2016 Archives
Volume 14, Number 1, First Quarter
By the Numbers: 10 Things My Hobbies Have Taught Me About Investing
Vineer Bhansali
Tax-Cognizant Portfolio Analysis: A Methodology for Maximizing After-Tax Wealth
Kenneth A. Blay and Harry M. Markowitz
The Self-Fulfilling Prophecy of Popular Asset Pricing Models
Bradford Cornell and Jason Hsu
The Information Content of Analysts’ Recommendations Revisited
Daniel Bradley, Jonathan Clarke, Suzanne Lee and Chayawat Ornthanalai
Optimal Municipal Bond Portfolios for Dynamic Tax Management
Andrew Kalotay
“Case Studies” Weatherman’s Bias
Jack L. Treynor
Global Asset Allocation: A Survey of the World’s Top Asset Allocation Strategies (by Mebane Faber)
Javier Estrada
Volume 14, Number 2 Second Quarter
Market Risk, Mortality Risk, And Sustainable Retirement Asset Allocation: A Downside Risk Perspective
W. V. Harlow and Keith C. Brown
Combining Value And Momentum
Gregg Fisher, Ronnie Shah and Sheridan Titman
Factor Misalignment And Portfolio Construction
Jose Menchero
Price Dynamics And Liquidity Of Exchange-Traded Funds
Ananth Madhavan and Aleksander Sobczyk
Portfolio Diversification In Concentrated Bond And Loan Portfolios
Paul Kupiec
Why Social Scientists Are Different From Physical Scientists
Jack L. Treynor
The Big Short: Inside The Doomsday Machine (By Michael Lewis)
Craig French
Volume 14, Number 3 Third Quarter
How Do Private Equity Investments Perform Compared to Public Equity?
Robert S. Harris, Tim Jenkinson and Steven N. Kaplan
It’s Easy to Beat the Market
Mosh Levy
The Profitable Dividend Yield Strategy
Wai Mun Fong and Zhehan Ong
“Case Studies” Developing Countries
Jack L. Treynor
Misbehaving—The Making of Behavioral Economics (By Richard Thaler)
Javier Estrada
“Surveys&Crossovers”Correlation or Causation?: The Sorry State of Inference in Empirical Modeling
Xiaojing Dong and John Heineke
Volume 14, Number 4
ARTICLES
INSIGHTS The Road Not Taken
Craig W. French
A New Look at Discount Returns: Implications for the Global Investor
Anthony Tessitore and Nilufer Usmen
Can Fundamental Factors Enhance the Performance of Traditional Momentum Strategies?
Susana Yu and Gwendolyn Webb
Mean–Variance Optimization with Public and Private Asset Classes
Yu (Ben) Meng, Pu (Paul) Zhang and Ryan Ong
After-Tax Portfolio Value: The Missing Tax Option
Andrew Kalotay
CASE STUDIES
Business Models to Cure Rare Disease: A Case Study of Solid Biosciences
Esther S. Kim and Andrew W. Lo
BOOK REVIEW
God’s Own Arithmetic: Harry Markowitz’ Risk-Return Analysis
Review by Craig W. French
SURVEYS&CROSSOVER
The Economics of Flash Orders and Trading
Lawrence E. Harris and Ethan Namvar