References
- Baierl, Gary, and Peng Chen. 2000. “Choosing Managers and Funds: Maximizing Your Alpha without Sacrificing Your Target.” The Journal of Portfolio Management 26 (2): 47–53. doi:10.3905/jpm.2000.319745.
- Cooper, Lisette, Jeremy Evnine, Jeff Finkelman, Kate Huntington, and David Lynch. 2016. “Social Finance and the Postmodern Portfolio: Theory and Practice.” The Journal of Wealth Management 18 (4): 9–21. doi:10.3905/jwm.2016.18.4.009.
- DiBartolomeo, Dan. 2012. “Smarter Rebalancing: Using Single Period Optimization In a Multi-period World.” Northfield Research, April.
- Fama, Eugene F., and Kenneth R. French. 2007. “Disagreement, Tastes, and Asset Pricing.” Journal of Financial Economics 83 (3): 667–689. doi:10.1016/j.jfineco.2006.01.003.
- Grinold, Richard C. 1989. “The Fundamental Law of Active Management.” The Journal of Portfolio Management 15 (3): 30–37. doi:10.3905/jpm.1989.409211.
- Grinold, Richard C. 1994. “Alpha is Volatility Times IC Times Score.” The Journal of Portfolio Management 20 (4): 9–16. doi:10.3905/jpm.1994.409482.
- Grinold, Richard, and Ronald Kahn. 2000. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. New York: McGraw-Hill.
- Ibbotson, Roger G, Thomas M. Idzorek, Paul D. Kaplan, and James X. Xiong (IIKX). 2018. “Popularity: A Bridge Between Classical and Behavioral Research.” CFA Institute Research Foundation. https://www.cfainstitute.org/-/media/documents/book/rf-publication/2018/popularity-bridge-between-classical-and-behavioral-finance.ashx
- Idzorek, Thomas M., and Paul D. Kaplan. 2022. “Forming ESG-Oriented Portfolios: A Popularity Approach.” Journal of Investing 31 (4): 63–75. doi:10.3905/joi.2022.31.4.063.
- Idzorek, Thomas M., and Paul D. Kaplan. 2023. Lifetime Financial Advice - A Personalized Optimal Multi-Level Approach. Charlottesville, VA: CFA Institute Research Foundation. Forthcoming.
- Idzorek, Thomas M., Paul D. Kaplan, and Roger G. Ibbotson. 2021. “The Popularity Asset Pricing Model.” Working Paper. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3451554
- Kaplan, Paul D. 2016. “Combining Alpha with Beta.” Morningstar Magazine, December/January, 48–54.
- Kaplan, Paul D. 2019. “Manager Structure Optimization: A Dual Quadratic Programming Approach.” Working Paper, August 6.
- Kaplan, Paul D. 2020a. “Solving the Asset Location Problem, Part I.” Morningstar Q3.
- Kaplan, Paul D. 2020b. “Solving the Asset Location Problem, Part II.” Morningstar Q4.
- Kaplan, Paul D. 2021. “The Two Sides of ESG Investing.” Morningstar Q2.
- Markowitz, Harry M. 1952. “Portfolio Selection.” The Journal of Finance 7 (1): 77–91.
- Markowitz, Harry M. 1959. Portfolio Selection: Efficient Diversification of Investments. New York: Wiley.
- Stewart, Scott D. 2013. “Manager Selection.” CFA Institute Research Foundation.
- Waring, M. Barton, Duane Whitney, John Pirone, and Charles Castille. 2000. “Optimizing Manager Structure and Budgeting Manager Risk.” The Journal of Portfolio Management 26 (3): 90–104. doi:10.3905/jpm.2000.319719.
- Waring, M. Barton, and Laurence B. Siegel. 2003. “The Dimensions of Active Management.” Journal of Portfolio Management 29 (3): 25–51.
- Waring, M. Barton, and Sunder R. Ramkumar. 2008. “Forecasting Fund Manager Alphas: The Impossible Just Takes Longer.” Financial Analysts Journal 64 (2): 65–80. doi:10.2469/faj.v64.n2.12.