Table of Contents

Fall 2018; Volume 21,Issue 2

Editor’s Letter

  • Open Access
    Editor’s Letter
    Jean L.P. Brunel
    The Journal of Wealth Management Fall 2018, 21 (2) 1-4; DOI: https://doi.org/10.3905/jwm.2018.21.2.001

Factor Allocation and Asset Allocation

  • Factor Allocation and Asset Allocation
    Gregg S. Fisher and Michael B. McDonald
    The Journal of Wealth Management Fall 2018, 21 (2) 10-20; DOI: https://doi.org/10.3905/jwm.2018.21.2.010

A Key Rate of Sector and Country Diversification

Bond Tents: Reshaping the Equity Glide Slope at the End of Wealth Accumulation

Portfolio Optimization Strategy for Concentrated Portfolios: Models and Time Horizons

Using “Equivalent Tax Rates” to Determine Tax-Efficient Retirement Investment and Withdrawal

To Advise, or Not to Advise—How Robo-Advisors Evaluate the Risk Preferences of Private Investors

Who Is Less Likely to Be Involved in Financial Advisor Misconduct?

The Impact of Volatility on Returns Models: The Case of Crude Oil

U.S. Stock Returns and VIX Futures Curve

  • U.S. Stock Returns and VIX Futures Curve
    Todd Feldman, Alan Jung and Shengle Lin
    The Journal of Wealth Management Fall 2018, 21 (2) 107-117; DOI: https://doi.org/10.3905/jwm.2018.21.2.107

Nifty Volatility Using Neutral Strategies

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