Working Papers & Work in Progress

 

The following papers represent research projects either recently completed or currently in progress.  Clicking on any linked title will allow you to review an abstract and download a PDF version of the selected paper.

 

1.  “Does Asset Allocation Influence Portfolio Performance?: Evidence From University Endowment Funds” (with L. Garlappi and C. Tiu), August 2008

2.  “Staying the Course: Performance Persistence and the Role of Investment Style Consistency in Professional Asset Management” (with W. V. Harlow and Hanjiang Zhang), June 2008

3.  “How Good are the Investment Options Provided by Defined Contribution Plan Sponsors?” (with W. V. Harlow), March 2008

4.  “Portfolio Allocation and Tax-Induced Trading in Individual Investment Accounts: Evidence from the Jobs and Growth Tax Relief Reconciliation Act of 2003” (with W. V. Harlow and S. Titman), In Progress

5. “The Substance of Investment Style: Risk, Return, and Rotation in the Mutual Fund Industry” (with W. V. Harlow), In Progress
 
 

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