Victor Haghani

Elm Partners

CEO

1630 Willow View Drive

PO Box 1417

Wilson, WY 83014

http://www.elmfunds.com

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 1,950

SSRN RANKINGS

Top 1,950

in Total Papers Downloads

16,250

CITATIONS

4

Scholarly Papers (15)

1.

Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin

Number of pages: 8 Posted: 25 Oct 2016
Victor Haghani and Richard Dewey
Elm Partners and Royal Bridge Capital
Downloads 8,052 (644)
Citation 2

Abstract:

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Decision Making under Uncertainty, Risk, Uncertainty, Utility, Risk Aversion, Kelly, Gambling, Betting, Coin Flip, Market Anomalies, Return Predictability, Behavioral Finance, Market Timing, Gamblers Fallacy, St Petersburg Paradox, CRRA

2.

Return Chasing and Trend Following: Superficial Similarities Mask Fundamental Differences

Number of pages: 12 Posted: 21 Jan 2016 Last Revised: 30 Jan 2016
Victor Haghani and Samantha McBride
Elm Partners and Elm Partners
Downloads 1,640 (9,853)
Citation 2

Abstract:

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Momentum, Trend Following, Return Chasing, Investor Sentiment, Asset Allocation, Tactical Asset Allocation, GTAA, Market Anomalies, Capital Flows, Fund Flows, Price Pressure, Price Impact, Return Predictability, Behavioral Finance, Investor Returns, Fund Returns, Past Performance, Market Timing

3.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
James White, Jeffrey Rosenbluth and Victor Haghani
Elm Partners, Elm Partners and Elm Partners
Downloads 1,633 (9,929)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, Manager Selection, Sharpe Ratio, Mutual Funds, Data Mining

4.

Optimal Trade Sizing in a Game with Favourable Odds: The Stock Market

Number of pages: 4 Posted: 02 Dec 2016 Last Revised: 05 Dec 2016
Victor Haghani and Andrew Morton
Elm Partners and Citigroup, Inc. - Citigroup Global Markets
Downloads 1,596 (10,313)
Citation 1

Abstract:

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Decision Making under Uncertainty, Risk, Uncertainty, Utility, Risk Aversion, Kelly, Coin Flip, Heuristics, Rules of Thumb, Behavioral Finance, Market Timing, Gamblers Fallacy, St. Petersburg Paradox, Gambling, Betting, CRRA

5.

A Sharper Lens for Sizing Up Nickels and Steamrollers

Number of pages: 3 Posted: 23 Nov 2016 Last Revised: 08 Aug 2018
Victor Haghani and James White
Elm Partners and Elm Partners
Downloads 915 (24,281)

Abstract:

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Decision Making under Uncertainty, Risk, Uncertainty, Utility, Risk Aversion, Kelly, Coin Flip, Heuristics, Rules of Thumb, Behavioral Finance, Market Timing, Gamblers Fallacy, St. Petersburg Paradox, Gambling, Betting, CRRA

6.

What Our Market Return Forecasts Really Mean: Convexity in Equity Returns and its Implications for Investment Sizing

Number of pages: 8 Posted: 10 Feb 2017 Last Revised: 13 Feb 2017
Victor Haghani and James White
Elm Partners and Elm Partners
Downloads 862 (26,437)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Kelly, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, CRRA

7.

When (If Ever) Has it Paid to Wait for a Stock Market Correction?

Number of pages: 3 Posted: 26 Sep 2017
Victor Haghani and James White
Elm Partners and Elm Partners
Downloads 815 (28,605)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, Manager Selection, Sharpe Ratio, Mutual Funds, Data Mining, Conditional Return

8.

A Brief History of Sharpe Ratio, and Beyond

Number of pages: 3 Posted: 13 Dec 2017 Last Revised: 16 Dec 2017
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 456 (61,311)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, Manager Selection, Sharpe Ratio, Mutual Funds, Data Mining

9.

Smart Beta: The Good, the Bad and the Muddy

Number of pages: 9 Posted: 17 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 94

Abstract:

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smart beta, factor investing, market inefficiencies, efficient-market hypothesis

10.

The Most Important Number Not Printed in the WSJ

Number of pages: 2 Posted: 16 Oct 2018 Last Revised: 10 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 64 (340,879)

Abstract:

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Decision Making Under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, Manager Selection, Sharpe Ratio, Mutual Funds, Data Mining, Conditional Return

11.

When it Pays to Pay Capital Gains

Number of pages: 2 Posted: 06 Apr 2019
Victor Haghani, Larry Hilibrand and James White
Elm Partners, Independent and Elm Partners
Downloads 47 (393,473)

Abstract:

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Tax Efficiency, Capital Gains, Tax Harvesting, Risk, Utility, Risk Aversion, Heuristics, Portfolio Selection, Lifetime Portfolio Selection, Saving and Spending

12.

A Penny Saved Is Two Pennies Earned

Number of pages: 2 Posted: 03 May 2018 Last Revised: 10 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 43 (407,768)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Market Timing, Gambling, Betting, Manager Selection, Sharpe Ratio, Mutual Funds, Data Mining, Fees

13.

If George Costanza Were a Hedge Fund Manager

Number of pages: 4 Posted: 27 Jan 2019 Last Revised: 11 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 28 (470,926)

Abstract:

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14.

The Annuity Puzzle: How Big is the Free Lunch Being Left on the Table?

Number of pages: 4 Posted: 10 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 4 (612,577)

Abstract:

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savings crisis, market inefficiency, expected utility, zero-fee annuity, longevity risk, long-term savings, self-managed savings

15.

Measuring the Fabric of Felicity

Number of pages: 4 Posted: 11 Oct 2018 Last Revised: 10 Jul 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 1 (643,078)

Abstract:

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Decision Making under Uncertainty, Risk, Utility, Risk Aversion, Coin Flip, Heuristics, Rules of Thumb, Portfolio Selection, Lifetime Portfolio Selection, Saving and Spending