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Jacobsen, Brian's
Scholarly Papers
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Downloads
2,805 |
Total
Citations
1 |
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1.
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Jacobsen, Brian
Wells Fargo Funds Management
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18 Jan 10
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Last Revised:
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10 Feb 10
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839
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asset allocation, strategic asset allocation, tactical allocation, investment management
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2.
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Jacobsen, Brian
Wells Fargo Funds Management
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444
(29,789)
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asset allocation, financial crisis, strategic asset allocation, risk management
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3.
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Jacobsen, Brian
Wells Fargo Funds Management
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198
(75,497)
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active management, portfolio management, arbitrage pricing, risk-neutral pricing, mutual funds
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4.
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Jacobsen, Brian
Wells Fargo Funds Management
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198
(75,497)
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returns based style analysis, attribution analysis, performance analysis, alpha
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5.
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Jacobsen, Brian
Wells Fargo Funds Management
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143
(102,098)
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1
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Market Cycle, Business Cycle, Tactical Asset Allocation
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6.
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Jacobsen, Brian
Wells Fargo Funds Management
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102
(133,336)
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Asset Allocation, Attribution, Investment Policy, Investment Strategy
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7.
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Jacobsen, Brian
Wells Fargo Funds Management
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98
(137,067)
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Modern Portfolio Theory, Mean-Variance, Portfolio Selection, Probability Distributions
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8.
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Jacobsen, Brian
Wells Fargo Funds Management
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81
(155,113)
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efficient frontier, mean variance optimization, modern portfolio theory, efficient portfolios, asset allocation
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9.
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Jacobsen, Brian
Wells Fargo Funds Management
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79
(157,554)
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expense ratios, 12b-1 fees, mutual fund, manager tenure, transaction costs
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10.
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Liu, Xiaochun
Emory University - Department of Economics Jacobsen, Brian
Wells Fargo Funds Management
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18 Nov 11
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Last Revised:
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22 Apr 12
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77
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Optimal Hedge Ratio, International Hedging, Multivariate GARCH, Currency Risk
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11.
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Jacobsen, Brian
Wells Fargo Funds Management
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73
(165,228)
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asset allocation, efficient frontier, model portfolio, portfolio choice, liquidity
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12.
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Jacobsen, Brian
Wells Fargo Funds Management Chan, Christian
Wells Fargo Funds Management, LLC Barbee, Olivia
Wells Fargo Funds Management, LLC
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62
(180,700)
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Defined Contribution Plans, Glide Paths, Pension Fund, Target Date Funds
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13.
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Jacobsen, Brian
Wells Fargo Funds Management
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55
(191,823)
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Loanable funds, interest rates, fixed income market, yields
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14.
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Jacobsen, Brian
Wells Fargo Funds Management
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53
(195,198)
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Federal Reserve Act, Federal Reserve, Central Banking, credit crisis, financial crisis, monetary policy
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15.
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Jacobsen, Brian
Wells Fargo Funds Management
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47
(205,964)
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paradox of thrift, Keynesian model, IS-LM, macroeconomics, savings, investment
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16.
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Jacobsen, Brian
Wells Fargo Funds Management
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45
(209,726)
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equation of exchange, quantity theory of money, inflation, bubbles, credit, currency
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17.
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Jacobsen, Brian
Wells Fargo Funds Management
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45
(209,726)
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successive monopolies, double marginalization, product variety, market fractionation
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18.
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Jacobsen, Brian
Wells Fargo Funds Management
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39
(221,887)
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self-similarity, fractals, multifractals, distributional scaling, forecasting, asset allocation, option pricing
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19.
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Jacobsen, Brian
Wells Fargo Funds Management
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38
(224,020)
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monetary policy, primary dealers, open market operations, repurchase agreements, federal funds rate
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20.
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Jacobsen, Brian
Wells Fargo Funds Management
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31 Dec 09
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Last Revised:
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05 Jan 10
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32
(237,989)
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market cycles, informational cascades, behavioral economics, behavioral finance, irrational
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21.
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Viral Crises
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Versions (2)
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Jacobsen, Brian
Wells Fargo Funds Management
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Posted:
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04 Apr 10
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Last Revised:
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04 Aug 11
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28
(251,842)
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Jacobsen, Brian
Wells Fargo Funds Management
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2
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viral crises, sovereign debt
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Jacobsen, Brian
Wells Fargo Funds Management
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26
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Sovereign Debt Crisis, Contagion
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22.
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Jacobsen, Brian
Wells Fargo Funds Management
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28
(248,877)
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factor mobility, capital controls, economic integration, portfolio investment, foreign direct investment
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23.
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Jacobsen, Brian
Wells Fargo Funds Management Mendelson, Barry K.
affiliation not provided to SSRN
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1
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24.
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Liu, Xiaochun
Emory University - Department of Economics Jacobsen, Brian
Wells Fargo Funds Management
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International asset pricing, Time-varying price of risk, Multivariate GARCH, Financial restriction, Currency risk
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