… In Rebalance Timing Luck: The Difference Between Hired and Fired from the Summer 2019
issue of The Journal of Index Investing, authors Corey Hoffstein, Daniel “Justin” Sibears, and …

Prior research demonstrates that performance can be highly sensitive to index construction
choices related to rebalance dates. The authors define the measure of rebalance timing luck …

Determining the volatility of the underlying asset is perhaps the single most important issue
in practical option pricing. Many forecasting techniques exist, using historical returns data, …

This Article argues that the compliance officer should play a major role in the ongoing
reform of financial firms because compliance is now well established and accepted and …

A key participant in the reform of broker-dealers and other financial firms in response to the
financial crisis of 2007-2008 is the compliance officer, whose basic task is to ensure that a …