DiLellio, J. Goldfeder, P. and McQuarrie, E. (2024) “Optimal decisions under price
dynamics for Roth conversions”, Financial Planning Review, 6 (4).
DiLellio, J. and Simon, A. (2023) “Seeking Tax Alpha in Retirement Income”, Financial
Services Review, 30 (4).
McQuerrie, E. and DiLellio, J. (2023) “The Arithmetic of Roth Conversions”, Journal
of Financial Planning, May.
Stanley, D., Kinsman, M., Kownatzki, C. and DiLellio, J. (2021) “Is the Dow Jones
Industrial Average Even Weak-Form Market Efficient?”. Journal of Accounting and Finance,
21(1).
DiLellio, J. and M. Kinsman “The SECURE Act and your Retirement Objectives”, Graziadio
Business Review, 23(2), 2020.
DiLellio, J. and D. Ostrov “Toward constructing tax efficient withdrawal strategies
for retirees with traditional 401(k)/IRAs, Roth 401(k)/IRAs, and taxable accounts”,
Financial Services Review, 28, 2020, p. 67-95.
DiLellio, J. “Risk and Reward of Fractionally-leveraged ETFs in a Stock/Bond Portfolio”.
Financial Services Review, 27(4), 2018, p. 413-432.
W. J. Hahn, J. A. DiLellio, and J. S. Dyer, “Risk Premia in Commodity Price Forecasts
and their Impact on Valuation”, Energy Economics, May 2018.
J. A. DiLellio and D. Ostrov, “Optimal Strategies for Traditional vs. Roth IRA/401(k)
Consumption During Retirement”, Decision Sciences, April 2017.
J. A. DiLellio and P. M. Goldfeder, “Is There a Free Lunch in Commission Free ETFs?”,
Graziadio Business Review 19, No. 2, 2016.
W. J. Hahn, J. A. DiLellio, and J. S. Dyer, “Market-calibrated Forecasts for Natural
Gas Prices”, Energy Institute at the University of Texas at Austin, 2016.
J. A. DiLellio and J. Forsyth, “Possible Evidence of Income falsification on Mortgage
Application During The Housing Bubble”, Journal of Business and Finance Research,
5, No. 2, 2016.
J. A. DiLellio, R. Hesse and D. J. Stanley, “Portfolio Performance with inverse and
leveraged ETFs”, Financial Services Review, 23, No. 2, 2014, p.123-149.
L. Efremidze, J. A. DiLellio and D. J. Stanley, “Using VIX Entropy Indicators for
Style Rotation Timing”, Journal of Investing, Fall 2014, 23 No. 3, pp. 130-143.
J. Hahn, J. A. DiLellio and J. Dyer, “What do market-calibrated stochastic processes
indicate about the long-term price of crude oil?”, Energy Economics, 44, July 2014,
p. 212-221.
J. A. DiLellio and J. Forsyth, “Government-Sponsored Enterprises and Income Falsification
on Mortgage Applications”, International Journal of Business, Accounting and Finance,
April 2014.
J. A. DiLellio, “A Kalman Filter Control Technique in Mean-Variance Portfolio Management”,
Journal of
Economics and Finance, Online October 2012, 39, pp. 235-261, 2015.
J. A. DiLellio and D. J. Stanley, “ETF Trading Strategies to Enhance Client Wealth
Maximization”, Financial Services Review, 20, 2011, p. 145-163.
J. A. DiLellio, “What to do when Traditional Diversification Strategies Fail - Revisited”,
Graziadio Business Review, 13, No. 4, 2010.
J. A. DiLellio, "A hybrid GNSS integrity design leveraging a priori signal noise characteristics",
Journal of Navigation, 63, No. 3, 2010, p. 513-526.
J. A. DiLellio, “What to do when Traditional Diversification Strategies Fail”, Graziadio
Business Report, 12, No. 4, 2009.
J. A. DiLellio and W. E. Olmstead, "Numerical Solution of Shear Localization in Johnson-Cook
materials”. Mechanics of Materials, 35, 2003, p. 571-580.
J. A. DiLellio and W. E. Olmstead, “Numerical Solutions of Shear Localization on a
Finite Slab”, Mechanics of
Materials, 29, No. 2, 1998, p. 71-80.
J. A. DiLellio and W. E. Olmstead, “Temporal Evolution of Shear Band Thickness”, Journal
of Mechanics and Physics of Solids, 45, March 1997, p. 345-359.
J. A. DiLellio and W. E. Olmstead, “Shear Band Formation Due to a Thermal Flux Inhomogeneity”,
SIAM Journal on Applied Mathematics, 57, August 1997, p. 959-971.
J. A. DiLellio and G. W. Young, “An Asymptotic Model of the Mold Region in a Continuous
Steel Caster”, Metallurgical & Materials Transactions B, 26B, December 1995, p. 1225-1241.
AI4 – Artificial Intelligence Conferences, “Advanced Computer Vision Use Cases: Tools,
Platforms & Strategies”, Las Vegas, Nevada, August 2024.
The 34th International Ocean and Polar Engineering Conference, “Evaluating the Long-Term
Investment Opportunities of Wave Energy Conversion with Real Options”, International
Society of Offshore and Polar Engineers, Rhodes, Greece, June 2024.
Invited presentation, “Technology Readiness and Real Options on Wave Energy Projects”,
June 2024, Lancaster University Management School, England.
Invited presentation, “TRL Levels and Real Options Valuation of Wave Energy Conversion”,
May 2024, Energy and Environment Institute, University of Hull, England.
PGBS Poster Pitch, Summer 2023. “Valuation of Emerging Clean-energy Technologies”.
6the Annual Academic Resources Colloquium sponsored by the Certified Financial Planners
Board, November 2022, Washington DC. “Seeking tax alpha in retirement income”.
The Academy of Financial Services Annual Meeting, online, September 2022. “Seeking
tax alpha in retirement income”.
PGBS Poster Pitch, Summer 2022. “A Real Option Approach to Valuing a Roth Conversion”.
The Academy of Financial Services Annual Meeting, online, October 2021. “Optimizing
Mulit-Generational Value using Private Placement Life Insurance”.
PGBS Poster Pitch, Summer 2021. “Seeking a globally optimal retirement decision”.
The American College Conference, January 2021. “A deep dive on Retirement Drawdown
Decisions”.
The Academy of Financial Services Annual Meeting, online, October 2020. “The SECURE
Act and your retirement objectives”.
The Decision Sciences Institute Annual Meeting, New Orleans, Louisiana, November 2019.
“Seeking Global Optimal Decisions in Retirement Economics”. Chaired session.
The Decision Sciences Institute Annual Meeting, New Orleans, Louisiana, November 2019.
“Detecting Students at Risk using Machine Learning: Applications to Business Education”.
Chaired session.
Aspire 2025 Series, October 2018. “Constructing Tax Efficient Withdrawal Strategies
for Retirees”.
The Academy of Financial Services, Chicago, Illinois, October 2018. “Risk and Reward
of Fractionally-leveraged ETFs in a Stock/Bond Portfolio”.
The Academy of Financial Services, Chicago, Illinois, October 2018. “Constructing
Tax Efficient Withdrawal Strategies for Retirees with Traditional 401(k)/IRAs, Roth
401(k)/IRAs, and Taxable Accounts”.
Pepperdine Graziadio Academic Forum Poster Pitch, July 10, 2018. “Bootstrapping versus
geometric Brownian motion: A tale of two simulation models for portfolio analysis”.
Institute for Operations Research and Management Sciences (INFORMS), Analytics conference,
Baltimore, MD, April 2018. “Bootstrapping versus geometric Brownian motion: A tale
of two simulation models for portfolio analysis”.
The Decision Sciences Institute, Washington D.C., November 2017. “Technology Driven
Operations Management Education”.
The Decision Sciences Institute, Washington D.C., November 2017. “Online Proctoring
Tools – an evaluation for online quantitative courses”.
The Western Association of Schools and Colleges (WASC), Academic Resource Conference,
April 20, 2017. “Assessing the Impact of Telepresence Robots on Management Education”.
The Decision Sciences Institute, Austin, Texas, November 2016. "Enhancing Management
Education via Intelligent Tutors", (with O. P. Hall).
The Decision Sciences Institute, Austin, Texas, November 2016. "Insights from Converting
a Hybrid to Online Undergraduate Business Statistics Course".
The Decision Sciences Institute, Austin, Texas, November 2016. "Market-Calibrated
Forecasts for Natural Gas Prices", (with W. J. Hahn and J. Dyer).
The Academy of Financial Services, Orlando Florida, October 2015. "An Exact, Optimal
Strategy for Traditional vs. Roth IRA/401(k) Consumption During Retirement"
The American Association of Individual Investors, Los Angeles, California. June 21,
2014. "Are you better off with commission-free ETFs?"
The Academy of Financial Services, San Antonio, Texas. October 1, 2012. "Market Timing
for ETF Style Rotation through the use of Entropy Analytics and the VIX Index" (Presented
by L. Efremidze, with D. Stanley).
The International Academy of Business and Public Administration, Honolulu, Hawaii.
August 1, 2012. "GSEs and Income Falsification on Mortgage Applications" (presented
by J. Forsyth). Paper published in conference proceedings.
DSI Annual meeting – Award Competition Entry, Boston, Massachusetts. November 20,
2011. "An Optimal Control Technique in Constrained Mean-Variance Portfolio Optimization".
Paper published in conference proceedings.
DSI Annual meeting – Contributed abstract, Boston, Massachusetts. November 21, 2011.
"Optimizing retirement withdrawals from accounts with different tax structures" (with
D. Ostrov).
The Academy of Financial Services, Las Vegas, Nevada, October, 2011. Presented (with
D. Stanley and R. Hesse) "Risk and Opportunities of Inverse ETFs for Long Term Investors".
Paper published in conference proceedings.
INFORMS Annual meeting, Charlotte, North Carolina, November 13, 2011. Co-authored
presentation "Parameter Estimation for Two-factor Commodity Price Models" (Presented
by J. Hahn, with J. Dyer).
SIAM Conference on Financial Mathematics & Engineering, San Francisco, California.
November 19, 2010. Presented "Controlling Portfolio Allocation Using a Kalman Filter
and Multi-Factor Model Framework".
Decision Science Annual Meeting, San Diego, California. November 23rd, 2010. Presented
"A Four-factor Equity-debt Model for Dynamic Asset Allocation along an Efficient Frontier".
2010 Southern California OR/OM day at UC Irvine, Irvine, California. May 21, 2010.
Presented "Kalman Filter Control Techniques in Portfolio Construction". Co-hosted
by UC Irvine and Pepperdine University.
Southwest Decision Sciences Institute Annual Meeting, Houston, Texas, March 2010.
Presented "An Empirical Study of Kalman Filter Control Techniques in Mean-Variance
Portfolio Optimization". Abstract published in conference proceedings.
The Academy of Financial Services, Anaheim, California, October, 2009. Presented (with
D. Stanley) "The Financial Planner, Exchange Traded Funds, and ETF Trading Strategies
to Enhance Client Wealth Maximization". Paper published in conference proceedings.
The Institute of Navigation International Technical Meeting, Anaheim, California,
January 2009. Presented "An Optimized RAIM approach and performance characterization
in the presence of non-Gaussian error sources", and published paper in conference
proceedings.
International Space University Symposium, Strasbourg, France, May 2003. Presented
"The Use of Global Navigation Systems in the Aviation Industry", and published paper
in symposium proceedings.
Joint Navigation Conference 2003, Las Vegas, Nevada, April 2003. Presented "Signal-in-Space
User Range Error Assessment via Combined Space and Ground-based Measurement Data".
Institute of Navigation GPS 2002, Portland, OR, September 26, 2002. Presented "Signal-in-Space
User Range Error Assessment via Combined Space and Ground-based Measurement Data",
and published paper in conference proceedings.
Institute of Navigation National Technical Meeting, Anaheim, California, January 2000.
Presented (with P. Tran and J. Angus) "Sensitivity of CAT I Precision Approach Availability
to Ionospheric Monitoring". Paper published in conference proceedings.
Institute of Navigation National Technical Meeting, San Diego, California, January
2004. Supported presentation (with R. DiEsposti, J. A. DiLellio, C. Kelley, A. Dorsey,
H. Fliegel, J. Berg, C. Edgar, T. McKendree, and P. Shome), "The Proposed State Vector
Representation of Broadcast Navigation Message for User Equipment Implementation of
GPS Satellite Ephemeris Propagation". Paper published in conference proceedings.
Institute of Navigation National Technical Meeting, Anaheim, California, January 2003.
Supported presentation (with R. DiEsposti, J. DiLellio, D. Galvin, C. Kelley, J. Shih,
"GPS III URA and URRA Information for Optimal User Performance". Paper published in
conference proceedings.
Mechanics of Materials Conference, San Diego, California, June 2001. Presented (with
W. E. Olmstead) "Numerical Solution of Shear Localization in Johnson-Cook Materials".
Extended abstract published in conference proceedings.
The International Association of Institutes of Navigation World Congress, San Diego,
California, June 2000. Presented (with P. Tran) "Impacts of GEOs as Ranging Sources
on Precision Approach Category I Availability", and published paper in conference
proceedings.
The 12th Engineering Mechanics Conference, La Jolla, California, May 1998. Presented
(with W. E. Olmstead) "Numerical Simulations of Shear Localization", and published
paper in conference proceedings.
The Fourteenth U. S. Army Symposium on Solid Mechanics, Myrtle Beach, South Carolina,
October 1996. Supported presentation (with W. E. Olmstead) "The Evolution of Shear
Band Width". Paper published in conference proceedings.
