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Wealth Management eJournal

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Viewing: 1 - 50 of 329 papers

1.

Explaining the Recent Failure of Value Investing

NYU Stern School of Business
Number of pages: 29 Posted: 28 Aug 2019 Last Revised: 31 Mar 2020
Working Paper Series
New York University - Stern School of Business and University of Calgary - Haskayne School of Business
Downloads 6,271
2.

Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing

Number of pages: 35 Posted: 17 Feb 2019 Last Revised: 11 Apr 2019
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads 5,877
3.

Machine Learning in Asset Management

Number of pages: 65 Posted: 18 Jul 2019 Last Revised: 26 Mar 2020
Working Paper Series
The Alan Turing Institute
Downloads 5,465
4.

Reports of Value’s Death May Be Greatly Exaggerated

Number of pages: 43 Posted: 02 Dec 2019 Last Revised: 03 Jun 2020
Working Paper Series
Research Affiliates, LLC, Duke University - Fuqua School of Business, Research Affiliates LLC and Dartmouth College - Tuck School of Business
Downloads 4,744
5.

Do Global Stocks Outperform US Treasury Bills?

Number of pages: 85 Posted: 09 Jul 2019
Working Paper Series
Arizona State University, Hong Kong Polytechnic University, Arizona State University (ASU) - Finance Department and Hong Kong Polytechnic University
Downloads 4,483
6.

Quant Bust 2020

Number of pages: 29 Posted: 07 Apr 2020
Working Paper Series
Quantigic Solutions LLC
Downloads 3,452
7.

The Value Premium

Fama-Miller Working Paper No. 20-01
Number of pages: 20 Posted: 27 Jan 2020 Last Revised: 30 Jan 2020
Working Paper Series
University of Chicago - Finance and Dartmouth College - Tuck School of Business
Downloads 2,718
8.

A Robust Estimator of the Efficient Frontier

Number of pages: 16 Posted: 18 Oct 2019 Last Revised: 04 Mar 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,393
9.

Machine Learning Asset Allocation (Presentation Slides)

Number of pages: 35 Posted: 18 Oct 2019 Last Revised: 01 Jun 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 2,086
10.

The US Bond Market before 1926: Investor Total Return from 1793, Comparing Federal, Municipal and Corporate Bonds Part II: 1857 to 1926

Number of pages: 135 Posted: 18 Sep 2019
Working Paper Series
Santa Clara University - Leavey School of Business
Downloads 1,138
11.

Factor Performance 2010-2019: A Lost Decade?

Number of pages: 14 Posted: 20 Apr 2020
Working Paper Series
Robeco Quantitative Investments
Downloads 1,028
12.

Fact and Fiction about Low-Risk Investing

NYU Stern School of Business
Number of pages: 26 Posted: 25 Mar 2020
Working Paper Series
AQR Capital Management LLC, AQR Capital Management, LLC, AQR Capital Management and AQR Capital Management, LLC
Downloads 1,014
13.

Drawdowns

Number of pages: 19 Posted: 24 Apr 2020 Last Revised: 05 May 2020
Working Paper Series
Man AHL, University of Cambridge - Downing College, Duke University - Fuqua School of Business, Man Group plc, Man AHL and Man Group plc
Downloads 1,003
14.

Tracking Retail Investor Activity

Number of pages: 72 Posted: 13 Aug 2016 Last Revised: 09 Apr 2020
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, Columbia Business School, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 910
15.

The Performance of Exchange-Traded Funds

Number of pages: 21 Posted: 06 Oct 2019
Working Paper Series
Robeco Quantitative Investments and VU University Amsterdam - Finance
Downloads 880
16.

Decarbonization Factors

Number of pages: 46 Posted: 14 Sep 2019 Last Revised: 18 Nov 2019
Working Paper Series
State Street Associates, State Street Associates, Harvard University - Harvard Business School, State Street Associates and State Street Associates
Downloads 858
17.

Advances in Financial Machine Learning: Lecture 10/10 (Presentation Slides)

Number of pages: 44 Posted: 14 Nov 2019 Last Revised: 06 Feb 2020
Working Paper Series
Cornell University - Operations Research & Industrial Engineering
Downloads 781
18.

Investor Memory

Number of pages: 40 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Working Paper Series
Maastricht University - School of Business and Economics, Maastricht University - Department of Finance and Maastricht University
Downloads 770
19.

Enhanced Portfolio Optimization

NYU Stern School of Business
Number of pages: 49 Posted: 02 Mar 2020 Last Revised: 01 Apr 2020
Working Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management
Downloads 726
20.

Growth-Trend Timing and 60-40 Variations: Lethargic Asset Allocation (LAA)

Number of pages: 15 Posted: 15 Dec 2019 Last Revised: 22 Jan 2020
Working Paper Series
VU University Amsterdam
Downloads 631
21.

The Psychology of Financial Professionals and Their Clients

Investments & Wealth Monitor, September-October 2019, pp. 15-20
Number of pages: 8 Posted: 18 Oct 2019
Accepted Paper Series
American University - Kogod School of Business, Pennsylvania State University and Washington and Lee University
Downloads 544
22.

An Empirical Evaluation of Tax-Loss Harvesting Alpha

Number of pages: 25 Posted: 03 Apr 2019 Last Revised: 10 Feb 2020
Working Paper Series
Massachusetts Institute of Technology, Chapman University - Department of Business and Economics and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 531
23.

Money in Motion: Dynamic Portfolio Choice in Retirement

Pension Research Council Working Paper No. 2007-7, Michigan Retirement Research Center Research Paper No. WP 2007-152, 20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 34 Posted: 15 Feb 2007
Working Paper Series
Goethe University Frankfurt - Department of Finance, Goethe University Frankfurt - Finance Department, University of Pennsylvania - The Wharton School and Allianz Global Investors

Multiple version iconThere are 2 versions of this paper

Downloads 501
24.

Corporate Governance Through Voice and Exit

European Corporate Governance Institute – Finance Working Paper No. 633/2019,
Number of pages: 75 Posted: 09 Oct 2019 Last Revised: 14 Nov 2019
Working Paper Series
Solvay Brussels School of Economics and Management (ULB), London Business School - Institute of Finance and Accounting and Bocconi University - Department of Finance
Downloads 493
25.

Attention, Social Interaction, and Investor Attraction to Lottery Stocks

9th Miami Behavioral Finance Conference 2018, Baruch College Zicklin School of Business Research Paper No. 2019-03-01, Georgetown McDonough School of Business Research Paper No. 3343769
Number of pages: 67 Posted: 15 Mar 2019 Last Revised: 15 Jul 2019
Working Paper Series
Georgetown University - Robert Emmett McDonough School of Business, University of California, Irvine - Paul Merage School of Business, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and Fordham University - Gabelli School of Business
Downloads 471
26.

In the Shadow of Banks: Wealth Management Products and Issuing Banks’ Risk in China

NYU Stern School of Business
Number of pages: 67 Posted: 18 Jun 2019
Working Paper Series
New York University - Leonard N. Stern School of Business, Fanhai International School of Finance, Fudan University, University of Chicago Booth School of Business and Tsinghua University - School of Economics & Management
Downloads 398
27.

Defined Contribution Plans and the Challenge of Financial Illiteracy

Cornell Law Review, 2019, Forthcoming, U of Penn, Inst for Law & Econ Research Paper No. 19-22, European Corporate Governance Institute - Law Working Paper No. 478/2019
Number of pages: 60 Posted: 15 May 2019 Last Revised: 01 Dec 2019
Working Paper Series
University of Pennsylvania Law School - Institute for Law and Economics, European Corporate Governance Institute, George Washington University - Department of Accountancy and George Washington University - School of Business
Downloads 395
28.

Investment Services and Investment Funds

Investment Services and Investment Funds. “Research Handbook on European Economic Law” Eds. Marco Ventoruzzo - Federico Fabbrini Edward Elgar, 2019, Bocconi Legal Studies Research Paper No. 3345943,
Number of pages: 46 Posted: 29 Mar 2019
Working Paper Series
Bocconi University
Downloads 394
29.

The Rate of Return on Real Estate: Long-Run Micro-Level Evidence

HEC Paris Research Paper No. FIN-2019-1342
Number of pages: 50 Posted: 25 Jun 2019 Last Revised: 26 Sep 2019
Working Paper Series
University of Cambridge - Judge Business School, HEC Paris - Finance Department and Cornell SC Johnson College of Business
Downloads 386
30.

Wealth Taxes

Fama-Miller Working Paper
Number of pages: 4 Posted: 14 Jun 2019 Last Revised: 07 Feb 2020
Working Paper Series
University of Chicago - Finance
Downloads 384
31.

Robo-Advisors: Investing Through Machines

World Bank Research and Policy Briefs No. 134881
Number of pages: 4 Posted: 26 Mar 2019 Last Revised: 27 Apr 2020
Working Paper Series
World Bank, World Bank - Development Research Group (DECRG) and Business School, Pontificia Universidad Católica
Downloads 369
32.

Drawdown Measures: Are They All the Same?

Number of pages: 27 Posted: 04 Nov 2019 Last Revised: 20 Mar 2020
Working Paper Series
University of Goettingen (Gottingen), University of Goettingen (Gottingen) and Quoniam Asset Management GmbH
Downloads 368
33.

Alpha, Beta and the Endowment Model

Number of pages: 15 Posted: 21 Oct 2019
Working Paper Series
EndowBridge Capital, LLC
Downloads 324
34.

Education Planning and the SECURE Act: Creating a Tax Law Paradox

Tax Notes, Vol. 164, No. 10, 1600-1605, 2019
Number of pages: 5 Posted: 06 Nov 2019 Last Revised: 06 Nov 2019
Accepted Paper Series
The American College of Financial Services
Downloads 320
35.

Overlapping Momentum Portfolios

Number of pages: 56 Posted: 07 Apr 2020
Working Paper Series
CUNEF, CUNEF and CUNEF
Downloads 299
36.

Compound Returns

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 81 Posted: 15 Jun 2019 Last Revised: 01 Oct 2019
Working Paper Series
University of Gothenburg - Centre for Finance and University of Gothenburg - Centre for Finance
Downloads 298
37.

The Fundamental-to-Market Ratio and the Value Premium Decline

Kenan Institute of Private Enterprise Research Paper
Number of pages: 40 Posted: 13 Apr 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Finance Area and University of North Carolina at Chapel Hill
Downloads 296
38.

Economic Versus Statistical Clustering in Multi-Asset Multi-Factor Strategies

Risk & Reward, 2020, 1st issue, pp. 26-32
Number of pages: 8 Posted: 16 Mar 2020
Accepted Paper Series
Invesco, Invesco, Invesco and Invesco
Downloads 293
39.

Should Taxable Investors Shun Dividends?

The Journal of Wealth Management, Winter 2019, 22 (3) 49-69; DOI: org/10.3905/jwm.2019.1.080
Number of pages: 42 Posted: 24 Jun 2019 Last Revised: 07 Nov 2019
Accepted Paper Series
AQR Capital Management, LLC, AQR Capital Management, LLC, AQR Capital Management, LLC and AQR Capital Management, LLC
Downloads 293
40.

Robo-Advisors: A Substitute for Human Financial Advice?

Number of pages: 14 Posted: 05 Jul 2019 Last Revised: 10 Jul 2019
Working Paper Series
University of Marburg | Institute of Accounting and Finance and University of Giessen - Department of Financial Services
Downloads 277
41.

Robust Leveraged ETF Portfolios Extending Classic 40/60 Portfolios and Portfolio Insurance

Number of pages: 65 Posted: 19 Mar 2020 Last Revised: 19 Mar 2020
Working Paper Series
Columbia University and Stuyvesant High School
Downloads 265
42.

Five Facts About Beliefs and Portfolios

Yale ICF Working Paper No. 2019-05, Wharton Pension Research Council Working Paper No. 2019-07, NYU Stern School of Business
Number of pages: 76 Posted: 08 Mar 2019 Last Revised: 31 Mar 2020
Working Paper Series
Yale School of Management, Harvard University, New York University (NYU) - Leonard N. Stern School of Business and Vanguard

Multiple version iconThere are 4 versions of this paper

Downloads 261
43.

How Do Private Equity Fees Vary Across Public Pensions?

Number of pages: 59 Posted: 24 Feb 2020
Working Paper Series
Stanford University - Graduate School of Business and Harvard Business School - Finance Unit
Downloads 259
44.

Hedge Fund Alpha: Cycle or Sunset?

The Journal of Alternative Investments, Forthcoming
Number of pages: 34 Posted: 11 Dec 2019 Last Revised: 15 Apr 2020
Accepted Paper Series
University of Virginia, Darden Graduate School of Business
Downloads 252
45.

Security Analysis: An Investment Perspective

Fisher College of Business Working Paper No. 2019-03-016, Charles A. Dice Center Working Paper No. 2019-16
Number of pages: 71 Posted: 08 Jul 2019
Working Paper Series
Ohio State University (OSU) - Department of Finance, Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration, University of Cincinnati and Ohio State University - Fisher College of Business

Multiple version iconThere are 2 versions of this paper

Downloads 232
46.

Volatility as an Asset Class: Holding VIX in a Portfolio

Journal of Futures Markets, Forthcoming
Number of pages: 29 Posted: 27 Jan 2020
Accepted Paper Series
University of New South Wales
Downloads 227
47.

G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning

Number of pages: 20 Posted: 20 Mar 2020 Last Revised: 23 Mar 2020
Working Paper Series
Illinois Institute of Technology and New York University (NYU) - NYU Tandon School of Engineering
Downloads 216
48.

Intraday Time Series Momentum: Global Evidence and Links to Market Characteristics

Number of pages: 41 Posted: 10 Oct 2019 Last Revised: 17 Apr 2020
Working Paper Series
University of Southampton, University of Nottingham and ICMA Centre, Henley Business School
Downloads 216
49.

Wealth Tax Design: Lessons from Estate Tax Avoidance

UCLA School of Law, Law-Econ Research Paper No. 20-01
Number of pages: 29 Posted: 29 Jan 2020
Working Paper Series
University of California, Los Angeles (UCLA) - School of Law and University of California, Los Angeles (UCLA) - School of Law
Downloads 212
50.

Active Investing as a Negative Sum Game: A Critical Review

Journal of Investment Management, Forthcoming
Number of pages: 20 Posted: 23 Aug 2019 Last Revised: 22 Jan 2020
Working Paper Series
Australian National University (ANU) - Research School of Finance, Actuarial Studies and Statistics
Downloads 204