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Selected Professional Research Papers by Jarrod Wilcox
- Harry Markowitz and the Discretionary Wealth
Hypothesis
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Clearly explains how discretionary wealth hypothesis bridges the gap between
mean-variance optimization and maximizing future median wealth without
interim shortfalls, with three applications. (Draft of a paper published in the Journal of Portfolio Management,
Spring 2003).
- Better Risk Management
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Incorporating downside risk and dynamic risk management.
(Draft of a paper published in the Journal of Portfolio Management, Summer 2000).
- Why Currency Management
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Discusses an approach to currency management. More
an advanced tutorial than new research. (unpublished Working Paper, 1999).
- Investing at the
Edge
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Improved ratios of reward to risk by investing in
diversified, isolated risky securities. Emerging market examples.
(Draft of a paper published in the Journal of Portfolio Management, Spring
1998).
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