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Denis B. Chaves

SSRN Author Rank: 2,923 by Downloads and 21,747 by Citations

 

The Vanguard Group, Inc.


 100 Vanguard Blvd
 Malvern, PA 19355
 United States
 email address

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. Denis B. Chaves's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,299
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 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.
The Vanguard Group, Inc.
Hsu, Jason C.
Research Affiliates, LLC
Li, Feifei
Research Affiliates, LLC
Shakernia, Omid
Research Affiliates, LLC
Posted:
27 Aug 11
2,520
(2,233)
6

2.  
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.
The Vanguard Group, Inc.
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
1,901
(3,796)
2

3.   Incl. Electronic Paper
Arnott, Robert D.
Research Affiliates, LLC
Chaves, Denis B.
The Vanguard Group, Inc.
Posted:
17 Apr 11
Last Revised:
24 Jan 12
1,510
(7,779)
5

4.  
Chaves, Denis B.
The Vanguard Group, Inc.
Posted:
09 Jan 12
Last Revised:
13 Jan 12
706
(18,924)
 

5.  
Chaves, Denis B.
The Vanguard Group, Inc.
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
577
(23,326)
 

6.  
Chaves, Denis B.
The Vanguard Group, Inc.
Posted:
19 Nov 09
Last Revised:
23 Nov 09
417
(44,858)
 

7.  
Chaves, Denis B.
The Vanguard Group, Inc.
Kalesnik, Vitali
Research Affiliates LLC
Little, Bryce
Cornell University
Posted:
10 Jan 12
260
(81,993)
 

8.  
Arnott, Robert D.
Research Affiliates, LLC
Chaves, Denis B.
The Vanguard Group, Inc.
Chow, Tzee-man
Research Affiliates, LLC
Posted:
07 Aug 15
32
(207,293)
 

9.  
Chaves, Denis B.
The Vanguard Group, Inc.
Hsu, Jason C.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Shim, Yoseop
Research Affiliates, LLC
Posted:
15 Nov 14
 

10.  
Rebalancing and the Value Effect | Show Abstract |
Journal of Portfolio Management, Vol. 38, No. 4, 2012
Chaves, Denis B.
The Vanguard Group, Inc.
Arnott, Robert D.
Research Affiliates, LLC
Posted:
10 Jan 12
Last Revised:
05 Sep 14
 


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