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Eric J. Weigel20 Adams Street, Unit 2Charlestown, MA 02129
[email protected] – 529 - 2013
Journal Articles
Are There Really Trends in Foreign Exchange Returns?, Journal of Investing, 1993
The Bond/Call Option Strategy, Written with Mitzi Carletti, Journal of Portfolio Management, Fall 1992
Daily Stock Market Volatility: 1928-1989, Written with Andrew L. Turner, Management Science, November 1992
Dynamic Links in Inflation: The Case of Five Countries, Journal of Investing, 1993
Market Timing Skills in Canada, Written with John K. Ilkiw, Canadian Investment Review, Spring 1991
Membership Effects in the Russell 2000 Index, Written with Katie B. Weigel, Journal of Investing, March 1995
The Cross-sectional Performance of Alternative Global Equity and Fixed Income Strategies, Risk & Reward, 4Q, 1997
The Performance of Tactical Asset Allocation, Financial Analysts Journal, September-October 1991
The Relationship Between US and EAFE Stock Returns, Risk & Reward, 2Q, 1998
SuperUnits and SuperShares: Important New Financial Instruments, Interfaces, 1993
Structuring International Equity Portfolios Using ADRs, Chapter in Standard & Poors ADR Handbook, 1994
Recent Articles (Sample)Volatility: A Friend or a Foe?
Looking for Non-European Exposure in European Stocks
Searching for Yield Among Global Stocks
Combining Alternative Strategies with Traditional Stock and Bond Allocations
Disentangling Industry and Country Effects in a Global Equity Portfolio
A Closer Look at Growth and Value Return Differences
When, Why, and How Much Stock “Quality” Matters to Returns
Thoughts on the Role of Gold in an Investment Portfolio
The Role of Commodities in a Multi-Asset Class Portfolio
Are Alternative Assets Effective in Hedging Portfolios?
Measuring Investor Risk Aversion
A Cross-Sectional Assessment of Return Potential and Drivers
An Absolute Measure of Asset Technical Stages
