James X. Xiong

Ibbotson Associates

Senior Research Consultant

United States

SCHOLARLY PAPERS

6

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Top 26,705

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1,738

SSRN CITATIONS
Rank 32,730

SSRN RANKINGS

Top 32,730

in Total Papers Citations

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CROSSREF CITATIONS

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Scholarly Papers (6)

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
AQR Capital Management, LLC and Ibbotson Associates
Downloads 1,308 (14,439)
Citation 1

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, Ibbotson Associates and Yale School of Management
Downloads 430 (66,756)
Citation 5

Abstract:

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Liquidity, Stocks, Portfolio Management, Mutual Funds

3.

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
Ibbotson Associates, AQR Capital Management, LLC and TIAA Institute - Covariance Capital Management

Abstract:

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asset allocation, dynamic asset allocation, liquidity

4.

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
Ibbotson Associates and AQR Capital Management, LLC

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

5.

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
Ibbotson Associates and Morningstar Investment Management

Abstract:

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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, Ibbotson Associates 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
Ibbotson Associates, Yale School of Management, Morningstar Investment Management and Ibbotson Associates

Abstract:

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