Thomas M. Idzorek

Morningstar Investment Management

22 W Washington Street

Chicago, IL 60602

United States

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

5

DOWNLOADS

429

CITATIONS

3

Scholarly Papers (5)

1.

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 429 (66,440)
Citation 5

Abstract:

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Liquidity, Stocks, Portfolio Management, Mutual Funds

2.

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

Abstract:

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Diversification; Skewness Loss; Non-Normal Option Pricing

3.

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

4.

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
Thomas M. Idzorek, Peng Chen, James X. Xiong and Roger G. Ibbotson
Morningstar Investment Management, Ibbotson Associates, Ibbotson Associates and Yale School of Management

Abstract:

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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
James X. Xiong, Roger G. Ibbotson, Thomas M. Idzorek and Peng Chen
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