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

First Quarter (2003)

0 comments / 14/07/2014 / the JOIM / Archives, Case Studies

CASE STUDIES

Jack L. Treynor Volume 1, Number 1, First Quarter 2003 View PDF… Read more

0 comments / 14/07/2014 / / Archives, Practitioner’s Digest

PRACTITIONER’S DIGEST

Volume 1, Number 1, First Quarter 2003 View PDF… Read more

0 comments / 09/07/2014 / the JOIM / Archives, Surveys and Crossovers

STREET RESEARCH: Corporate Earnings and Credit Debacles

Tony Kao View PDF… Read more

0 comments / 07/07/2014 / / Archives, Book Reviews

BOOK REVIEWS: All About Hedge Funds /Trading and Exchanges

Volume 1, Number 1, First Quarter 2003 All About Hedge Funds Robert A. Jaeger Reviewed by Mark Kritzman Trading and Exchanges Larry Harris Reviewed by Mark Kritzman View PDF… Read more

0 comments / 07/07/2014 / the JOIM / Archives, Surveys and Crossovers

Working Paper: The Internet and Investors

Sanjiv R. Das PDF Article… Read more

0 comments / 07/07/2014 / the JOIM / Archives, Articles

Private Equity Returns: An Empirical Examination Of The Exit of Venture-Backed Companies

Sanjiv R. Das, Murali Jagannathan, and Atulya SarinIn this paper we examine 52,322 financing rounds in 23,208 unique firms, over the period 1980 through 2000 by venture and buyouts funds and estimate the probability of exit, time to exit, exit multiples and the expected gains from private equity investments. The expected multiple (after accounting for… Read more

0 comments / 07/07/2014 / the JOIM / Archives, Articles

Segmentation, Illiquidity, and Returns

Renato Staub and Jeffrey Diermeier Volume 1, Number 1, First Quarter 2003 When investing in alternative assets, such as private equity or natural resources – which may be “locked-up” for prolonged periods of time – the question of compensation for illiquidity becomes important. No rational investor will choose the illiquid over the liquid asset unless… Read more

0 comments / 07/07/2014 / the JOIM / Archives, Articles

Understanding Mutual Funds and Hedge Funds Styles Using Return-Based Style Analysis

Arik Ben Dor, Ravi Jagannathan, and Iwan Meier Volume 1, Number 1, First Quarter 2003 We illustrate the use of return-based style analysis in practice using several examples. We demonstrate the importance of selecting the right style benchmarks and how the use of inappropriate style benchmarks may lead to wrong conclusions. We show how asset… Read more

0 comments / 07/07/2014 / the JOIM / Archives, Articles

It’s 11PM – Do You Know Where Your Liquidity Is? The Mean-Variance Liquidity Frontier

Andrew W. Lo, Constantin Petrov, and Martin Wierzbicki Volume 1, Number 1, First Quarter 2003 We introduce liquidity into a mean-variance portfolio optimization framework by defining several measures of liquidity and then constructing three-dimensional mean-variance-liquidity frontiers in three ways – liquidity filtering, liquidity constraints, and a mean-variance-liquidity objective function. We show that portfolios close to… Read more

0 comments / 07/07/2014 / / Articles

Great Moments in Financial Economics: I. Present Value

Mark Rubinstein Volume 1, Number 1, First Quarter 2003 This is the first in a series of articles to appear in this Journal on the history of significant ideas in financial economics. Perhaps the most basic of these is the idea of present value. Early contributors include Johan de Witt (1671), the famous mathematician Abraham… Read more

Previous Articles

JOIM

    Library Access

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

    Edit Profile

Recent Comments

    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