Gregory C. Jones

4x4invest

SCHOLARLY PAPERS

5

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Top 24,416

in Total Papers Downloads

4,413

TOTAL CITATIONS

5

Scholarly Papers (5)

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1.

A Sharper Angle on Optimization

Number of pages: 16 Posted: 07 Oct 2009 Last Revised: 19 Nov 2009
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,853 (19,517)
Citation 3

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mean-variance optimization, covariance matrix, condition number, leverage, Sharpe Ratio

2.

4×4 Asset Allocation

Number of pages: 25 Posted: 27 Oct 2021 Last Revised: 22 Feb 2023
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 1,661 (23,080)

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Asset Allocation, Liquidity, Income, Capital Preservation, Growth

3.

Diversification, Volatilities, and the Supercurrency: The FX Markets Since Bretton Woods

Number of pages: 40 Posted: 16 May 2010
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 599 (95,752)
Citation 2

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diversification, intrinsic volatility, FX modeling, numeraire, effective dimension, entropy, market breadth, Euro, minimal spanning trees

4.

The Concave and Convex Profiles of Productive and Scarce Assets

Number of pages: 75 Posted: 16 Apr 2024
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest
Downloads 300 (213,178)

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Asset Allocation, Scarce Assets, Convexity, Tail Risk, Liquidity, Inflation, Recession

5.

Goal Parity

The Journal of Investing, volume 34, issue 2, 2025 [10.3905/joi.2024.1.337]
Posted: 02 Jun 2023 Last Revised: 04 Feb 2025
Maxim Golts and Gregory C. Jones
4x4invest and 4x4invest

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Strategic Asset Allocation, Goal Based Investing, Portfolio Construction, Liquidity, Income, Capital Preservation, Growth