Publications

Chong, J. and Phillips, G. M. (2016). ESG Investing: A Simple Approach. Journal of Wealth Management, 19(2), 73–88.
Chong, J., Jennings, W. P., and Phillips, G. M. (2015). Issues with asset class based portfolio construction: An analysis of mutual fund characteristics. Journal of Wealth Management, 18(3), 37–52.
Chong, J., and Phillips, G. M. (2015). Sector rotation with macroeconomic factors. Journal of Wealth Management, 18(1), 54–68. 2015 William F. Sharpe Indexing Achievement Awards, ETF/Indexing Paper of the Year across all Institutional Investor Journals
Chong, J., Jennings, P. R., and Phillips, G. M. (2015). An overview of fiduciary standards and suitability for financial planning students. American Journal of Business Education, 8(2), 107–110.
Chong, J., Jin, Y., and Phillips, G. M. (2014). The entrepreneur’s cost of capital: Incorporating downside risk. Business Valuation Review, 33(3), 81–91.
Chong, J., Jin, Y., and Phillips, G. M. (2013). The entrepreneur’s cost of capital: Incorporating downside risk. Working paper.
Phillips, G. M., Arzumanyan, G., Underwood, S., and Chong, J. (2014). Fiduciary and economic scoring of mutual funds enhances portfolios. Technology Tools for Today Newsletter, 12(7), 7–12.
Chong, J. T., Jennings, W. P., and Phillips, G. M. (2014). Monitoring the five risks: Analytical risk measurement for retail investors and wealth managers. Investments & Wealth Monitor, March/April, 17–19 and 24.
Chong, J., and Phillips, G. M. (2014). Tactical asset allocation with macroeconomic factors. Journal of Wealth Management, 17(1), 58–69.
Chong, J., Jennings, W. P., and Phillips, G. M. (2014). Asset attribution stability and portfolio construction: An educational example. American Journal of Business Education, 7(2), 115–119.
Chong, J., and Phillips, G. M. (2013). Low- (economic) volatility optimization. Journal of Wealth Management, 16(3), 54–68.
Chong, J., Jennings, W. P., and Phillips, G. M. (2013). Why downside beta is better: An educational example. American Journal of Business Education, 6(3), 371–374.
Chong, J., and Phillips, G. M. (2013). Portfolio size revisited. Journal of Wealth Management, 15(4), 49–60.
Chong, J., Halcoussis, D., and Phillips, G. M. (2012). Misleading betas: An educational example. American Journal of Business Education, 5(5), 617–622.
Chong, J., Jennings, W. P., and Phillips, G. M. (2012). Eta® analysis of portfolios: The economy matters. Journal of Wealth Management, 15(2), 72–84.
Chong, J., and Phillips, G. M. (2012). Measuring risk for cost of capital: The downside beta approach. Journal of Corporate Treasury Management, 4(4), 344–352.
Chong, J., and Phillips, G. M. (2012). Low- (economic) volatility investing. Journal of Wealth Management, 15(3), 75–85. 2013 William F. Sharpe Indexing Achievement Awards, ETF/Indexing Paper of the Year across all Institutional Investor Journals
Chong, J., Jennings, W. P., and Phillips, G. M. (2012). Five types of risk and a fistful of dollars: Practical risk analysis for investors. Journal of Financial Service Professionals, 66(3), 68–76.
Chong, J., and Phillips, G. M. (2012). Can typical households earn hedge fund returns? An analysis of the Eta® replication approach. Journal of Derivatives and Hedge Funds, 18(1), 53–72.
Chong, J., and Phillips, G. M. (2012). Can typical households earn hedge fund returns? An analysis of the Eta® replication approach. MacroRisk Analytics Working Paper 2011-e.
Chong, J., and Phillips, G. M. (2011). Beta measures market risk except when it doesn’t: Regime-switching alpha and errors in beta. Journal of Wealth Management, 14(3), 67–72.
Chong, J., Phillips, A. L., and Phillips, G. M. (2011). The impact of neighborhood ethnic composition on availability of financial planning services. Journal of Financial Service Professionals, 65(6), 71–83.
Chong, J., Halcoussis, D., and Phillips, G. M. (2011). Does market volatility impact presidential approval? Journal of Public Affairs, 11(4), 387–394.
Chong, J., Pfeiffer, S., and Phillips, G. M. (2011). Can dual beta filtering improve investor performance? Journal of Personal Finance, 10(1), 63–86.
Chong, J., Hussein, M. M., and Phillips, G. M. (2011). S&P 500 ETFs and index funds: Are fees all there is to it? Journal of Wealth Management, 14(2), 59–67.
Chong, J., Hussein, M. M., and Phillips, G. M. (2011). S&P 500 ETFs and index funds: Are fees all there is to it? MacroRisk Analytics Working Paper 2011-c.
Chong, J., and Phillips, G. M. (2011). When “dartboard investing,” it helps to pick the right dartboard: A comparison of randomly selected stock and fund portfolios. Journal of Wealth Management, 13(4), 60–67.