1.
Including Factor Investing in Portfolio Design
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 4-11
Number of pages: 10
Posted: 13 Jan 2021
Accepted Paper Series
BlackRock, Inc
Downloads
17
2.
E. Robert Fernholz, PhD: Stochastic Portfolio Theory
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 12-20
Number of pages: 11
Posted: 13 Jan 2021
Accepted Paper Series
Independent
Downloads
7
3.
Using Barbells to Lift Risk-Adjusted Return
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 40-47
Number of pages: 10
Posted: 13 Jan 2021
Accepted Paper Series
East Tennessee State University, affiliation not provided to SSRN, Western Kentucky University and Western Kentucky University
Downloads
4
4.
Factor Tilts and Asset Allocation
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 30-39
Number of pages: 12
Posted: 13 Jan 2021
Accepted Paper Series
IESE Business School
There are 2 versions of this paper
Factor Tilts and Asset Allocation
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 30-39
Number of pages: 12
Posted: 13 Jan 2021
Downloads
7
Downloads
7
5.
Nonlinear Factor Attribution
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 21-29
Number of pages: 11
Posted: 13 Jan 2021
Accepted Paper Series
Voya Investment Management
There are 2 versions of this paper
Nonlinear Factor Attribution
Number of pages: 20
Posted: 04 Aug 2018
Last Revised: 16 Jan 2019
Downloads
365
Nonlinear Factor Attribution
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 21-29
Number of pages: 11
Posted: 13 Jan 2021
Downloads
15
Downloads
15
6.
Behavioral Finance in Investing: The Existence and Importance of 'Investment Tribes' and Risk-Preference Diversity
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 48-60
Number of pages: 15
Posted: 13 Jan 2021
Accepted Paper Series
Risktyle and AlphaEngine Global Investment Solutions
Downloads
2
7.
Using Personality Assessment and Situational Queries to Understand Risk Tolerance in Emerging Adults
Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 61-77
Number of pages: 19
Posted: 13 Jan 2021
Accepted Paper Series
Brigham Young University, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads
1
8.
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
56
9.
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
272
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
124
Downloads
124
10.
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
46
11.
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
164
12.
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
25
13.
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
52
14.
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
176
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
68
Downloads
68
15.
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
28
16.
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
1,321
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
261
Downloads
261
17.
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
109
18.
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
116
19.
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
487
20.
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
121
21.
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
372
Cloaked Trading
Journal of Investment Consulting, Vol. 17, No. 2, p. 69-80, 2016
Number of pages: 15
Posted: 07 Feb 2017
Downloads
266
Downloads
266
22.
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
825
23.
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
65
24.
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
219
25.
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
668
26.
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
135
27.
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
374
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
140
29.
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
505
30.
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
79
31.
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
115
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
affiliation not provided to SSRN
Downloads
91
33.
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
120
34.
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
194
35.
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 Hong Kong Faculty of Law, CASE - Center for Social and Economic Research and SQW-China Ltd
Downloads
195
36.
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
94
37.
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
38.
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
42
39.
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
420
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
72
Downloads
72
40.
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
296
41.
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
42.
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
292
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
152
Downloads
152
43.
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
61
44.
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
50
45.
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
61
46.
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
58
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
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
1,930
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
74
Downloads
74
48.
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
49.
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
50.
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
73
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