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

Fourth Quarter (2010)

0 comments / 14/07/2014 / / Archives, Book Reviews

BOOK REVIEW: The Little Book of Safe Money / The Little Book of Bulletproof Investing

Volume 8, Number 4, Fourth Quarter 2010 The Little Book of Safe Money Jason Zweig Reviewed by Javier Estrada The Little Book of Bulletproof Investing Ben Stein and Phil Demuth Reviewed by Javier Estrada View PDF… Read more

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

CASE STUDIES: Linear Causality

Jack L. Treynor Volume 8, Number 4, Fourth Quarter 2010 View PDF… Read more

0 comments / 14/07/2014 / / Archives, Articles

What’s the Best Way to Trade Using the January Barometer?

Michael J. Cooper, John J. McConnell and Alexei V. Ovtchinnikov Volume 8, Number 4, Fourth Quarter 2010 According to Streetlore, as embedded in the adage “As goes January so goes the rest of the year,” the market return in January provides useful information to would-be investors in that the January market return predicts the market… Read more

0 comments / 14/07/2014 / the JOIM / Archives, Articles

The Rule of 72 for Lifetime Savings

Thomas K. Philips Volume 8, Number 4, Fourth Quarter 2010 Financial planners often impress upon their clients the power of compounding by quoting them the Rule of 72: With annual compounding, a dollar invested in an investment account at a constant interest rate of r% per annum grows to two dollars in approximately 72/r years… Read more

0 comments / 14/07/2014 / the JOIM / Archives, Articles

How Quickly Do Equity Prices Converge to Intrinsic Value?

Dennis R. Capozza and Ryan D. Israelsen Volume 8, Number 4, Fourth Quarter 2010 This research hypothesizes that in markets where information costs, transactions costs and the economic impact of information can vary widely, we should expect both significant predictability and systematic variation in the predictability. Controlling for other factors, we find that on average… Read more

0 comments / 14/07/2014 / the JOIM / Archives, Articles

Equally Weighted Rebalancing as the Average of all Investment Strategies

Masahito Shimizu Volume 8, Number 4, Fourth Quarter 2010 In a performance evaluation, it is important for both sponsors and portfolio managers to estimate the opportunity set of possible performances. In this regard, we investigate the average performance of all possible strategies and how performance varies across strategies. We show that the average is equal… Read more

0 comments / 14/07/2014 / the JOIM / Archives, Surveys and Crossovers

SURVEYS AND CROSSOVERS: Implementing Option Pricing Models Using Python and Cython

Sanjiv R. Das and Brian Granger Volume 8, Number 4, Fourth Quarter 2010 In this article we propose a new approach for implementing option pricing models in finance. Financial engineers typically prototype such models in an interactive language (such as Matlab) and then use a compiled language such as C/C++ for production systems. Code is… Read more

0 comments / 14/07/2014 / the JOIM / Archives, Insight

INSIGHTS: A New Taxonomy of the Dynamic Term Structure Models

Sanjay K. Nawalkha, Natalia A. Beliaeve and Gloria Soto Volume 8, Number 4, Fourth Quarter 2010 This paper gives a new taxonomy of dynamic termstructure models (TSMs) that classifies all existing TSMs as either fundamental models or preference-free single-plus, double-plus, and triple-plus models.We exemplify the new taxonomy by considering preference-free versions of some well-known fundamental… Read more

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

PRACTITIONER’S DIGEST

Volume 8, Number 4, Fourth Quarter 2010 View PDF… Read more

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