Current Issue
Volume 22, No. 2, Second Quarter 2024
ARTICLES
Optimal Portfolio Choice with Absorbing Markov Chains: Application to Markets that May Potentially Decouple
Andrew Ang, Henry Shen, Jeff Shen and Rui Zhao
Full-Scale Currency Hedging
Megan Czasonis, Mark Kritzman and David Turkington
Extreme Weather and Retirement Savings
Ted Daverman, Joshua Kazdin, Michael Pensky and Fiona Sloof
Night Moves: Is the Overnight Drift the Grandmother of all Market Anomalies?
Victor Haghani, Vladimir Ragulin and Richard Dewey
CASE STUDY
AI Applications in Mass Customization: From Predictive Analytics to Generative AI
Seoyoung Kim
BOOK REVIEW
Book Review – The Great Demographic Reversal: Ageing Societies, Waning Inequality, and an Inflation Revival
by Mark Kritzman (Reviewed by Junming Cui)
Upcoming JOIM events:
October 2 – 4, 2024
Massachusetts Institute of Technology / Cambridge, MA
This conference will focus on the latest developments in AI in finance. More generally, talks will also cover important issues currently under debate in the AI ecosystem that are relevant for investment management. Topics such as the role of closed and open AI, responsible AI, and the future of the workplace will be discussed. Read more…
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.
Paid Subscriptions allows access to all content, no fees and four quarterly print issues. FREE Subscriptions allows access to all Case Studies, Practitioner’s Digests, Book Reviews and Surveys & CrossOvers . There is a $25 fee for Articles. Click here to subscribe