Adjunct Professor
University of California, Los Angeles - Anderson School of Business
110 Westwood Plaza
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Hsu, Jason C.'s
Scholarly Papers
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Aggregate Statistics
Total 19,047
Total Citations 151
1.
Fundamental Indexation
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Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Moore, Philip Pacific Investment Consultants, LLC
Posted:
15 Oct 04
Last Revised:
11 Dec 05
3,648(973)
42
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Moore, Philip Pacific Investment Consultants, LLC
0
Investment Theory, Portfolio Theory, Portfolio Management, Equity Strategies, Performance Measurement and Evaluation, Performance Measurement, Equity Investments, Fundamental Analysis and Valuation Models
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Moore, Philip Pacific Investment Consultants, LLC
3,648
42
Indexation, Fundamental Indexing, Non-cap based indexing, Mean-Variance Efficiency, Portfolio Construction, Value Premium, Return Predicability
2.
A Survey of Alternative Equity Index Strategies
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Hsu, Jason C. Research Affiliates, LLC
Chow, Tzee-man Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Little, Bryce Cornell University
Posted:
24 Oct 10
Last Revised:
30 Sep 11
1,436(5,032)
7
Chow, Tzee-man Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Little, Bryce Cornell University
0
Portfolio Management, Equity Portfolio Management Strategies, Passive Management, Portfolio Construction and Revision, Implementation Issues, Equity Investments, Equity Markets, Characteristics, Institutions, and Benchmarks, Security Market Indices and Benchmarks
Hsu, Jason C. Research Affiliates, LLC
Chow, Tzee-man Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Little, Bryce Cornell University
Posted:
24 Oct 10
Last Revised:
10 Mar 11
1,436
7
alternative, equity
3.
Chaves, Denis B. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Li, Feifei Research Affiliates, LLC
Shakernia, Omid Research Affiliates, LLC
1,380(5,387)
5
risk parity, heuristic
4.
Cap-Weighted Portfolios are Sub-Optimal Portfolios
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Hsu, Jason C. Research Affiliates, LLC
Posted:
11 Jan 05
Last Revised:
15 Jun 10
1,349(5,615)
23
Hsu, Jason C. Research Affiliates, LLC
Posted:
03 Oct 06
Last Revised:
15 Jun 10
0
Cap-weighting, alternative weighting schemes, index portfolio strategies
Hsu, Jason C. Research Affiliates, LLC
Posted:
11 Jan 05
Last Revised:
04 Apr 10
1,349
23
Fundamental Indexing, Non-cap based indexing, Portfolio construction, market inefficiency, excess price volatility
5.
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Liu, Jun University of California, San Diego (UCSD) - Rady School of Management
Markowitz, Harry University of California at San Diego
Posted:
10 Oct 06
Last Revised:
26 Oct 11
1,227(6,560)
11
noise, size effect, value effect
6.
Chaves, Denis B. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Li, Feifei Research Affiliates, LLC
Shakernia, Omid Research Affiliates, LLC
1,053(8,555)
2
risk parity, asset allocation, portfolio management
7.
Noise, CAPM and the Size and Value Effects
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Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Posted:
05 Sep 06
Last Revised:
02 Nov 10
978(9,588)
12
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
0
Noise, value effect, size effect, CAPM, non-price-weighted portfolios
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Posted:
05 Sep 06
Last Revised:
31 Dec 07
978
12
Mispricing, noise, CAPM, size effect, value effect, excess volatility puzzle, dividend predictability puzzle
8.
Hsu, Jason C. Research Affiliates, LLC
Saa-Requejo, Jesus Vega Asset Management LLC
Santa-Clara, Pedro Nova School of Business and Economics
862(11,688)
25
Bond pricing, default risk, term structure of yield spread
9.
Bhansali, Vineer Pacific Investment Management Company (PIMCO)
Davis, Josh Pacific Investment Management Company (PIMCO)
Rennison, Graham affiliation not provided to SSRN
Hsu, Jason C. Research Affiliates, LLC
Li, Feifei Research Affiliates, LLC
832(12,385)
risk parity, asset allocation, risk factor parity
10.
Hsu, Jason C. Research Affiliates, LLC
711(15,604)
3
Equity Market Non-participation, Portfolio Choice, Endogenous Wealth Heterogeneity
11.
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Tindall, Phil Towers Watson Limited
Posted:
22 Oct 12
Last Revised:
04 Apr 13
699(16,005)
smart betas, alternative betas, Fundamental Index, rebalancing premium, value premium
12.
Arnott, Robert D. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Li, Feifei Research Affiliates, LLC
Shepherd, Shane D. Research Affiliates, LLC
Posted:
04 Sep 08
Last Revised:
03 Nov 10
632(18,509)
2
Fundamental Index, Valuation-Indifferent Index, Bond Index
13.
Tuan, Jason School of Economics and Management of Beijing Jiaotong University
Hsu, Jason C. Research Affiliates, LLC
Zhang, Jinxin Northern Jiaotong University - School of Economics and Management
Qiusheng, Zhang Northern Jiaotong University - School of Economics and Management
605(19,708)
1
Merger Arbitrage, Risk Arbitrage, Insider Trading, Pre-Bid Price Appreciation, Merger and Acquisition, Standard Event Study Methodology
14.
Hsu, Jason C. Research Affiliates, LLC
Moroz, Max Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
546(22,605)
1
Shadow Banking, Financial Crisis, Subprime Crisis
15.
A Model of R&D Valuation and the Design of Research Incentives
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Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Oct 03
Last Revised:
03 Nov 10
378(36,486)
6
Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
Posted:
31 Dec 07
Last Revised:
03 Nov 10
286
6
real option, incentive design, R&D valuation
Hsu, Jason C. Research Affiliates, LLC
Schwartz, Eduardo S. University of California, Los Angeles (UCLA) - Finance Area
92
6
16.
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Wermers, Russ University of Maryland - Robert H. Smith School of Business
Posted:
27 Oct 10
Last Revised:
22 Nov 11
376(36,718)
Performance, Evaluation
17.
Performance Attribution: Measuring Dynamic Allocation Skill
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Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Myers, Brett W. Texas Tech, Rawls College of Business
Posted:
27 Mar 10
Last Revised:
11 Dec 10
356(39,234)
3
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Myers, Brett W. Texas Tech, Rawls College of Business
0
Performance Measurement and Evaluation, Peer Group Comparisons, Tactical Asset Allocation, Performance, Performance Attribution, Measuring Manager Skill
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Myers, Brett W. Texas Tech, Rawls College of Business
356
3
Performance Attribution, Mutual Funds, Brinson Attribution
18.
Hsu, Jason C. Research Affiliates, LLC
Campollo, Carmen FTSE Americas
Posted:
01 Jan 08
Last Revised:
03 Nov 10
296(48,890)
4
Fundamental Index, Indexing, Capitalization Weighting, Non-price-based Indexing
19.
Hsu, Jason C. Research Affiliates, LLC
Shakernia, Omid Research Affiliates, LLC
244(60,689)
asset allocation, alpha, portfolio performance
20.
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Surti, Himanshu Research Affiliates LLC
Posted:
02 Aug 10
Last Revised:
03 Nov 10
219(68,049)
1
Value Investing, Small Cap, Risk Models, Style Indexes
21.
Hsu, Jason C. Research Affiliates, LLC
Shepherd, Shane D. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Posted:
26 Mar 10
Last Revised:
03 Nov 10
208(71,736)
Risk Modeling, Parameter Uncertainty
22.
Chaves, Denis B. Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Shim, Yoseop Research Affiliates, LLC
Posted:
08 Oct 11
Last Revised:
14 Feb 12
199(75,038)
value strategy, value premium, value factor, value investing
23.
Hsu, Jason C. Research Affiliates, LLC
Li, Feifei Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
185(80,584)
Conditional Volatility, Risk Management, Portfolio Choice
24.
Hsu, Jason C. Research Affiliates, LLC
Saa-Requejo, Jesus Vega Asset Management LLC
Santa-Clara, Pedro Nova School of Business and Economics
Posted:
20 Mar 10
Last Revised:
03 Nov 10
160(92,244)
1
Fixed Income, Default Risk, Corporate Bonds
25.
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Posted:
26 Mar 10
Last Revised:
03 Nov 10
132(109,096)
1
Value at Risk, Parameter Uncertainty
26.
Li, Feifei Research Affiliates, LLC
Hsu, Jason C. Research Affiliates, LLC
Kalesnik, Vitali Research Affiliates LLC
Posted:
01 Feb 10
Last Revised:
03 Nov 10
128(111,853)
1
Real Estate, REITs, Fundamental Indexing, Valuation-Indifferent Indexing, Alternative Indexing
27.
Hsu, Jason C. Research Affiliates, LLC
Kudoh, Hideaki Nomura Holdings, Inc. (NHI) - Nomura Asset Management Co., Ltd. (NAM)
Yamada, Toru Nomura Holdings, Inc. (NHI) - Nomura Asset Management Co., Ltd. (NAM)
Posted:
17 May 12
Last Revised:
29 May 12
126(113,327)
28.
Hsu, Jason C. Research Affiliates, LLC
82(153,746)
Active Management, Hedge Funds, Index Funds, Irrational Investor Behavior, Mutual Funds, Pension Fund
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