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Hsu, Jason C.


 SSRN Author Rank: 527 by Downloads
 Chief Investment Officer
 

Research Affiliates, LLC


 620 Newport Center Dr
 Suite 900
 Newport Beach, CA 92660
 United States
 HOME PAGE: http://www.jasonhsu.org
 email address
 Adjunct Professor
 

University of California, Los Angeles - Anderson School of Business


 110 Westwood Plaza
 Los Angeles, CA 90095-1481
 United States

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. Hsu, Jason C.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
23,614
Total
Citations
167
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
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
3,939
(1,067)
49

2.  
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios | Show Abstract | Download |
Journal of Investing, Vol. 20, No. 1, pp. 108-118, Spring 2011
Accepted Paper Series
Chaves, Denis B.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Shakernia, Omid
Research Affiliates, LLC
Posted:
27 Aug 11
1,964
(3,637)
6

3.   Incl. Electronic Paper
Chow, Tzee-man
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Little, Bryce
Cornell University
Posted:
24 Oct 10
Last Revised:
11 Aug 13
1,684
(4,771)
11

4.  
Efficient Algorithms for Computing Risk Parity Portfolio Weights | Show Abstract | Download |
Journal of Investing, 2012, 21, no. 3 (fall): 150-163
Accepted Paper Series
Chaves, Denis B.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Shakernia, Omid
Research Affiliates, LLC
Posted:
26 Jul 12
Last Revised:
11 Aug 13
1,584
(5,330)
3

5.   Incl. Electronic Paper
Hsu, Jason C.
Research Affiliates, LLC
Posted:
11 Jan 05
Last Revised:
15 Jun 10
1,500
(5,868)
24

6.  
Can Noise Create Size and Value Effects? | Show Abstract | Download |
AFA 2008 New Orleans Meetings Paper
Working Paper Series
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
1,335
(7,091)
10

7.  
The Risk in Risk Parity: A Factor Based Analysis of Asset Based Risk Parity | Show Abstract | Download |
Journal of Investing, Vol. 21, No. 3, 2012
Accepted Paper Series
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
Posted:
25 Oct 12
1,329
(7,151)
 

8.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Posted:
05 Sep 06
Last Revised:
02 Nov 10
1,066
(10,315)
11

9.  
Hsu, Jason C.
Research Affiliates, LLC
Saa-Requejo, Jesus
Vega Asset Management LLC
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
01 Nov 04
935
(12,642)
25

10.  
What Drives Equity Market Non-Participation? | Show Abstract | Download |
North American Journal of Economics and Finance, 2012, 23, 86-114
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Posted:
01 Dec 03
Last Revised:
11 Aug 13
730
(18,292)
3

11.  
Shadow Banks and the Financial Crisis of 2007-2008 | Show Abstract | Download |
In 'THE BANKING CRISIS HANDBOOK', Chapter 3, pp. 39-56, Greg Gregoriou, ed., CRC Press, 2009
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Moroz, Max
Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
728
(18,390)
1

12.  
Chow, Tzee-man
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Kuo, Li-Lan
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Posted:
25 Jul 13
Last Revised:
24 Dec 13
699
(19,490)
 

13.  
Valuation-Indifferent Weighting for Bonds | Show Abstract | Download |
Journal of Portfolio Management, Vol. 36, No. 3, pp. 117-130, Spring 2010
Working Paper Series
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
682
(20,184)
2

14.  
Merger Arbitrage Profitability in China | Show Abstract | Download |
International Conference on Management Science and Engineering, Press of Harbin Institute of Technology, 1995
Accepted Paper Series
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
Posted:
11 Jun 07
661
(21,092)
2

15.   Incl. Electronic Paper
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 Aug 13
446
(35,816)
4

16.  
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
432
(37,328)
 

17.  
Performance Evaluation of Active Managers: An Overview of Current Practice | Show Abstract | Download |
Investments & Wealth Monitor, January/February 2011
Accepted Paper Series
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
427
(37,876)
 

18.   Incl. Electronic Paper
Hsu, Jason C.
Research Affiliates, LLC
Schwartz, Eduardo S.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
27 Oct 03
Last Revised:
09 Feb 14
402
(40,787)
6

19.  
A Framework for Examining Asset Allocation Alpha | Show Abstract | Download |
Journal of Index Investing, Forthcoming
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Shakernia, Omid
Research Affiliates, LLC
Posted:
11 Jan 13
395
(41,774)
 

20.  
An Examination of Fundamental Indexation | Show Abstract | Download |
New Frontiers in Index Investing: Journal of Indexes, Vol. 58, pp. 32-37, January/February 2006
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Campollo, Carmen
FTSE Americas
Posted:
01 Jan 08
Last Revised:
03 Nov 10
373
(44,816)
5

21.  
He, Donald X.
Allianz Global Investors US LLC
Hsu, Jason C.
Research Affiliates, LLC
Rue, Neil
Pension Consulting Alliance
Posted:
08 May 14
Last Revised:
13 May 14
361
(46,895)
 

22.  
An Examination of Traditional Style Indexes | Show Abstract | Download |
Journal of Index Investing, vol. 1, no. 2, Fall 2010, pp. 14-23
Working Paper Series
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
241
(73,647)
1

23.  
Value Investing: Smart Beta vs. Style Indices | Show Abstract | Download |
Journal of Indexes, Forthcoming
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Posted:
07 Aug 14
236
(75,636)
 

24.  
Model Risk for Market Risk Modeling | Show Abstract | Download |
In 'THE RISK MODELING RISK EVALUATION HANDBOOK: RETHINKING FINANCIAL RISK MANAGEMENT METHODOLOGIES IN THE GLOBAL CAPITAL MARKETS', G. Gregoriou, C. Hoppe, and C. Wehn, eds, McGraw-Hill, 2010
Accepted Paper Series
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
227
(78,465)
 

25.   Incl. Electronic Paper
Hsu, Jason C.
Research Affiliates, LLC
Kudoh, Hideaki
Nomura Asset Management Co., Ltd. (NAM)
Yamada, Toru
Nomura Holdings, Inc. (NHI) - Nomura Asset Management Co., Ltd. (NAM)
Posted:
17 May 12
Last Revised:
11 Aug 13
218
(81,786)
1

26.  
A Structural Model of Default Risk | Show Abstract | Download |
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Saa-Requejo, Jesus
Vega Asset Management LLC
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Posted:
20 Mar 10
Last Revised:
03 Nov 10
216
(82,571)
1

27.  
Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation | Show Abstract | Download |
In 'STOCK MARKET VOLATILITY', Chapter 10, pp. 195-208, Greg Gregoriou, ed., Chapman & Hall, 2009
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
203
(87,903)
 

28.  
Does Valuation - Indifferent Indexing Work for the Real Estate Market? | Show Abstract | Download |
Journal of Investing, Vol. 19, No. 3, pp. 72-79, Fall 2010
Accepted Paper Series
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
144
(120,387)
1

29.  
Risk-Managing the Uncertainty in VAR Parameters | Show Abstract | Download |
In 'THE VAR IMPLEMENTATION HANDBOOK', Chapter 18, pp. 385-400, G. Gregoriou, ed., McGraw-Hill, 2009
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Posted:
26 Mar 10
Last Revised:
03 Nov 10
143
(121,153)
1

30.  
Hsu, Jason C.
Research Affiliates, LLC
Cornell, Bradford
California Institute of Technology
Posted:
08 Aug 14
120
(143,257)
 

31.  
Selling Hope | Show Abstract | Download |
Rotman International Journal of Pension Management, Vol. 5, No. 2, 2012
Accepted Paper Series
Hsu, Jason C.
Research Affiliates, LLC
Posted:
18 Sep 12
Last Revised:
11 Aug 13
104
(155,183)
 

32.  
Hsu, Jason C.
Research Affiliates, LLC
Ware, James
Focus Consulting Group
Heisinger, Chuck
Focus Consulting Group
Posted:
19 May 14
Last Revised:
11 Sep 14
90
(171,201)
 


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