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Journal of Investment Consulting

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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
Investments & Wealth Institute
Downloads 1,810
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
Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,533
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
Investments & Wealth Institute
Downloads 468
4.

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 389
5.

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 349
6.

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 321
7.

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 272
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 235
9.

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
Investments & Wealth Institute
Downloads 232
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
affiliation not provided to SSRN
Downloads 215
11.

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 193
12.

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
Investments & Wealth Institute
Downloads 181
13.

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
Investments & Wealth Institute
Downloads 173
14.

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
Investments & Wealth Institute
Downloads 148
15.

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 144
16.

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 143
17.

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
Santa Clara University - Leavey School of Business
Downloads 139
18.

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
Investments & Wealth Institute
Downloads 138
19.

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 136
20.

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 124
21.

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
Santa Clara University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 121
22.

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
New York University (NYU) - Department of Finance and ART MARKET CONSULTANCY
Downloads 112
23.

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 111
24.

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
Santa Clara University - Department of Finance and Bellatore Financial, Inc.
Downloads 108
25.

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
affiliation not provided to SSRN
Downloads 107
26.

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
affiliation not provided to SSRN, affiliation not provided to SSRN, affiliation not provided to SSRN and AlphaEngine Global Investment Solutions
Downloads 103
27.

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 101
28.

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 101
29.

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 94
30.

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 91
31.

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 89
32.

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 89
33.

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
Investments & Wealth Institute
Downloads 88
34.

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
Investments & Wealth Institute
Downloads 85
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 76
36.

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 68
37.

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
T. Rowe Price
Downloads 64
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
AlphaEngine Global Investment Solutions, Hitotsubashi University - Graduate School of International Corporate Strategy and Korea Fixed Income Research Institute
Downloads 62
39.

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
University of Massachusetts Amherst - Isenberg School of Management, University of Massachusetts Amherst - Department of Finance and Providence College
Downloads 61
40.

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
Omega Analysis and Omega Analysis
Downloads 59
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 57
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
T. Rowe Price
Downloads 57
43.

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 56
44.

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
Omega Analysis and Omega Analysis
Downloads 56
45.

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 54
46.

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
Santa Clara University - Department of Finance
Downloads 52
47.

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 52
48.

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
49.

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 50
50.

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
University of Massachusetts Amherst - Isenberg School of Management and University of Massachusetts Amherst - Department of Finance
Downloads 48