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Journal of Investment Consulting

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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

Multiple version iconThere are 2 versions of this paper

Downloads 37
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 15
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

Multiple version iconThere are 2 versions of this paper

Downloads 176
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 40
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 73
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 402
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 99
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

Multiple version iconThere are 2 versions of this paper

Downloads 250
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 567
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 43
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 155
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 407
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 103
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 186
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 115
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 278
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 62
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 71
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 109
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 150
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 137
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 75
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 17
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 36
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

Multiple version iconThere are 2 versions of this paper

Downloads 54
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 279
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 50
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

Multiple version iconThere are 2 versions of this paper

Downloads 97
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 45
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 39
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 41
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 26
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

Multiple version iconThere are 2 versions of this paper

Downloads 60
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 54
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 43
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

Multiple version iconThere are 2 versions of this paper

Downloads 176
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 25
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 1,893
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 38
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 269
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 54
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 10
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 20
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 60
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
VU University Amsterdam - Faculty of Economics and Business Administration and affiliation not provided to SSRN
Downloads 21