Do large shocks in VIX signal a flight-to-safety in the gold market?

B Boscaljon, J Clark - Journal of Applied Finance, 2013 - search.proquest.com
The recent financial crisis provides an opportunity to examine flight-to-safety in response to
various levels of market uncertainty. This study is the first to examine the degree of market …

Information content of bank loan announcements to Asian corporations during periods of economic uncertainty

B Boscaljon, CC Ho - Journal of Banking & Finance, 2005 - Elsevier
In this study, changes in the borrower–lender relationship prior to and after the Asian crisis
are examined. We find the lender quality is the most important determinant of the information …

Market timing using the VIX for style rotation.

B Boscaljon, G Filbeck, X Zhao - Financial Services Review, 2011 - search.ebscohost.com
We examine the effectiveness of the market volatility index (VIX) provided by the Chicago
Board Options Exchange in timing shifts for style asset allocation. The findings of Copeland …

Information content of business methods patents

B Boscaljon, G Filbeck, T Smaby - Financial Review, 2006 - Wiley Online Library
We examine the market reaction to business method patents granted to publicly traded firms.
Our findings suggest that the State Street decision represents a turning point not only for …

[PDF][PDF] Time, wealth, and human capital as determinants of asset allocation

B Boscaljon - FINANCIAL SERVICES REVIEW-GREENWICH-, 2004 - Citeseer
This paper provides a theoretical model for individuals to make asset allocation decisions
based on their value of leisure time, risk tolerance, and a retirement goal. As individuals go …

Government customers, institutional investment horizons, and liquidity risk

B Boscaljon, H Feng, Y Jia, Q Sun - Review of Quantitative Finance and …, 2021 - Springer
Contributing to the literature on government suppliers’ market risk and liquidity, we document
a negative association between the government customer concentration and suppliers’ …

Determining the" glide path" for target-date funds.

B Boscaljon - Financial Services Review, 2011 - search.ebscohost.com
On June 16, 2010, the SEC proposed new guidelines for target date funds to follow regarding
the explanation of glide paths. This paper presents a model that determines a" glide path" …

Maximizing retirement income and leisure time

B Boscaljon - Journal of Financial Planning, 2005 - search.proquest.com
Innovative ideas in the field of behavioral finance over the past 25 years provide new insights
regarding how individuals make choices. The remainder of this article summarizes an …

Rebalancing strategies for creating efficient portfolios

B Boscaljon, G Filbeck, CC Ho - The Journal of Investing, 2008 - pm-research.com
This article applies an annual rebalancing strategy to create portfolios of industry leaders
and compares the efficiency of these portfolios with the S&P 500 Index and the CRSP market …

A Simple Portfolio Insurance Strategy for Retirement Investing.

B Boscaljon, L Sun - Journal of Financial Service …, 2006 - search.ebscohost.com
The most common approach to individual retirement investing is based on a gradual
reduction of equities as an individual approaches the retirement date. However, other equity …