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7 research outputs found

A Study of Low-Volatility PortfolioConstruction Methods

Author: Feifei Li
Hsu J.C.
Jason C. Hsu
Li-lan Kuo
Soe A.M.
Tzee-man Chow
Publication venue: 'Pageant Media US'
Publication date
Field of study

Transaction Costs of Factor-Investing Strategies

Author: Alex Pickard
Almgren Robert
Almgren Robert
Feifei Li
Jones Charles
Kahn Ronald
Tzee-Man Chow
Vangelisti Marco
Yadwinder Garg
Publication venue: 'Informa UK Limited'
Publication date
Field of study

Introducing GIVI: The S&P Global Intrinsic Value Index

Author: Andrea Frazzini
Bradley Baker
Dimitris Melas
Eugene Fama
Frank Luo
H Markowitz
J Pinto
Perry Mehrling
Priscilla Luk
R Arnott
R Haugen
Tzee-Man Chow
W F Sharpe
Xiaowei Kang
Xiaowei Kang
Publication venue: 'Elsevier BV'
Publication date: 01/01/2012
Field of study

King of the Mountain: The Shiller P/E and Macroeconomic Conditions

Author: Arnott R.
Arnott R.
Bernanke B.
Campbell J.
Campbell J.
Cochrane J.
Denis B. Chaves
Goyal A.
Leibowitz M.
Lettau M.
Modigliani F.
Newey W.
Pettenuzzo D.
Ritter J.
Robert D. Arnott
Tzee-man Chow
Publication venue: 'Pageant Media US'
Publication date
Field of study

King of the Mountain: Shiller P/E and Macroeconomic Conditions

Author: A Goyal
Ben S Bernanke
C S Asness
D Pettenuzzo
Denis B. Chaves
F Modigliani
J Cochrane
J R Ritter
J Y Campbell
M J Gordon
M L Leibowitz
M Lettau
Robert D. Arnott
Tzee-man Chow
W K Newey
Publication venue: 'Elsevier BV'
Publication date: 01/01/2015
Field of study

Analysing the Exposure of Low-Volatility Equity Strategies to Interest Rates

Author: / Slope
A Robert
Andrea Frazzini
Andrew Ang
B Kim
Bruno Taillardat
Cherry Muijsson
Eugene F Fama
Fischer Black
Francis X Diebold
G Burton
John H Cochrane
Lauren Stagnol
Malcolm Baker
Mirko Abbritti
Nicholas Barberis
Thierry Roncalli
Thierry Roncalli
Tzee-Man Chow
X Francis
Publication venue: 'Elsevier BV'
Publication date: 01/01/2017
Field of study

A Survey of Alternative Equity Index Strategies

Author: Amit Goyal
Andrew Ang
Andr� Perold
Appendix Ia
Arnott
Arnott
Barclay&apos
Bryce Little
Dimiguel
Donald Keim
Jason C Hsu
Jason C Hsu
Jason C. Hsu
Leonard Kaufman
Mark M Carhart
Martijn Cremers
No�l Amenc
Olivier Ledoit
Paul D Kaplan
Ravi Jagannathan
Richard Michaud
Robert A Haugen
Robert D Arnott
Robert D Arnott
Robert D Arnott
Robert D Arnott
Robert Fernholz
Roger G Clarke
Tuomo Vuolteenaho
Tzee-man Chow
V K Chopra
Vitali Kalesnik
Yves Choueifaty
Yves Choueifaty
Publication venue: 'Elsevier BV'
Publication date: 01/01/2011
Field of study

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