Issue Title: 
Highwire: apath: 
/iijwealthmgmt/19/4.atom
Highwire: atom_id: 
tag:iijwealthmgmt@highwire.org,2017-07-17:19/4
Highwire: cpath: 
/content/19/4
Highwire: cpathalias: 
/content/vol19/issue4
/content/iijwealthmgmt/vol19/issue4
/content/iijwealthmgmt/19/4
Highwire: jcode: 
iijwealthmgmt
Highwire: pisa_id: 
iijwealthmgmt;19/4
Highwire: pisa_master: 
iijwealthmgmt;19/4
Highwire: State: 
Released
Highwire: Type: 
issue
Electronic Publication Date: 
Jan 31, 2017
First Page: 
1
Issue Number: 
4
Last Page: 
131
Print Publication Date: 
Jan 31, 2017
Slug: 
4
Volume Number: 
19
Print Publication Date - String: 
Cover: 
TOC Data: 
a:2:{s:7:"version";s:1:"2";s:3:"toc";a:12:{i:0;a:6:{s:7:"heading";s:17:"Editor’s Letter";s:9:"header-id";s:13:"EditorsLetter";s:11:"groupingkey";s:17:"Editor’s Letter";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:26:"/iijwealthmgmt/19/4/1.atom";}s:6:"parent";b:0;}i:1;a:6:{s:7:"heading";s:58:"Evolution and Disruption in the Wealth Management Industry";s:9:"header-id";s:51:"EvolutionandDisruptionintheWealthManagementIndustry";s:11:"groupingkey";s:58:"Evolution and Disruption in the Wealth Management Industry";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:26:"/iijwealthmgmt/19/4/8.atom";}s:6:"parent";b:0;}i:2;a:6:{s:7:"heading";s:110:"A Morality Tale of ESG: <em xmlns="http://www.w3.org/1999/xhtml">Assessing Socially Responsible Investing</em>";s:9:"header-id";s:55:"AMoralityTaleofESGAssessingSociallyResponsibleInvesting";s:11:"groupingkey";s:64:"A Morality Tale of ESG: Assessing Socially Responsible Investing";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/14.atom";}s:6:"parent";b:0;}i:3;a:6:{s:7:"heading";s:41:"The Case for the Cautious Use of Leverage";s:9:"header-id";s:34:"TheCasefortheCautiousUseofLeverage";s:11:"groupingkey";s:41:"The Case for the Cautious Use of Leverage";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/24.atom";}s:6:"parent";b:0;}i:4;a:6:{s:7:"heading";s:142:"Core Versus Satellite: <em xmlns="http://www.w3.org/1999/xhtml">How Much Should a Taxable Investor Allocate to the Core Equity Portfolio?</em>";s:9:"header-id";s:80:"CoreVersusSatelliteHowMuchShouldaTaxableInvestorAllocatetotheCoreEquityPortfolio";s:11:"groupingkey";s:96:"Core Versus Satellite: How Much Should a Taxable Investor Allocate to the Core Equity Portfolio?";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/35.atom";}s:6:"parent";b:0;}i:5;a:6:{s:7:"heading";s:55:"Hedge Fund Strategies and Time-Varying Alphas and Betas";s:9:"header-id";s:48:"HedgeFundStrategiesandTime-VaryingAlphasandBetas";s:11:"groupingkey";s:55:"Hedge Fund Strategies and Time-Varying Alphas and Betas";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/44.atom";}s:6:"parent";b:0;}i:6;a:6:{s:7:"heading";s:130:"Dividend-Price Ratio and Interest Rate Movements: <em xmlns="http://www.w3.org/1999/xhtml">Explaining the Equity Risk Premium</em>";s:9:"header-id";s:73:"Dividend-PriceRatioandInterestRateMovementsExplainingtheEquityRiskPremium";s:11:"groupingkey";s:84:"Dividend-Price Ratio and Interest Rate Movements: Explaining the Equity Risk Premium";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/61.atom";}s:6:"parent";b:0;}i:7;a:6:{s:7:"heading";s:71:"Predicting Stock Market Returns with Time-Varying Models and Parameters";s:9:"header-id";s:63:"PredictingStockMarketReturnswithTime-VaryingModelsandParameters";s:11:"groupingkey";s:71:"Predicting Stock Market Returns with Time-Varying Models and Parameters";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/72.atom";}s:6:"parent";b:0;}i:8;a:6:{s:7:"heading";s:53:"A Review of Fixed-Income Indexing and Index Investing";s:9:"header-id";s:46:"AReviewofFixed-IncomeIndexingandIndexInvesting";s:11:"groupingkey";s:53:"A Review of Fixed-Income Indexing and Index Investing";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:27:"/iijwealthmgmt/19/4/85.atom";}s:6:"parent";b:0;}i:9;a:6:{s:7:"heading";s:76:"Examining the Dynamic Linkages of Performance and Volatility of REIT Returns";s:9:"header-id";s:66:"ExaminingtheDynamicLinkagesofPerformanceandVolatilityofREITReturns";s:11:"groupingkey";s:76:"Examining the Dynamic Linkages of Performance and Volatility of REIT Returns";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:28:"/iijwealthmgmt/19/4/104.atom";}s:6:"parent";b:0;}i:10;a:6:{s:7:"heading";s:129:"Mutual Fund Portfolio Manager Structures: <em xmlns="http://www.w3.org/1999/xhtml">Attributes, Implications, and Performance</em>";s:9:"header-id";s:72:"MutualFundPortfolioManagerStructuresAttributesImplicationsandPerformance";s:11:"groupingkey";s:83:"Mutual Fund Portfolio Manager Structures: Attributes, Implications, and Performance";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:28:"/iijwealthmgmt/19/4/115.atom";}s:6:"parent";b:0;}i:11;a:6:{s:7:"heading";s:53:"Using Google Sheets to Determine Mortgage Information";s:9:"header-id";s:47:"UsingGoogleSheetstoDetermineMortgageInformation";s:11:"groupingkey";s:53:"Using Google Sheets to Determine Mortgage Information";s:9:"toc-blurb";a:0:{}s:5:"items";a:1:{i:0;s:28:"/iijwealthmgmt/19/4/128.atom";}s:6:"parent";b:0;}}}
Type: 
print
Custom Metadata: 
cover-date 
Spring 2017
Supplemental Issue: 
Highwire:Open Issue: 
no
Print ISSN: 
1534-7524
Electronic ISSN: 
2374-1368
Highwire Alternate Title: 
The Journal of Wealth Management: 19 (4)
Last load event: 
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