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.  “Staying the Course: The Role of Investment Style Consistency in the Performance of Mutual Funds” (with W. V. Harlow and Hanjiang Zhang), April 2009

2.  “How Good are the Investment Options Provided by Defined Contribution Plan Sponsors?” (with W. V. Harlow), January 2009

3.  “Active Portfolio Management and the Decomposition of Investment Style” (with Hanjiang Zhang), In Progress

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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