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:
AI in Finance II
April 21 – 23, 2025 / Santa Clara University
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.
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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