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Journal of Investment Consulting

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1.

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 39
2.

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 55
3.

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 29
4.

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 85
5.

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 15
6.

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 22
7.

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 62
8.

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 26
9.

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 232
10.

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 94
11.

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 101
12.

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 459
13.

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 116
14.

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 265
15.

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 770
16.

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 59
17.

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 198
18.

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 563
19.

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 129
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
IPS Strategic Capital
Downloads 265
21.

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 133
22.

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 455
23.

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 66
24.

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 80
25.

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 82
26.

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 118
27.

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 174
28.

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 186
29.

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 92
30.

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
31.

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 40
32.

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 67
33.

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 289
34.

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
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

Multiple version iconThere are 2 versions of this paper

Downloads 135
36.

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 55
37.

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 49
38.

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 52
39.

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 53
40.

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 66
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 72
42.

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
43.

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 69
44.

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 49
45.

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

Multiple version iconThere are 2 versions of this paper

Downloads 291
46.

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 28
47.

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 168
48.

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 562
49.

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 23
50.

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 62