Active vs. Passive Management

From Planipedia

• Mr. Eric Haas, Ronald Hua, Edward Qian, 2005, "Contextual Fundamentals, Models, and Active Management", The Journal of Portfolio Management, 2005-January Volume 32 p. 23-36

• Alex Frino, David R. Gallagher, Teddy N. Oetomo, 2005, "The Index Tracking Strategies of Passive and Enhanced Index Equity Funds", Australian Journal of Management, 2005- Volume 30 p. 23 (33 pages)

• J. Christopher Hughen, Prem G. Mathew, Kent P. Ragan, 2005, "A NAV a day keeps the inefficiency away? Fund trading strategies using daily values", Financial Services Review, 2005- Volume 14 p. 213-230

• Roger M. Edelen, Alan J. Marcus, Hassan Tehranian, 2010, "Relative Sentiment and Stock Returns", Financial Analysts Journal, 2010-July/August Volume 66

• Roger G. Clarke, Harindra de Silva, Steven Thorley, 2005, "Performance Attribution and the Fundamental Law", Financial Analysts Journal, 2005-September/October Volume 61 p. 70-83

• Heather S. Knewtson, Richard W. Sias, David A. Whidbee, 2010, "Style Timing with Insiders", Financial Analysts Journal, 2010-July/August Volume 66

• Leonard MacLean, Yonggan Zhao, William Ziemba, 2006, "Dynamic portfolio selection with process control", Journal of Banking & Finance, 2006- Volume 30 p. 317

• Tom Clevenger, Gary Baker, 2004, "Have the Dogs of the Dow Lost Their Bite?", Journal of Personal Finance, 2004- Volume 3

• Dr. Craig L. Israelsen, Mr. David Blanchett, 2007, "Spotlighting Common Methodological Biases in Active-vs.-Passive Studies", Journal of Financial Planning, 2007-Nov

• Dr. David Nawrocki, Mr. Harold Evensky, 2003, "Dynamic Asset Allocation During Different Inflation Scenarios", Journal of Financial Planning, 2003-Oct

• Adam Y. C. Lei, Lib Huihua, 2009, "The value of stop loss strategies", Financial Services Review, 2009- Volume 18 p. 23-51

• Bruce I. Jacobs, Kenneth N. Levy, 2007, ""Enhanced Active Equity Portfolios Are Trim Equitized Long-Short Portfolios"", The Journal of Portfolio Management, 2007-July Volume 33 p. 19-25

• Adam Y. C. Lei, Huihua Li, 2007, "Automatic investment plans: realized returns and shortfall probabilities", Financial Services Review, 2007- Volume 16 p. 183-195

• Mr. Jean-Francois Plante, Mr. Mathieu Roberge, 2007, "The Passive Approach to Commodity Investing", Journal of Financial Planning, 2007-May

• Bradford Cornell, Richard Roll, 2005, "A Delegated-Agent Asset-Pricing Model", Financial Analysts Journal, 2005-January/February Volume 61 p. 57-69

• Gregory C. Allen, 2005, ""The Active Management Premium in Small-Cap U.S. Equities"", The Journal of Portfolio Management, 2005-November Volume 31 10-17

• John R. Burton, 2008, "“MarketWatch: Financial Advisors Shift to ETFs.”", Wall Street Journal, 2008- p. 3

• Mr. Christopher Carosa, 2005, "Passive Investing: The Emperor Exposed?", Journal of Financial Planning, 2005-Oct

• Dr. Robert Dubil, 2004, "The risk and return of investment averaging: An option-theoretic approach", Financial Services Review, 2004- Volume 13 p. 267–283

• Richard M. Ennis, 2005, "Are Active Management Fees Too High?", Financial Analysts Journal, 2005-September/October Volume 61 p. 44-51

• Richard M. Ennis, 2009, "The Uncorrelated Return Myth", Financial Analysts Journal, 2009-November/December Volume 65 p. 6-7

• Richard C. Grinold, 2005, "Implementation Efficiency", Financial Analysts Journal, 2005-September/October Volume 61 52-64

• Ms. Millicent Holmes, 2007, "Improved Study Finds Index Management Usually Outperforms Active Management", Journal of Financial Planning, 2007-Jan

• Barbara O'Neill, 2007, "Overcoming Inertia, Do Automated Saving and Investing Strategies Work?", Journal of Family and Economic Issues, 2007- Volume 28 p. 321 (15 pages)

• William F. Sharpe, 2010, "Adaptive Asset Allocation Policies", Financial Analysts Journal, 2010-May/June Volume 66 p. 45-59

• Mr. Kenneth Solow, 2009, "Buy and Hold is Dead (AGAIN): the Trouble with Quant Models", Journal of Financial Planning, 2009-Sept

• Dr. William J. Trainor Jr., 2005, "Within-horizon exposure to loss for dollar cost averaging and lump sum investing", Financial Services Review, 2005- Volume 14 p. 319-330

• Guofu Zhou, 2008, ""On the Fundamental Law of Active Portfolio Management: How to Make Conditional Investements Unconditionally Optimal"", The Journal of Portfolio Management, 2008-May Volume 35 p. 12-21

• Wolfram J. Horneff, Raimond H. Maurer, Olivia S. Mitchell, Ivica Dus, 2008, "Following the rules, Integrating asset allocation and annuitization in retirement portfolios", Insurance: Mathematics and Economics, 2008- Volume 42 p. 398