2014 Archives
Volume 12, Number 1, First Quarter
CASE STUDIES: New Financing Methods in the Biopharma Industry: A Case Study of Royalty Pharma, Inc.
Andrew W. Lo and Sourya V. Naraharisetti
INSIGHTS: Stakeholders Perspectives on Norwegian Investment Responsibility
Sarah Takaki
Norway’s Summit on Responsible Investing
Mitch Towner
Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth
Zvi Bodie and Marie Briere
The Interest Rate Sensitivity of Tax-Exempt Bonds Under Tax-Neutral Valuation
Andrew Kalotay
The Performance of Leveraged and Inverse Leveraged Exchange-Traded Funds
Brian J. Henderson and Gerald W. Buetow
SURVEYS AND CROSSOVERS: An Introduction to Peer-To-Peer Loans as Investments
Ethan Namvar
BOOK REVIEWS: Risk Return Analysis
Volume 12, Number 2, Second Quarter
INSIGHTS: THE LINK BETWEEN INFLATION AND THE VALUE OF PLANT
Jack L. Treynor
INSIGHTS: Mutual Fund Outperformance and Growth
Gregg S. Fisher, Philip Z. Maymin and Zakhar G. Maymin
The Shadow Price of Liquidity in Asset Allocation – A Case Study
Bac Van Luu, Yazid Sharaiha, Nikolay Doskov, Chirag Patel and David Turkington
Restoring Value to Minimum Variance
Lisa Goldberg, Ran Leshem and Patrick Geddes
Does Factor Timing Explain Hedge Fund Alpha?
Hyuna Park
SURVEYS AND CROSSOVERS: Sovereign Credit Default Swap Premia
Patrick Augustin
CASE STUDIES: A Solution to the Trade Deficit?
BOOK REVIEW: Global Macro: Theory & Practice
Volume 12, Number 3, Third Quarter
INSIGHTS: Hedge Fund Beta Replication: A Five-Year Retrospective
Peter A. Lee and Andrew W. Lo
INSIGHTS: A Rule-Based Commodity Index
John M. Mulvey
Large Price Changes and Subsequent Returns
Suresh Govindaraj, Joshua Livnat, Pavel G. Savor and Chen Zhao
Dilution of Sector Exposures: When Does Unintended Indexing Happen?
Michael Stein and Svetlozar T. Rachev
Corporate Credit Limits for Fixed Income Portfolios
Miikka Taurén and Thomas Philips
SURVEYS AND CROSSOVERS: A Survey of University Endowment Management Research
Georg Cejnek, Richard Franz, Otto Randl and Neal Stoughton
CASE STUDIES: Time Diversification
Jack L. Treynor
BOOK REVEIW: The Undercover Economist Strikes Back – How to Run or Ruin an Economy
Volume 12, Number 4, Fourth Quarter
INSIGHTS: Free Cash Flows, Valuation and Growth Opportunities Bias
Hersh Shefrin
For Better Performance: Constrain Portfolio Weights Differentially and Globally
Haim Levy and Moshe Levy
A Simple Diversified Portfolio Strategy
Bernd Hanke and Garrett Quigley
Separating Winners From Losers Among Value and Growth Stocks in Different US Exchanges: 1969-2011
George Athanassakos
The Dependence of Upside Capture Ratios and Downside Capture Ratios on the Length of the Measurement Interval, Beta, and Alpha
Robert Ferguson, Danny Meidan and Joel Rentzler
CASE STUDIES: Global Investing for the Value Trader
Jack L. Treynor
BOOK REVIEW: Performance Evaluation and Attribution of Security Portfolios