Thomas Idzorek

Ibbotson Associates - A Morningstar Company

Chief Investment Officer / Director of Research

225 North Michigan Avenue

Suite 700

Chicago, IL 60601

United States

http://www.ibbotson.com

SCHOLARLY PAPERS

4

DOWNLOADS

403

CITATIONS

2

Scholarly Papers (4)

1.

Liquidity Style of Mutual Funds

Number of pages: 18 Posted: 28 Mar 2011 Last Revised: 17 Feb 2012
Thomas Idzorek, James X. Xiong and Roger G. Ibbotson
Ibbotson Associates - A Morningstar Company, Ibbotson Associates and Yale School of Management
Downloads 370 (60,009)
Citation 2

Abstract:

Liquidity, Stocks, Portfolio Management, Mutual Funds

2.

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

Journal of Portfolio Management, Forthcoming
Posted: 05 Jun 2013
James X. Xiong, Thomas Idzorek and Roger G. Ibbotson
Ibbotson Associates, a Morningstar company, Ibbotson Associates - A Morningstar Company and Yale School of Management

Abstract:

Volatility, Tail Risk, Equity funds

3.

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 Idzorek
Ibbotson Associates and Ibbotson Associates - A Morningstar Company

Abstract:

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
Ibbotson Associates - A Morningstar Company, Ibbotson Associates, Ibbotson Associates and Yale School of Management

Abstract:

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, Ibbotson Associates - A Morningstar Company and Ibbotson Associates

Abstract:

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