Joel Rentzler

City University of New York (CUNY) - Baruch College

17 Lexington Avenue

New York, NY 10010

United States

SCHOLARLY PAPERS

14

DOWNLOADS

1,041

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (14)

1.

Does Economic Value Added (EVA) Improve Stock Performance Profitability?

The Journal of Applied Finance, Fall/Winter 2005, 101-113
Number of pages: 13 Posted: 17 Oct 2013
Robert Ferguson, Joel Rentzler and Susana Yu
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 635 (62,263)

Abstract:

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EVA, Stern Stewart, profitability, stock performance

2.

Trading Strategy on EVA and MVA: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, Vol. 3, No. 4, 2006
Number of pages: 7 Posted: 27 Feb 2016
Robert Ferguson, Joel Rentzler and Susana Yu
AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 206 (215,402)
Citation 1

Abstract:

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economic value added, EVA, stock performance, portfolio performance

3.

Upside and Downside Capture Ratios: How to Make Them Come out the Way You Want

Number of pages: 29 Posted: 25 Aug 2017
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College
Downloads 74 (454,513)

Abstract:

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Capture Ratio, Upside, Downside, Performance Measurement, Alpha, Investment Management

Looking Back: Quantitative Analysis Before Computers

“Looking Back: Quantitative Analysis Before Computers”, with Lawrence Ferguson, Joel Rentzler, and Susana Yu, The Journal of Applied Finance, 2004, Spring/Summer.
Number of pages: 10 Posted: 25 Feb 2016
Independent, AnswersToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 39 (619,679)

Abstract:

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Quantitative Financial Analysis, Stock Analysis, Fundamental Analysis, Stock Valuation,

Looking Back: Quantitative Analysis Before Computers

Number of pages: 10 Posted: 10 Jan 2005
Independent, AnswerToGo, City University of New York (CUNY) - Baruch College and State University in New York / Plattsburgh
Downloads 27 (701,907)

Abstract:

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5.

Does Economic Value Added (Eva) Improve Stock Performance or Profitability?

Journal of Applied Finance, Vol. 15, No. 2, Fall/Winter 2005
Number of pages: 13 Posted: 29 Sep 2005
Robert Ferguson, Joel Rentzler and Susana Yu
AnswerToGo, City University of New York (CUNY) - Baruch College and Iona College
Downloads 37 (617,287)

Abstract:

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Winning the Performance Game Without Really Trying

Journal of Performance Measurement, 1999, v3(4), 59-66
Number of pages: 8 Posted: 25 Nov 2015
Robert Ferguson and Joel Rentzler
AnswersToGo and City University of New York (CUNY) - Baruch College
Downloads 23 (735,266)

Abstract:

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active management, performance

7.

The Effect of Value Estimation Errors on Portfolio Growth Rates

Journal of Investing, 2009, https://doi.org/10.3905/JOI.2009.18.2.069
Posted: 22 May 2019
AnswersToGo, Fordham University - Finance Area, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

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portfolio growth rate, estimation error

8.

The Dependence of Upside Capture Ratios and Downside Capture Ratios on the Length of the Measurement Interval, Beta, and Alpha

Journal of Investment Management (JOIM), 2014, v12(2), 105-116
Posted: 15 Nov 2014 Last Revised: 25 Apr 2016
Robert Ferguson, Danny Meidan and Joel Rentzler
AnswersToGo, Independent and City University of New York (CUNY) - Baruch College

Abstract:

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Upside capture ratios, downside capture ratios, beta, alpha, performance measurement

9.

Intraday Price Reversal Patterns in the Currency Futures Market: The Impact of the Introduction of Globex and the Euro

Journal of Futures Markets, 2006
Posted: 23 Feb 2006
Joel Rentzler, Kishore Tandon and Susana Yu
City University of New York (CUNY) - Baruch College, CUNY Baruch College - Zicklin School of Business and Iona College

Abstract:

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market efficiency, futures markets

10.

Short-Term Market Efficiency in the Futures Markets: Topix Futures and 10-Year Jgb Futures

Global Finance Journal, 2006
Posted: 19 Dec 2005
Joel Rentzler, Kishore Tandon and Susana Yu
City University of New York (CUNY) - Baruch College, CUNY Baruch College - Zicklin School of Business and Iona College

Abstract:

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Index Futures, Overreaction, Market Efficiency

11.

Trading Strategy on Eva and Mva: Are They Reliable Indicators of Future Stock Performance?

Journal of Investing, 2006
Posted: 19 Dec 2005
Robert Ferguson, Joel Rentzler and Susana Yu
AnswerToGo, City University of New York (CUNY) - Baruch College and Iona College

Abstract:

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12.

Nasdaq-100 Index Futures: Intraday Momentum or Reversal?

Posted: 29 Apr 2005
Susana Yu, Joel Rentzler and Avner Wolf
State University in New York / Plattsburgh, City University of New York (CUNY) - Baruch College and Baruch College

Abstract:

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Index futures, overreaction, market efficiency

13.

Long-Short Strategies May Not Be Factor-Neutral

Posted: 15 Sep 2004
Susana Yu, Joel Rentzler and Avner Wolf
State University in New York / Plattsburgh, City University of New York (CUNY) - Baruch College and Baruch College

Abstract:

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Factor-Neutral, Trading Strategies

14.

Can Simple Buy and Sell Rules Increase Index Future Day Trading Profitability?

Journal of Investment Management, Vol. 2, No. 1, First Quarter 2004
Posted: 12 Apr 2004
Joel Rentzler and Susana Yu
City University of New York (CUNY) - Baruch College and State University in New York / Plattsburgh

Abstract:

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Index Futures, Market Efficiency, Day Trading