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Hsu, Jason C.


 SSRN Author Rank: 494 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
26,670
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
4,070
(1,139)
49

2.  
Risk Parity Portfolio vs. Other Asset Allocation Heuristic Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, Vol. 20, No. 1, pp. 108-118, Spring 2011
Number of Pages in PDF File: 15
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
2,400
(2,906)
6

3.  
Efficient Algorithms for Computing Risk Parity Portfolio Weights | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, 2012, 21, no. 3 (fall): 150-163
Number of Pages in PDF File: 25
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
1,780
(4,857)
3

4.   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
1,750
(4,997)
11

5.   Incl. Electronic Paper
Hsu, Jason C.
Research Affiliates, LLC
Posted:
11 Jan 05
Last Revised:
15 Jun 10
1,578
(6,014)
24

6.  
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Davis, Josh
Pacific Investment Management Company (PIMCO)
Rennison, Graham
Pacific Investment Management Company (PIMCO)
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Posted:
25 Oct 12
1,512
(6,493)
 

7.  
Can Noise Create Size and Value Effects? | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2008 New Orleans Meetings Paper
Number of Pages in PDF File: 32
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
1,368
(7,666)
10

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
1,104
(10,889)
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
962
(13,461)
25

10.  
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
916
(14,530)
 

11.  
Shadow Banks and the Financial Crisis of 2007-2008 | Show Abstract | Download This Paper | Open PDF in Browser |
In 'THE BANKING CRISIS HANDBOOK', Chapter 3, pp. 39-56, Greg Gregoriou, ed., CRC Press, 2009
Number of Pages in PDF File: 19
Hsu, Jason C.
Research Affiliates, LLC
Moroz, Max
Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
796
(18,028)
1

12.  
What Drives Equity Market Non-Participation? | Show Abstract | Download This Paper | Open PDF in Browser |
North American Journal of Economics and Finance, 2012, 23, 86-114
Number of Pages in PDF File: 54
Hsu, Jason C.
Research Affiliates, LLC
Posted:
01 Dec 03
Last Revised:
11 Aug 13
731
(20,315)
3

13.  
Valuation-Indifferent Weighting for Bonds | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Portfolio Management, Vol. 36, No. 3, pp. 117-130, Spring 2010
Number of Pages in PDF File: 25
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
718
(20,872)
2

14.  
Merger Arbitrage Profitability in China | Show Abstract | Download This Paper | Open PDF in Browser |
International Conference on Management Science and Engineering, Press of Harbin Institute of Technology, 1995
Number of Pages in PDF File: 6
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
692
(21,995)
2

15.  
Hsu, Jason C.
Research Affiliates, LLC
Myers, Brett W.
Texas Tech, Rawls College of Business
Whitby, Ryan J.
Utah State University
Posted:
06 Feb 15
637
(24,873)
 

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
551
(30,194)
 

17.   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
468
(37,392)
4

18.  
Value Investing: Smart Beta vs. Style Indices | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Indexes, Forthcoming
Number of Pages in PDF File: 7
Hsu, Jason C.
Research Affiliates, LLC
Posted:
07 Aug 14
448
(39,525)
 

19.  
Performance Evaluation of Active Managers: An Overview of Current Practice | Show Abstract | Download This Paper | Open PDF in Browser |
Investments & Wealth Monitor, January/February 2011
Number of Pages in PDF File: 8
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
448
(39,420)
 

20.  
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
447
(39,525)
 

21.  
A Framework for Examining Asset Allocation Alpha | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, Forthcoming
Number of Pages in PDF File: 16
Hsu, Jason C.
Research Affiliates, LLC
Shakernia, Omid
Research Affiliates, LLC
Posted:
11 Jan 13
422
(42,488)
 

22.   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:
13 Feb 15
405
(44,805)
6

23.  
An Examination of Fundamental Indexation | Show Abstract | Download This Paper | Open PDF in Browser |
New Frontiers in Index Investing: Journal of Indexes, Vol. 58, pp. 32-37, January/February 2006
Number of Pages in PDF File: 7
Hsu, Jason C.
Research Affiliates, LLC
Campollo, Carmen
FTSE Americas
Posted:
01 Jan 08
Last Revised:
03 Nov 10
396
(45,908)
5

24.  
An Examination of Traditional Style Indexes | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Index Investing, vol. 1, no. 2, Fall 2010, pp. 14-23
Number of Pages in PDF File: 11
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
254
(76,545)
1

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
249
(78,250)
1

26.  
Model Risk for Market Risk Modeling | Show Abstract | Download This Paper | Open PDF in Browser |
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
Number of Pages in PDF File: 10
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
233
(83,930)
 

27.  
A Structural Model of Default Risk | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Fixed Income, Vol. 19, No. 3, pp. 77-94, Winter 2010
Number of Pages in PDF File: 41
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
233
(83,930)
1

28.  
Hsu, Jason C.
Research Affiliates, LLC
Cornell, Bradford
California Institute of Technology
Posted:
08 Aug 14
211
(92,930)
 

29.  
Cyclicality in Stock Market Volatility and Optimal Portfolio Allocation | Show Abstract | Download This Paper | Open PDF in Browser |
In 'STOCK MARKET VOLATILITY', Chapter 10, pp. 195-208, Greg Gregoriou, ed., Chapman & Hall, 2009
Number of Pages in PDF File: 16
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Posted:
20 Mar 10
Last Revised:
03 Nov 10
210
(93,384)
 

30.  
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
150
(127,964)
 

31.  
Does Valuation - Indifferent Indexing Work for the Real Estate Market? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Investing, Vol. 19, No. 3, pp. 72-79, Fall 2010
Number of Pages in PDF File: 14
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
150
(127,273)
1

32.  
Risk-Managing the Uncertainty in VAR Parameters | Show Abstract | Download This Paper | Open PDF in Browser |
In 'THE VAR IMPLEMENTATION HANDBOOK', Chapter 18, pp. 385-400, G. Gregoriou, ed., McGraw-Hill, 2009
Number of Pages in PDF File: 13
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Posted:
26 Mar 10
Last Revised:
03 Nov 10
147
(129,451)
1

33.  
Two Determinants of Lifecycle Investment Success | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Retirement, Forthcoming
Number of Pages in PDF File: 15
Hsu, Jason C.
Research Affiliates, LLC
Treussard, Jonathan
Ziff Brothers Investments - Risk Management
Viswanathan, Vivek
Research Affiliates, LLC
Wu, Lillian J.
Research Affiliates, LLC
Posted:
01 Jun 15
118
(154,430)
 

34.  
Selling Hope | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman International Journal of Pension Management, Vol. 5, No. 2, 2012
Number of Pages in PDF File: 2
Hsu, Jason C.
Research Affiliates, LLC
Posted:
18 Sep 12
Last Revised:
11 Aug 13
116
(156,459)
 

35.  
Chaves, Denis B.
Research Affiliates, LLC
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Shim, Yoseop
Research Affiliates, LLC
Posted:
15 Nov 14
 


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