Jarrod Wilcox

Wilcox Investment, Inc.

950 Centre Street

Newton, MA 02459

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

The P/B-Roe Model Revisited

Number of pages: 29 Posted: 23 Apr 2004
Jarrod Wilcox and Thomas K. Philips
Wilcox Investment, Inc. and NYU Tandon School of Engineering - Department of Finance and Risk Engineering
Downloads 2,853 (4,072)

Abstract:

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P/B, ROE, Valuation, market efficiency, TAA, Tactical Asset Allocation, explanation, prediction

2.

A Discretionary Wealth Approach to Investment Policy

Yale ICF Working Paper No. 09-03, https://doi.org/10.3905/JPM.2009.36.1.046
Posted: 21 May 2019
Jarrod Wilcox and Frank J. Fabozzi
Wilcox Investment, Inc. and EDHEC Business School

Abstract:

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investment policy, discretionary wealth, Markowitz optimization, higher moments, implied leverage, Bayesian investing, robust optimization

3.

International Investing. The Dutch Investor's Perspective

Journal of Investing, Fall 1997
Posted: 18 Apr 1998
Jarrod Wilcox and Stefano Cavaglia
Wilcox Investment, Inc. and Brinson Partners

Abstract:

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