• Filter By.
  • Topic (${ Topics.length })
  • Type (${ ContentTypes.length })
  • Contributor (${ Contributors.length })
Filter By.







Close Clear Filters Apply

Showing 1 - 10 of 76 results

Sort By
  • Relevance
  • Newest
  • Oldest

Journal Article

Measuring Global Systemic Risk: What Are Markets Saying About Risk?

October 1, 2010 - Rodney N. Sullivan Steven P. Peterson David T. Waltenbaugh

Systemic market events arise with increasing frequency in our complex, adaptive and highly interconnected markets.

Journal Article

Liquidity-Driven Dynamic Asset Allocation

April 2, 2013 - James Xiong Rodney N. Sullivan Peng Wang

Portfolio management is moving toward a more flexible approach capable of capturing dynamics in risk and return expectations across an array of global asset classes.

Journal Article

The Norway Model

December 1, 2012 - David Chambers Antti Ilmanen Elroy Dimson

By 2011, Norway’s Government Pension Fund Global (GPFG) was ranked the largest investor in the world.

Journal Article

Smart Investing in an Environment of Low Expected Returns

February 8, 2017 - Antti Ilmanen

In July 2016, Antti Ilmanen spoke with members of the Journal of Investment Consulting Editorial Advisory Board .

Journal Article

Modelling the Asset-Allocation and Liability Strategy for Canada’s Foreign Exchange Reserves

April 2, 2013 - Francisco Rivadeneyra Jianjian Jin Narayan Bulusu Lukasz Pomorski

The 2007‒2009 global financial crisis led to rapid accumulation of foreign reserves in both developed and emerging countries and triggered discussions of how these reserves should be managed.

Journal Article

Bad Habits and Good Practices

August 5, 2015 - Amit Goyal Antti Ilmanen David G. Kabiller

This article focuses on the habits that may hinder long-term investment performance: multiyear return chasing, under-diversification and comfort seeking.

Journal Article

Using Investment Consumption Value to Select Asset Classes

August 1, 2008 - Rodney N. Sullivan

For investors, selecting the appropriate asset classes to be included in a portfolio is arguably the most important task, but the traditional analytical frameworks use only historical mean- variance analysis to identify asset classes and fail to look into the future.

Journal Article

Expected Returns on Stocks and Bonds

December 1, 2003 - Antti Ilmanen

The equity-bond risk premium — the long-run expected return advantage of stocks over government bonds — is one of the biggest questions in financial markets.

Journal Article

The Death of Diversification Has Been Greatly Exaggerated

January 1, 2012 - Antti Ilmanen Jared Kizer

Asset-class correlations generally tend to rise during crises.

Journal Article

The Past and Future of Quantitative Asset Management

January 1, 2008 - Cliff Asness

The defining element in quant management is diversification.