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The equal importance of asset allocation and active management
Xiong, James X.; Ibbotson, Roger G.; Idzorek, Thomas M.; … - In: Financial analysts' journal : FAJ 66 (2010) 2, pp. 22-30
Persistent link: https://www.econbiz.de/10003967803
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Voltility versus tail risk : which one is compensated in equity funds?
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 40 (2014) 2, pp. 112-121
Persistent link: https://www.econbiz.de/10010365059
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The liquidity style of mutual funds
Idzorek, Thomas M.; Xiong, James X.; Ibbotson, Roger G. - In: Financial analysts' journal : FAJ 68 (2012) 6, pp. 38-53
Persistent link: https://www.econbiz.de/10009680558
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The economic value of forecasting left-tail risk
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: The journal of portfolio management : a publication of … 42 (2016) 3, pp. 114-123
Persistent link: https://www.econbiz.de/10011686072
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The diminishing role of active mutual funds : flows and returns
Xiong, James X.; Idzorek, Thomas M.; Ibbotson, Roger G. - In: Journal of investment management : JOIM 21 (2023) 4, pp. 32-52
Persistent link: https://www.econbiz.de/10014475321
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Impact of size and flows on performance for funds of hedge funds
Xiong, James X.; Idzorek, Thomas; Chen, Peng; Ibbotson, … - In: The journal of portfolio management : a publication of … 35 (2008/09) 2, pp. 118-130
Persistent link: https://www.econbiz.de/10003859369
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The impact of skewness and fat tails on the asset allocation decision
Xiong, James X.; Idzorek, Thomas M. - In: Financial analysts' journal : FAJ 67 (2011) 2, pp. 23-35
Persistent link: https://www.econbiz.de/10008991963
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Quantifying the skewness loss of diversification
Xiong, James X.; Idzorek, Thomas M. - In: Journal of investment management : JOIM 17 (2019) 2, pp. 76-88
Persistent link: https://www.econbiz.de/10012254280
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A case for tail-risk-based sharpe ratios
Xiong, James X.; Idzorek, Thomas M. - In: The journal of portfolio management : a publication of … 44 (2017) 3, pp. 114-125
Persistent link: https://www.econbiz.de/10011877681
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The ABCs of hedge funds : alphas, betas, and costs
Ibbotson, Roger G.; Chen, Peng; Zhu, Kevin X. - In: Financial analysts' journal : FAJ 67 (2011) 1, pp. 15-25
Persistent link: https://www.econbiz.de/10008858054