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)
There are 2 versions of this paper
Diversification, Volatility, and Surprising Alpha
Number of pages: 17
Posted: 28 Sep 2018
Downloads
228
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
Downloads
55
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
There are 2 versions of this paper
Active Share and Emerging Market Equity Funds
Pace University Finance Research Paper No. 2016/06
Number of pages: 36
Posted: 14 Apr 2016
Last Revised: 27 Aug 2019
Downloads
174
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
Downloads
62
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
There are 2 versions of this paper
Are Exchange-Traded Funds Harvesting Factor Premiums?
Number of pages: 19
Posted: 07 Feb 2017
Last Revised: 20 Sep 2017
Downloads
1,298
Are Exchange-Traded Funds Harvesting Factor Premiums?
Journal of Investment Consulting, Vol. 18, no. 1, 2017
Number of pages: 9
Posted: 02 Feb 2018
Downloads
232
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
There are 2 versions of this paper
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, 2016
Number of pages: 15
Posted: 20 Jan 2017
Last Revised: 28 Jan 2017
Downloads
366
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15
Posted: 07 Feb 2017
Downloads
265
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
There are 2 versions of this paper
Multi-Style Global Equity Investing: A Statistical Study on Combining Fundamentals, Momentum, Risk and Valuation for Improved Performance
Number of pages: 28
Posted: 15 Dec 2013
Downloads
411
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
Downloads
67
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
There are 2 versions of this paper
The Business Cycle and the Correlation Between Stocks and Commodities
Number of pages: 25
Posted: 16 Feb 2012
Last Revised: 10 May 2013
Downloads
289
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
Downloads
135
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
There are 2 versions of this paper
Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available
Number of pages: 28
Posted: 20 Mar 2009
Last Revised: 09 Jan 2013
Downloads
1,910
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
Downloads
66
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
There are 2 versions of this paper
Investor Personality in Investor Questionnaires
Number of pages: 23
Posted: 14 Mar 2012
Downloads
317
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
Downloads
291
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
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