James X. Xiong

Morningstar Investment Management

Head of Quantitative Research

22 West Washington Street

Chicago, IL 60602

United States

SCHOLARLY PAPERS

4

DOWNLOADS

101

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Research Foundation Review 2018

CFA Institute Research Foundation Review 2018
Number of pages: 94 Posted: 23 Oct 2019
CFA Institute, CFA Institute Research Foundation, CFA Institute Research Foundation, CFA Institute Research Foundation, Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), BlackRock, Inc - San Francisco, Yale School of Management, Morningstar Investment Management, Morningstar Canada, Morningstar Investment Management, IBS, Driehaus Capital Management LLC, Lehmann, Livian, Fridson Advisors LLC, Government of the Federative Republic of Brazil - Central Bank of Brazil, Independent, Princeton University - Department of Psychology, Fidante Partners, Fischer Francis Trees & Watts, Inc. and ProShare Advisors LLC
Downloads 78 (337,401)

Abstract:

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CFA Institute, CFA Institute research foundation, alternative investing, active indexing, ETF, financial crisis, high yield, latin america, sustainable investing, risk tolerance, risk profiling, currency hedging, quantitative investing, alternative investing, popularity, ibbotson

2.

Comovement, Liquidity and Asymmetries

Journal of Investment Management (JOIM), Forthcoming
Number of pages: 38 Posted: 28 Dec 2019
James X. Xiong
Morningstar Investment Management
Downloads 23 (548,678)

Abstract:

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Co-movement, Liquidity, Asymmetric Volume, Asymmetric Correlation, Index Trading

3.

Quantifying the Skewness Loss of Diversification

Forthcoming in the Journal of Investment Management
Posted: 05 Jun 2018
James X. Xiong and Thomas M. Idzorek
Morningstar Investment Management and Morningstar Investment Management

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Diversification; Skewness Loss; Non-Normal Option Pricing

4.

Volatility vs. Tail Risk: Which One is Compensated in Equity Funds?

Journal of Portfolio Management, Forthcoming
Posted: 05 Jun 2013
James X. Xiong, Thomas M. Idzorek and Roger G. Ibbotson
Morningstar Investment Management, Morningstar Investment Management and Yale School of Management

Abstract:

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Volatility, Tail Risk, Equity funds