James X. Xiong

Morningstar Investment Management

22 W Washington

Chicago, IL 60602

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 24,311

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Top 24,311

in Total Papers Downloads

2,015

SSRN CITATIONS
Rank 30,541

SSRN RANKINGS

Top 30,541

in Total Papers Citations

2

CROSSREF CITATIONS

20

Scholarly Papers (7)

1.

How Index Trading Increases Market Vulnerability

Financial Analysts Journal, Forthcoming
Number of pages: 30 Posted: 11 Aug 2011 Last Revised: 01 Nov 2011
Rodney N Sullivan and James X. Xiong
University of Virginia, Darden Graduate School of Business and Morningstar Investment Management
Downloads 1,325 (14,773)
Citation 3

Abstract:

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market risk, risk management

2.

Liquidity Style of Mutual Funds

Number of pages: 18 Posted: 28 Mar 2011 Last Revised: 17 Feb 2012
Thomas M. Idzorek, James X. Xiong and Roger G. Ibbotson
Morningstar Investment Management, Morningstar Investment Management and Yale School of Management
Downloads 436 (68,202)
Citation 5

Abstract:

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Liquidity, Stocks, Portfolio Management, Mutual Funds

3.

Popularity: A Bridge between Classical and Behavioral Finance

CFA Institute Research Foundation Publications, December 2018, ISBN 978-1-944960-60-5
Number of pages: 163 Posted: 23 Oct 2019
Yale School of Management, Morningstar Investment Management, Morningstar Canada and Morningstar Investment Management
Downloads 254 (125,434)
Citation 2

Abstract:

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4.

Liquidity-Driven Dynamic Asset Allocation

Journal of Portfolio Management, Forthcoming
Posted: 28 Nov 2012 Last Revised: 10 Mar 2016
James X. Xiong, Rodney N Sullivan and Peng Wang
Morningstar Investment Management, University of Virginia, Darden Graduate School of Business and TIAA Institute - Covariance Capital Management

Abstract:

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asset allocation, dynamic asset allocation, liquidity

5.

How Index Trading Increases Market Vulnerability

Financial Analysts Journal, Vol. 68, No. 2, 2012
Posted: 26 Mar 2012
James X. Xiong and Rodney N Sullivan
Morningstar Investment Management and University of Virginia, Darden Graduate School of Business

Abstract:

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Equity Investments, Equity Markets, Characteristics, Institutions, and Benchmarks, Security Market Indices and Benchmarks, Portfolio Management, Equity Portfolio Management Strategies, Passive Management, Mutual Funds, Pooled Funds, and Exchange-Traded Funds (ETFs), Risk Management, Risk Management

6.

The Impact of Skewness and Fat Tails on the Asset Allocation Decision

Financial Analysts Journal, Vol. 67, No. 2, 2011
Posted: 13 Apr 2011
James X. Xiong and Thomas M. Idzorek
Morningstar Investment Management and Morningstar Investment Management

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Portfolio Management: Asset Allocation, Quantitative Methods, Basic Statistical and Probability Concepts, Measures of Kurtosis, Measures of Skewness

The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010
Posted: 02 Apr 2010
Morningstar Investment Management, Ibbotson Associates, Morningstar Investment Management and Yale School of Management

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The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010
Posted: 16 Apr 2010
Morningstar Investment Management, Yale School of Management, Morningstar Investment Management and Ibbotson Associates

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Performance Measurement and Evaluation, Performance Attribution, Portfolio Management, Asset Allocation