Hedge fund illiquidity, age, and performance

HA Mozes, JL Steffens - The journal of wealth management, 2016 - search.proquest.com
This article shows that hedge fund performance is positively related to funds' exposure to
illiquid assets. Therefore, because older funds and funds with larger increases in assets under …

The Outlook for Endowment and Pension Funds

HA Mozes, JL Steffens - The Journal of Wealth Management, 2021 - search.proquest.com
Because the 60–40 allocation is very simple to implement (subject to rebalancing rules)—and
because it has generated strong absolute and relative risk-adjusted returns over time (ie, it …

Using Fundamental Earnings Factors to Forecast Equity Market Volatility

HA Mozes, JL Steffens - The Journal of Trading (Retired), 2018 - jot.pm-research.com
This article introduces a model for forecasting future volatility using fundamental factors,
including the extent to which the market’s valuation deviates from its predicted value, the losses …

Practical Applications of Evaluating the Performance of World Allocation Funds

…, O De Bruijn, HA Mozes, JL Steffens… - Practical …, 2023 - pm-research.com
The Journal of Wealth Management (JWM) is the only peer-reviewed journal devoted
exclusively to original research and practical guidance for high-net-worth investors and family …

Practical Applications of The Outlook for Endowment and Pension Funds

HA Mozes, JL Steffens - Practical Applications, 2022 - pm-research.com
For decades, a 60/40 equity/bond allocation has been the favored allocation method for
endowment and pension fund managers. In The Outlook for Endowment and Pension Funds , …

COMMENTARY: Volatility Forecasting

HA Mozes, JL Steffens - The Journal of Trading, 2018 - pm-research.com
Although factor investing has become an industry standard, the debate over which factors
drive the risk and return of various asset classes across the globe is ongoing. The literature …

Getting More Value out of the Value Factor

HA Mozes, JL Steffens - The Journal of Investing, 2015 - joi.pm-research.com
This article provides a model for predicting whether value stocks will outperform growth stocks
and whether value stocks’ outperformance will be positively or negatively correlated with …

[CITATION][C] Practical Applications of Hedge Fund Illiquidity, Age and Performance

HA Mozes, JL Steffens, K Saklatvala - Practical Applications, 2017 - pm-research.com
The golden age of hedge funds may be over, according to Haim Mozes and John Launny
Steffens of Spring Mountain Capital. Mozes and Steffens offer a critical new insight into how …

[PDF][PDF] Under the influence

M Lake - Managing Schools Today, 1992 - thepriceofeverything.typepad.com
It started with Cluetrain in early 1999. Roughly five hundred years after Martin Luther allegedly
nailed his ninety-five theses to the door of the church at Wittenberg, a new polemic was …

Merrill lynch: Integrated choice

V Kasturi Rangan, M Bell - Journal of Interactive Marketing, 2001 - Wiley Online Library
… based upon a visionary white paper written by Launny Steffens in the early 1980s. In that …
Of these initiatives, Launny Steffens believed that Technology and Pricing were the most …