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Kalesnik, Vitali
 SSRN Author Rank: 4,234 by Downloads
 Vice President, Research
 

Research Affiliates LLC


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. Kalesnik, Vitali's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,881		 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.   Incl. Electronic Paper
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
1,439
(5,021) 		7
2.  
Beyond Cap-Weight: The Search for Efficient Beta | Show Abstract | Download |
Journal of Indexes, January-February 2010
Accepted Paper Series
Arnott, Robert D.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Moghtader, Paul
affiliation not provided to SSRN
Scholl, Craig
Lazard Asset Management
Posted:
04 Nov 09
Last Revised:
02 Nov 10
744
(14,607) 		 
3.  
The Surprising 'Alpha' from Malkiel's Monkey and Upside-Down Strategies | Show Abstract | Download |
Journalof Portfolio Management, Forthcoming
Accepted Paper Series
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
702
(15,912) 		 
4.  
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
376
(36,762) 		 
5.   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 Dec 10
356
(39,275) 		3
6.  
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
219
(68,150) 		1
7.  
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
208
(71,844) 		 
8.  
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
(75,129) 		 
9.  
Chaves, Denis B.
Research Affiliates, LLC
Kalesnik, Vitali
Research Affiliates LLC
Little, Bryce
Cornell University
Posted:
10 Jan 12
197
(75,908) 		 
10.  
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
132
(109,236) 		1
11.  
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
128
(111,991) 		1
12.  
Kalesnik, Vitali
Research Affiliates LLC
Posted:
25 Jan 08
108
(127,997) 		 
13.  
Kalesnik, Vitali
Research Affiliates LLC
Posted:
25 Jan 08
38
(224,020) 		 
14.  
Kalesnik, Vitali
Research Affiliates LLC
Posted:
25 Jan 08
35
(230,806) 		 

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