Articles by James DiLellio, PhD, MBA
James DiLellio, PhD, MBA, is a practitioner faculty of decision sciences at the Graziadio School of Business and Management at Pepperdine University, where he teaches undergraduate and graduate business courses in applied statistics and quantitative analysis. His research interests are primarily in the area of nonlinear optimization and Kalman filtering techniques for solving decision analysis problems in investing and finance.
What to Do when Traditional Diversification Strategies Fail – Revisited
Reduced costs of trading commissions are a welcome new benefit of using ETFs as portfolio building blocks, but the cost of the bid-ask spread can be significant if low-volume ETFs are mixed into a diversified portfolio.
What to Do When Traditional Diversification Strategies Fail
Many factors contribute to volatile market behavior. This article explores a methodology that attempts to address these factors.
