Current Issue
Volume 23, No. 1, First Quarter 2025
ARTICLES
Forecasting and Managing Volatility: An S&P 500 Case Study
Wei Dai, Xing Hong, Robert C. Merton and Mathieu Pellerin
Can Under-Diversification Explain the Size Effect?
Moshe Levy
The CAPM, APT, and PAPM
Thomas M. Idzorek, Paul D. Kaplan and Roger G. Ibbotson
Fixed Income Index Funds: Demystifying Portfolio Construction and Rebalancing
Stephen Laipply, Ananth Madhavan, James Mauro and Nogie Udevbulu
CASE STUDY
The ESG Conundrum
Ye Cai and Seoyoung Kim
BOOK REVIEW
Book Review – The Psychology of Leadership
by Sébastien Page (Reviewed by Will Kinlaw)
Upcoming JOIM events:
Fall JOIM Conference
McCombs School of Business
University of Texas at Austin
October 26 – 28, 2025
https://joim.com/conference-series/
Call for Papers
The JOIM is currently accepting manuscript submissions in the area of investment management and related fields for a special issue series. Data Science including Artificial Intelligence Analysis, Asset allocation, Machine Learning / FinTech, Optimization, Behavioral Finance, Retirement Investing and Liquidity are of particular interest.
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