Hello, Login
X

Forgot Password?

Join Us

to start. Not a member? Join Today!
LinkedIn Join us on
Investment Management Information
“Bridging the theory & practice of investment management”
Email
Advanced Search →
  • Home
  • Journal
    • About
    • Subscribe to the Journal
      • Subscriptions
      • Library Subscriptions
    • Harry M. Markowitz Award
    • Submit a Paper
      • Article Guidelines
      • Practitioner’s Guidelines
    • Reprints & Permissions
    • Advertising
  • Conferences
    • JOIM Conference Events
    • About
    • Membership
    • Board Members
    • Sponsorship
  • Library Access
  • Contact
  • Help

2022 Archives

Volume 20, No. 1, First Quarter 2022

Practitioner’s Digest

ARTICLES
Measuring the Economic and Academic Impact of Philanthropic Funding: The Breast Cancer Research Foundation
Detelina Vasileva, Larry Norton, Marc Hurlbert and Andrew W. Lo

Exponential Glide Paths
Moshe Levy and Haim Levy

Relevance
Megan Czasonis, Mark Kritzman and David Turkington

How Well Do Factor ETFS Capture the FAMA–French Factors?
Nicholas Apergis, Thomas Poufinas, Alexandros Panagakis and Ioannis Ritsios

Characteristic-Based Returns: Alpha or Smart Beta?
Soohun Kim, Robert A. Korajczyk and Andreas Neuhierl

CASE STUDY
Case Study: NFTs as Alternative Investments?
Seoyoung Kim

BOOK REVIEW
In Pursuit of the Perfect Portfolio
by Andrew Lo and Stephen Foerster (reviewed by Megan Czasonis)

Volume 20, No. 2, Second Quarter 2022
Special Issue:  ESG Investing

Practitioner’s Digest

ARTICLES
ESG, Investing, and Corporate Finance: Some Basic Questions
Bradford Cornell

Sustainable Investing From a Practitioner’s Viewpoint: What’s in Your ESG Portfolio?
Jeffrey R. Bohn, Lisa R. Goldberg and Simge Ulucam

Sustainable Alpha in Sovereign and Corporate Bonds
Karishma Kaul, Katharina Schwaiger, Muling Si and Andrew Ang

INSIGHTS
Financing Vaccines for Global Health Security
Jonathan T. Vu, Benjamin K. Kaplan, Shomesh Chaudhuri, Monique K. Mansoura and Andrew W. Lo

Toil and Trouble, Don’t Get Burned Shorting Bubbles
Aaron Brown and Richard Dewey


In Memoriam—Louis A. Simpson
Robert Korajczyk

BOOK REVIEW
Book Review: The Future of Money: How the Digital Revolution is Transforming Currencies and Finance
by Eswar S. Prasad (Reviewed by Travis Whitmore)


Volume 20, No. 3, Third Quarter 2022

Practitioner’s Digest

ARTICLES
Tax-Rate Arbitrage: Realization of Long-Term Gains to Enable Short-Term Loss Harvesting
Lisa Goldberg, Taotao Cai and Pete Hand

Portfolio Performance Attribution via Shapley Value
Nicholas Moehle, Stephen Boyd and Andrew Ang

Just Say No to Leveraged ETFs
Ziemowit Bednarek and Pratish Patel

What’s in the Moneyness? Moneyness Spread and Future Stock Returns
Zhan Li


CASE STUDY
Passive Versus Active ESG Investing: How a Small Hedge Fund Converts an Oil Giant
Ye Cai and Seoyoung Kim

BOOK REVIEW
Book Review: Investing Amid Low Expected Returns
by Antti Illmanen (Reviewed by Zachary Crowell)


JOIM

    Library Access

    Subscribe to the Journal
    Submit a Paper
    Harry M. Markowitz Award
    Editorial Board
    Upcoming Conferences

    Edit Profile

Recent Comments

    Upcoming Conferences

    March 26 – 28, 2023
    UC San Diego

    JOIM

      About the JOIM
    • Library Access
    • Subscribe to the Journal
    • Submit a Paper
    • Editorial Board
    • Harry M. Markowitz Award
    • Reprints & Permissions
    • Advertising
    • Terms and Conditions

    JOIM Conference Series

    • About
    • Upcoming Conferences
    • Membership
    • Board Members
    • Sponsorship Opportunities
    • Terms & Conditions
    Speaker Reimbursement Policy

    Contact

    Journal Of Investment Management (JOIM)
    3658 Mt. Diablo Blvd., Suite 200
    Lafayette, CA 94549
    www.joim.com

    customerservice @ joim.com
    (925) 299-7800

    Copyright 2019 — Journal Of Investment Management design by SEO Web Designers