2013 Archives
Volume 11, Number 1, First Quarter
Deconstructing Black-Litterman: How to Get the Portfolio You Already Knew You Wanted
Richard O. Michaud, David N. Esch and Robert O. Michaud
Investing in What You Know: The Case of Individual Investors and Local Stocks
Mark S. Seasholes and Ning Zhu
Stock Strategies with the January Barometer and the Yield Curve
Licheng Sun, Chris Stivers and Ajay Kongera
VarGamma: A Unified Measure of Portfolio Risk
Kent Osband
Put Option Exercise and Short Stock Interest Arbitrage
Kathryn Barraclough and Robert E. Whale
SURVEYS AND CROSSOVERS: Bayesian Modeling in Finance
Xiaojing Dong and Carrie H. Pan
CASE STUDIES: Marginal Propensity to Consume
Jack L. Treynor
BOOK REVIEWS: Finance and the Good Society
Volume 11, Number 2, Second Quarter
Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban
Lawrence E. Harris, Ethan Namvar and Blake Phillips
When Sell-Side Analysts Meet High-Volatility Stocks: An Alternative Explanation for the Low-Volatility Puzzle
Jason C. Hsu, Hideaki Kudoh and Toru Yamada
Approaches to Improving Bank Share Value Using Credit-Portfolio Management and Credit-Transfer Pricing
Jeffrey R. Bohn and Roger M. Stein
Mutual Fund’s Net Economic Alpha: Definition and Evidence
Sharon Garyn-Tal and Beni Lauterbach
VarGamma Stress Tests
Kent Osband
CASE STUDIES: The Dividend Decision
BOOK REVIEW: “The Most Important Thing—Uncommon Sense for the Thoughtful Investor”
Volume 11, Number 3, Third Quarter
INSIGHTS: The Intended and Collateral Effects of Short-Sale Bans as a Regulatory Tool
Terrence Hendershott, Ethan Namvar and Blake Phillips
LIBOR Versus OIS: The Derivatives Discounting Dilemma
John Hull and Alan White
Generating Superior Performance in Private Equity: A New Investment Methodology
S. P. Kothari, Gitanjali Swamy and Konstantin Danilov
Demystifying Managed Futures
Brian Hurst, Yao Hua Ooi and Lasse Heje Pedersen
Where the Boys Are—Gender, Risk Taking, and Authority in Institutional Equity Management
Margaret Stumpp
SURVEYS AND CROSSOVERS: Value of Corporate Control: Some International Evidence
Paul Hanouna, Atulya Sarin and Alan C. Shapiro
CASE STUDIES: The Work Force and Inflation
Successful Investing is a Process: Structuring Efficient Portfolios for Outperformance
Volume 11, Number 4, Fourth Quarter
The Evolving Structure of the Private Equity and Venture Capital Industry
Mark A. Wolfson
INSIGHTS: Finance Professionals in the Financial Crisis: Values, Fairness, and Culture
Meir Statman
What Drives the Value Premium? Risk versus Mispricing: Evidence from International Markets
Denis B. Chaves, Jason Hsu, Vitali Kalesnik and Yoseop Shim
Stress-Testing Portfolio-Specific Risk
Jason D. Fink, Kristin E. Fink and Hui H. Sono
Analyst Forecasts: It Pays to Be Off!
Gilles Hilary and Charles Hsu
CASE STUDIES: Farming and Futures
BOOK REVIEW: The Behavior Gap—SimpleWays to Stop Doing Dumb Things with Money