim Center for Finance and Goldman Sachs Group, Inc.

Downloads 250

5.

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

Denys Glushkov

University of Pennsylvania - The Wharton School, Wharton Research Data Services (WRDS)

Downloads 248

6.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 247

7.

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

Lauren Cohen, Dong Lou and Christopher J. Malloy

Harvard Business School, London School of Economics & Political Science (LSE) and Harvard Business School

There are 2 versions of this paper

Downloads 226

8.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 211

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

Antti Ilmanen

AQR Capital Management

Downloads 187

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

Jean L. P. Brunel

affiliation not provided to SSRN

Downloads 180

11.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 169

12.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 163

13.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 138

14.

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

Michael S. Finke and David Blanchett

The American College and Morningstar Investment Management

Downloads 134

15.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 129

16.

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

Hersh Shefrin

Santa Clara University - Leavey School of Business

Downloads 112

17.

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

Carrie H. Pan and Meir Statman

Santa Clara University - Department of Finance and Santa Clara University - Department of Finance

Downloads 104

18.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 103

19.

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

Meir Statman

Santa Clara University - Department of Finance

There are 2 versions of this paper

Downloads 102

20.

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

Dominick Paoloni

IPS Strategic Capital

Downloads 101

21.

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

Meir Statman and Jonathan Scheid

Santa Clara University - Department of Finance and Bellatore Financial, Inc.

Downloads 98

22.

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

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

Downloads 89

23.

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

Jianping Mei and Michael Moses

New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY

Downloads 83

24.

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

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

Downloads 82

25.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 77

26.

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

Carrie H. Pan and Meir Statman

Santa Clara University - Department of Finance and Santa Clara University - Department of Finance

There are 2 versions of this paper

Downloads 76

27.

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

Clifford W. Stanton

affiliation not provided to SSRN

Downloads 74

28.

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

Kurtay Ogunc and Asli Ogunc

Louisiana State University and Texas A&M University (TAMU), Commerce

Downloads 72

29.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 72

30.

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

Kenneth Kim, John R. Nofsinger and Zhenzhen Sun

SUNY at Buffalo - School of Management, University of Alaska Anchorage and University of Massachusetts Dartmouth

Downloads 71

31.

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

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

Downloads 68

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

Cheng Yan

Durham University - Department of Economics and Finance

Downloads 64

33.

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

James B. Sandidge

The Sandidge Group LLC

Downloads 60

34.

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

Geetesh Bhardwaj and Adam Dunsby

SummerHaven Investment Management and affiliation not provided to SSRN

There are 2 versions of this paper

Downloads 56

35.

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 53

36.

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

Meir Statman

Santa Clara University - Department of Finance

Downloads 52

37.

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

Thomas Schneeweis, Raj Gupta and Edward Szado

University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts Amherst - Department of Finance and Providence College

Downloads 52

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

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

Downloads 51

39.

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

Ana Cascon and William F. Shadwick

Omega Analysis and Omega Analysis

Downloads 50

40.

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

Ana Cascon and William F. Shadwick

Omega Analysis and Omega Analysis

Downloads 49

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

Journal of Investment Consulting Submitter

Investment Management Consultants Association

Downloads 44

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

Richard K. Fullmer

T. Rowe Price

Downloads 44

43.

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

David Garff

Accuvest Global Advisors

There are 2 versions of this paper

Downloads 43

44.

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

Thomas Schneeweis and Raj Gupta

University of Massachusetts Amherst - Isenberg School of Management and University of Massachusetts Amherst - Department of Finance

Downloads 41

45.

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

Richard K. Fullmer

T. Rowe Price

Downloads 40

46.

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

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)

Downloads 40

47.

Investments Across Cultures: Financial Attitudes of Chinese-Americans

Journal of Investment Consulting, Vol. 11, No. 1, pp. 37-44, 2010

Number of pages: 8 Posted: 03 Nov 2010

Accepted Paper Series

Meir Statman and Jessica A. Weng

Santa Clara University - Department of Finance and Nelson Capital Management

There are 2 versions of this paper

Downloads 39

48.

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

Patrick Geddes

Aperio Group

Downloads 38

49.

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

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

There are 2 versions of this paper

Downloads 38

50.

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

Meir Statman

Santa Clara University - Department of Finance

Downloads 36

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