Research Papers
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Specializing in equity research, securities valuation, and financial education

 

     

JLG Research is pleased to profile research on prominent financial topics. Selected papers include published articles and working papers; research topics include global financial crisis, securities analysis, portfolio management, alternative investments, market microstructure, and healthcare finance (see also books authored by JLG Research Associates).

GLOBAL FINANCIAL CRISIS:

A Perspective on US Regime change and the Global Financial Crisis, James L. Grant (Journal of Asset Management, October 2009)

Stock Return Volatility during the Crash of 1987, Grant (Journal of Portfolio Management, Winter 1990)

SECURITIES ANALYSIS:

Does the Wealth Profile of a Company Matter in DCF Analysis? Valuation Implications for Investors and Managers?, Grant (Journal of Investing, Winter 2011)

The EVA Style of Investing, Abate, Grant, and Stewart  (Journal of Portfolio Management, Summer 2004)

Understanding the Required Return Under New Uncertainty, Abate, Grant, and Rowberry (Journal of Portfolio Management, Fall 2006)

Foundations of EVA for Investment Managers, Grant (Journal of Portfolio Management, Fall 1996)

The Economic Profit Approach to Securities Valuation, Grant (Chapter 9, The Valuation Handbook, Gup and Thomas, eds., 2009)

PORTFOLIO MANAGEMENT:

Common Stock Portfolio Management Strategies, Grant (Chapter 13, The Theory and Practice of Investment Management, Fabozzi and Markowitz, eds., April 2011)

ADR Characteristics and Performance in International and Global Indexes Bandopadhyaya, Chugh, and Grant (Journal of Asset Management, Vol. 10, 2009)

In Search of Certain Earnings: Applying the ACE Portfolio Concept to Sectors, Grant and Rowberry (Journal of Investing, Summer 2008)

Tactical Asset Allocation and Presidential Elections, Grant and Trahan (Financial Services Review, Academy of Financial Services, Summer 2006)

A Yield Effect in Common Stock Returns, Grant (Journal of Portfolio Management, Winter 1995)

ALTERNATIVE INVESTMENTS:

Active Investing in Strategic Acquirers Using an EVA Style Analysis, Grant and Trahan (Journal of Alternative Investments, Spring 2009)

A Survey of Demographics and Performance in the Hedge Fund Industry, Bandopadhyaya and Grant (Journal of Investing, Summer, 2007)

MARKET MICROSTRUCTURE:

Intraday Price Reversals in the U.S. Stock Index Futures Market, Grant, Wolf, and Yu (Journal of Banking and Finance, May 2005)

HEALTHCARE FINANCE:

A Primer on EVA for Healthcare Providers, Grant (Journal of Health Care Finance, Spring 2007)

 


 

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