Concepedia

Thomas M. Idzorek

TM

Statistics

Publications

13

Citations

519

H-Index

12

Active since

2004

Affiliations

Yale University(Current)

Applied Research Associates

Institut Mines-Télécom Business School

Zebra Technologies (United States)

Morgan Stanley (United States)

Thomas M. Idzorek is an author at Yale University specializing in finance, business, and financial economics.

Publications per year

2004–2019

13

Publications

13

The Impact of Skewness and Fat Tails on the Asset Allocation Decision

James X. Xiong, Thomas M. Idzorek · Financial Analysts Journal · 2011 · 127 citations

Business, Finance, Risk Management +17

The Equal Importance of Asset Allocation and Active Management

James X. Xiong, Roger G. Ibbotson, Thomas M. Idzorek et al. · Financial Analysts Journal · 2010 · 95 citations

Business, Business Economics, Finance +14

Factor-Based Asset Allocation vs. Asset-Class-Based Asset Allocation

Thomas M. Idzorek, Maciej Kowara · Financial Analysts Journal · 2013 · 51 citations

Business, Economics, Finance +17

The Style Drift Score

Thomas M. Idzorek, Fred Bertsch · The Journal of Portfolio Management · 2004 · 43 citations

Business, Finance, Financial Management +13

A Step-By-Step Guide to the Black-Litterman Model Incorporating User-specified Confidence Levels

Thomas M. Idzorek · SSRN Electronic Journal · 2019 · 41 citations · Full text

Natural Sciences, Biostatistics, Statistical Modeling +8

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