James White

Elm Partners

1630 Willow View Drive

PO Box 1417

Wilson, WY 83014

SCHOLARLY PAPERS

24

DOWNLOADS
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6,973

SSRN CITATIONS

1

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Scholarly Papers (24)

1.

What's Past is Not Prologue

Number of pages: 5 Posted: 08 Aug 2018
Elm Partners, Elm Partners and Elm Partners
Downloads 1,719 (10,388)

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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

2.

The Equity Risk Premium: A Novel Perspective on the Past Fifty Years

Number of pages: 4 Posted: 23 Mar 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 1,060 (21,836)
Citation 1

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stock market, historical returns, COVID-19, coronavirus, equities, expected returns, CAPE, long-term investing

3.

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: 06 Sep 2019
Victor Haghani and James White
Elm Partners and Elm Partners
Downloads 931 (26,358)

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

4.

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 928 (26,486)

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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.

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 841 (30,504)

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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

6.

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 536 (55,555)

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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

7.

Basic Portfolio Construction and Expected Utility

Number of pages: 4 Posted: 23 Nov 2016 Last Revised: 23 May 2017
James White
Elm Partners
Downloads 135 (230,561)

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8.

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 93 (300,503)

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

9.

Practical Utility, Risk Aversion, and Investment Sizing

Number of pages: 12 Posted: 10 Nov 2016 Last Revised: 05 Dec 2016
James White
Elm Partners
Downloads 77 (337,124)

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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 73 (347,506)

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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.

The Treasury Bill Risk Premium: Why T-Bills Are About as Risky as Stocks in the Long Term

Number of pages: 4 Posted: 10 Jun 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 72 (350,188)

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annuity, net worth, lump sum wealth, T-Bills, S&P 500, real annuity value

12.

On Forecasting

Number of pages: 3 Posted: 20 May 2017
James White
Elm Partners
Downloads 72 (350,188)

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13.

Dynamic Asset Allocation Based on Valuation and Momentum Applied to a Global All-Equity Portfolio

Number of pages: 5 Posted: 29 Apr 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 71 (352,862)

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All-Equity, Valuation and Momentum, Asset Allocation, Global Finance

14.

Negative Interest Rates and the Perpetuity Paradox

Number of pages: 6 Posted: 01 Jan 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 67 (364,108)

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negative interest rates, long-term loans, perpetual loans, perpetuity

15.

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 52 (411,752)

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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

16.

George Costanza at it Again: The Leveraged ETF Episode

Number of pages: 5 Posted: 09 Jun 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 47 (429,914)

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ETFs, SPXS, SPXL, leveraged ETFs

17.

Steadfast, Greedy, or Fearful? Strategies for Responding to Extreme Market Volatility

Number of pages: 6 Posted: 03 Jun 2020
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 42 (449,592)

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market volatility, March 2020, coronavirus, COVID-19, expected returns, expected risk

18.

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 34 (484,458)

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19.

There’s No Place Like Home: The Case For and Against Extreme Home Bias in Equity Investing

Number of pages: 6 Posted: 11 Nov 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 33 (489,272)

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home bias, equity markets, US investments, foreign investing

20.

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 32 (494,092)

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

21.

Home Biased: A Case for More Indexing

Number of pages: 2 Posted: 11 Nov 2019
James White and Victor Haghani
Elm Partners and Elm Partners
Downloads 27 (520,323)

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home bias, index investing, global markets, supply and demand, macro investing

22.

Mind the Gap: Inequality and Diversification

Number of pages: 6 Posted: 01 Jan 2020
Elm Partners, Elm Partners and Elm Partners
Downloads 24 (538,088)

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wealth inequality, diversification, Concentrated Asset Betting

23.

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 7 (649,743)

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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

24.

Smart Beta: The Good, the Bad and the Muddy

Journal of Portfolio Management, Vol. 46, No. 4, 2020, https://jpm.pm-research.com/content/46/4/11
Posted: 17 Jul 2019 Last Revised: 24 May 2020
James White and Victor Haghani
Elm Partners and Elm Partners

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