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 (2014)

0 comments / 20/03/2015 / / Archives, Practitioner’s Digest

PRACTITIONER’S DIGEST

Volume 12, Number 4, Fourth Quarter 2014 View PDF… Read more

0 comments / 20/03/2015 / the JOIM / Archives, Case Studies

CASE STUDIES: Global Investing for the Value Trader

Jack L. Treynor Volume 12, Number 4, Fourth Quarter 2014 View PDF… Read more

0 comments / 20/03/2015 / / Archives, Book Reviews

BOOK REVIEW: Performance Evaluation and Attribution of Security Portfolios

Volume 12, Number 4, Fourth Quarter 2014 Performance Evaluation and Attribution of Security Portfolios Bernd R. Fischer and Russ Wermers Reviewed by Pierre-Emmanuel Marzouk View PDF… Read more

0 comments / 20/03/2015 / / Archives, Articles

The Dependence of Upside Capture Ratios and Downside Capture Ratios on the Length of the Measurement Interval, Beta, and Alpha

Robert Ferguson, Danny Meidan and Joel Rentzler Volume 12, Number 4, Fourth Quarter 2014 Upside and downside capture ratios are used to assess the quality of investment managers and investment strategies. We propose a simple theoretical model which predicts that the upside capture ratio is an increasing function of the measurement interval length and that… Read more

0 comments / 20/03/2015 / the JOIM / Archives, Articles

Separating Winners From Losers Among Value and Growth Stocks in Different US Exchanges: 1969-2011

George Athanassakos Volume 12, Number 4, Fourth Quarter 2014 The purpose of this paper is twofold: (a) to determine whether there is value premium in our sample of US stocks for the period May 1, 1969–April 30, 2011; and (b) to examine whether an additional screening to the first step of the value investing process… Read more

0 comments / 20/03/2015 / the JOIM / Archives, Articles

A Simple Diversified Portfolio Strategy

Bernd Hanke and Garrett Quigley Volume 12, Number 4, Fourth Quarter 2014 We present a simple portfolio construction approach which is a blend of market weights and equal stock and sector weights. Our approach results in a highly diversified portfolio both on a stock level and on a sector level and generates higher portfolio returns… Read more

0 comments / 20/03/2015 / the JOIM / Archives, Articles

For Better Performance: Constrain Portfolio Weights Differentially and Globally

Haim Levy and Moshe Levy Volume 12, Number 4, Fourth Quarter 2014 Even after more than six decades since the publication of the breakthrough article by Markowitz, the Mean–Variance framework is still the most commonly employed portfolio management tool. Yet, as portfolio managers know all too well, the optimal diversification and the induced performance are… Read more

0 comments / 20/03/2015 / the JOIM / Archives, Insight

INSIGHTS: Free Cash Flows, Valuation and Growth Opportunities Bias

Hersh Shefrin Volume 12, Number 4, Fourth Quarter 2014 Analysts who base valuations on expected free cash flows are vulnerable to making biased assessments of terminal value because they fail to take into account the implications of disappearing growth opportunities during the terminal period. This leaves their valuations subject to “growth opportunities bias” (GOB). There… 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