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Sullivan, Rodney


 SSRN Author Rank: 2,832 by Downloads
 Head, Publications
 

CFA Institute


 560 Ray C. Hunt Drive
 Charlottesville, VA 22903
 United States
 email address

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. Sullivan, Rodney's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,406
Total
Citations
13
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Risk-Based Dynamic Asset Allocation with Extreme Tails and Correlations | Show Abstract | Download |
Journalof Portfolio Management, Vol. 38, No. 4, 2012
Accepted Paper Series
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Sullivan, Rodney
CFA Institute
Ge, Yizhi
Georgetown University
Posted:
14 Jan 12
Last Revised:
10 Aug 12
1,691
(4,409)
 

2.  
A Dynamic Future for Active Quant Investing | Show Abstract | Download |
Journal of Portfolio Management, Vol. 37, No. 3, 2011
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Li, Xi
Hong Kong University of Science & Technology
Posted:
22 Sep 10
Last Revised:
15 Aug 11
1,377
(6,335)
2

3.  
How Index Trading Increases Market Vulnerability | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Xiong, James X.
Ibbotson Associates
Posted:
11 Aug 11
Last Revised:
01 Nov 11
972
(11,156)
2

4.  
Liquidity-Driven Dynamic Asset Allocation | Show Abstract | Download |
Journal of Portfolio Management, Forthcoming
Accepted Paper Series
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney
CFA Institute
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Posted:
28 Nov 12
763
(16,091)
 

5.  
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney
CFA Institute
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
13 Jan 11
Last Revised:
15 Aug 13
693
(18,515)
1

6.  
The Limits to Arbitrage and the Low-Volatility Anomaly | Show Abstract | Download |
Financial Analysts Journal, Forthcoming
Accepted Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney
CFA Institute
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Posted:
12 Jan 11
Last Revised:
21 Oct 13
653
(20,224)
3

7.  
The Limits to Arbitrage Revisited: The Accrual and Asset Growth Anomalies | Show Abstract | Download |
Financial Analysts Journal, Vol. 67, No. 4, July/August 2011
Accepted Paper Series
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney
CFA Institute
Posted:
09 Aug 11
Last Revised:
12 Dec 11
369
(42,698)
3

8.  
Measuring Global Systemic Risk: What are Markets Saying About Risk? | Show Abstract | Download |
Journal of Portfolio Management, Vol. 37, No. 1, Fall 2010
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Peterson, Steven P.
Virginia Retirement System (VRS)
Waltenbaugh, David T.
Virginia Retirement System (VRS)
Posted:
14 Dec 09
Last Revised:
22 Apr 11
327
(49,268)
2

9.  
García-Feijóo, Luis
Florida Atlantic University - Department of Finance
Kochard, Lawrence Edward
University of Virginia (UVA), Investment Management Company
Sullivan, Rodney
CFA Institute
Wang, Peng
University of Virginia (UVA) - Investment Management Company
Posted:
16 Aug 13
Last Revised:
18 Dec 13
310
(52,516)
 

10.  
Li, Xi
Hong Kong University of Science & Technology
Sullivan, Rodney
CFA Institute
Xu, Danielle
Gonzaga University
Gao, Guodong
Chicago Equity Partners
Posted:
18 Mar 11
Last Revised:
19 Aug 13
251
(66,672)
 

11.  
How Index Trading Increases Market Vulnerability | Show Abstract |
Financial Analysts Journal, Vol. 68, No. 2, 2012
Accepted Paper Series
Xiong, James X.
Ibbotson Associates
Sullivan, Rodney
CFA Institute
Posted:
26 Mar 12
 

12.  
Using Investment Consumption Value to Select Asset Classes: A Non-Traditional Approach | Show Abstract |
Journal of Portfolio Management, Vol. 34, No. 2, 2008
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Posted:
24 Sep 10
 

13.  
Taming Global Village Risk | Show Abstract |
Journal of Portfolio Management, Vol. 34, No. 4, 2008
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Posted:
25 Mar 09
Last Revised:
08 Nov 10
 

14.  
Markets in Crisis | Show Abstract |
Financial Analysts Journal, Vol. 65, No. 1, 2009, available at: http://www.cfapubs.org/doi/abs/10.2469/faj.v65.n1.3
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Bogle, John C.
The Vanguard Group
Posted:
31 Jan 09
Last Revised:
27 Mar 09
 

15.  
Taming Global Village Risk II: Understanding and Mitigating Bubbles | Show Abstract |
Journal of Portfolio Management, Summer 2009
Accepted Paper Series
Sullivan, Rodney
CFA Institute
Posted:
30 Apr 08
Last Revised:
08 Nov 10
 


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