| 1 |
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ABS East 2015 Conference Notes
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Adelson, Mark
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Institutional Investor, Inc
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2016
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| 2 |
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Active Managers are Skilled: On Average, They Add More Than $3 Million Per Year
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Berk, Jonathan B.; van Binsbergen, Jules H.
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Institutional Investor, Inc
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2016
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| 3 |
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Adjusted Factor-Based Performance Attribution
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Stubbs, Robert A.; Jeet, Vishv
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Institutional Investor, Inc
|
2016
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| 4 |
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All That Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms
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Wiecki, Thomas; Campbell, Andrew; Lent, Justin; Stauth, Jessica
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Institutional Investor, Inc
|
2016
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|
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| 5 |
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Alpha Signals, Smart Betas, and Factor Model Alignment
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Marsh, Terry; Pfleiderer, Paul
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Institutional Investor, Inc
|
2016
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| 6 |
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Alternatives: How? How Much? Why?
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Estrada, Javier
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Institutional Investor, Inc
|
2016
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| 7 |
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An Analysis of the Expense Ratio Pricing of SMB, HML, and UMD Exposure in U.S. Equity Mutual Funds
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Grover, Sean; Kizer, Jared
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Institutional Investor, Inc
|
2016
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| 8 |
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An Analytical Method for Multi-Asset Option Pricing Based on a Single-Factor Model
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Ye, Letian
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Institutional Investor, Inc
|
2016
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| 9 |
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An Asset Class Characterization of the U.S. Equity Index Volatility Risk Premium
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Fallon, William; Park, James
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Institutional Investor, Inc
|
2016
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| 10 |
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An Empirical Analysis of Non-Traded REITs
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Henderson, Brian; Mallett, Joshua; McCann, Craig
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Institutional Investor, Inc
|
2016
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| 11 |
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An Empirical Examination of the Performance of Commodity Mutual Funds
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Kanuri, Srinidhi; McLeod, Robert W.; Malhotra, D. K.
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Institutional Investor, Inc
|
2016
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| 12 |
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An Option-Based Model for Valuing the Common Stock of Emerging-Growth Firms
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Finnerty, John D.
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Institutional Investor, Inc
|
2016
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| 13 |
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An Overview of GSE Reform
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Davidson, Andrew
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Institutional Investor, Inc
|
2016
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| 14 |
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Are Alternative Investments Prudent? Public Sector Pension Use and Fiduciary Duty
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Rose, Paul; Seligman, Jason S.
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Institutional Investor, Inc
|
2016
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|
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| 15 |
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Are the Federal Reserve's Stress Test Results Predictable?
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Glasserman, Paul; Tangirala, Gowtham
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Institutional Investor, Inc
|
2016
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| 16 |
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Assessing Low-Volatility Assets in the LDI Framework
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Ge, Wei
|
Institutional Investor, Inc
|
2016
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| 17 |
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Asset Allocation Theory and Practice in Australian Investment Management
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Santacruz, Lujer
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Institutional Investor, Inc
|
2016
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| 18 |
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Asset Allocation Theory and Practice in Australian Investment Management: Reasons for the Dichotomy
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Santacruz, Lujer
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Institutional Investor, Inc
|
2016
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| 19 |
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Asset Price Bubbles and the Land of Oz
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Jarrow, Robert
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Institutional Investor, Inc
|
2016
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| 20 |
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The Alphas of Asset Allocators
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Chance, Don M.
|
Institutional Investor, Inc
|
2016
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