Papers

Papers 2018-05-29T19:40:17+00:00

Index Fundamentalism Revisted — Redux
Jared Kizer
Journal of Portfolio Management, Vol. 31, No. 2, pp. 112-119, 2005

The Death of Diversification Has Been Greatly Exaggerated
Antti Ilmanen and Jared Kizer
Journal of Portfolio Management, Vol. 38, No. 3, pp. 15-27, 2012

An Analysis of the Expense Ratio Pricing of SMB, HML and UMD Exposure in U.S. Equity Mutual Funds
Jared Kizer and Sean Grover
Journal of Portfolio Management, Fall 2016, Vol. 43, No. 1, pp. 138-143

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Are REITs a Distinct Asset Class?

Jared Kizer and Sean Grover
Working Paper

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Measuring Style Efficiency

Jared Kizer
Working Paper

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Re-Examining the Credit Premium

Jared Kizer
Working Paper