Paul D. Kaplan

Morningstar Canada

Director of Research

1 Toronto Street

Suite 500

Toronto, Ontario M5C 2W4

Canada

  • Morningstar Canada

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 35,945

SSRN RANKINGS

Top 35,945

in Total Papers Downloads

3,057

TOTAL CITATIONS

9

Scholarly Papers (9)

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1.

The Popularity Asset Pricing Model

Number of pages: 40 Posted: 19 Sep 2019 Last Revised: 26 Oct 2021
Thomas M. Idzorek, Paul D. Kaplan and Roger G. Ibbotson
Morningstar Investment Management, Morningstar Canada and Yale School of Management
Downloads 1,116 (42,734)
Citation 3

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popularity, asset pricing theory, CAPM, heterogeneous expectations/ disagreement, preferences / tastes, behavioral finance

2.

Popularity: A Bridge between Classical and Behavioral Finance

CFA Institute Research Foundation Publications, December 2018, ISBN 978-1-944960-60-5
Number of pages: 163 Posted: 23 Oct 2019
Roger G. Ibbotson, Thomas M. Idzorek, Paul D. Kaplan and James X. Xiong
Yale School of Management, Morningstar Investment Management, Morningstar Canada and Morningstar Investment Management
Downloads 823 (65,256)
Citation 3

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3.

The CAPM, APT, and PAPM

Number of pages: 41 Posted: 09 Sep 2023
Thomas M. Idzorek, Paul D. Kaplan and Roger G. Ibbotson
Morningstar Investment Management, Morningstar Canada and Yale School of Management
Downloads 613 (95,520)

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D62, G11, G12, G14, G23, G34, G4, M14, Q01, Q5 Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), asset pricing theory, heterogeneous expectations/ disagreement, preferences / tastes, Popularity Asset Pricing Theory (PAPM)

4.

Research Foundation Review 2018

CFA Institute Research Foundation Review 2018
Number of pages: 94 Posted: 23 Oct 2019
Paul Smith, Theodore R. Aronson, Bud Haslett, Laurence B. Siegel, Donald R. Chambers, Keith Black, Nelson J. Lacey, Ronald N. Kahn, Roger G. Ibbotson, Thomas M. Idzorek, Paul D. Kaplan, James X. Xiong, Ying L. Becker, Marc R. Reinganum, Martin S. Fridson, Mauro Costa Miranda, Michael Greis, Elke U. Weber, Joachim Klement, Momtchil Pojarliev and Joanne M. Hill
CFA Institute, CFA Institute Research Foundation, CFA Institute Research Foundation, CFA Institute Research Foundation, Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), BlackRock, Inc - San Francisco, Yale School of Management, Morningstar Investment Management, Morningstar Canada, Morningstar Investment Management, IBS, Driehaus Capital Management LLC, Lehmann, Livian, Fridson Advisors LLC, Government of the Federative Republic of Brazil - Central Bank of Brazil, Independent, Princeton University - Department of Psychology, Liberum Capital, Fischer Francis Trees & Watts, Inc. and ProShare Advisors LLC
Downloads 204 (322,616)

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CFA Institute, CFA Institute research foundation, alternative investing, active indexing, ETF, financial crisis, high yield, latin america, sustainable investing, risk tolerance, risk profiling, currency hedging, quantitative investing, alternative investing, popularity, ibbotson

5.

Joining Lifecycle Models with Mean-Variance Optimization

Number of pages: 22 Posted: 18 Jun 2023 Last Revised: 19 Oct 2023
Paul D. Kaplan and Thomas M. Idzorek
Morningstar Canada and Morningstar Investment Management
Downloads 177 (367,282)
Citation 1

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lifecycle finance; mean-variance optimization

6.

An Evaluation of Recent Evidence on Stock Market Bubbles

NBER Working Paper No. w1971
Number of pages: 48 Posted: 10 Feb 2001 Last Revised: 21 Nov 2022
Robert P. Flood, Robert J. Hodrick and Paul D. Kaplan
International Monetary Fund (IMF) - Research Department, Columbia University - Columbia Business School, Finance and Morningstar Canada
Downloads 124 (493,539)
Citation 2

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7.

Forming ESG-Oriented Portfolios: A Popularity Approach

The Journal of Investing 30th Anniversary Special Issue 2022, 31 (4) 63-75; DOI: https://doi.org/10.3905/joi.2022.31.4.063
Posted: 08 Jun 2022
Thomas M. Idzorek and Paul D. Kaplan
Morningstar Investment Management and Morningstar Canada

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8.

Does Asset Allocation Policy Explain 40, 90, 100 Percent Of Performance?

Posted: 05 Oct 2001
Roger G. Ibbotson and Paul D. Kaplan
Yale School of Management and Morningstar Canada

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9.

Full-Information Industry Betas

Financial Management, Vol 27, No 2
Posted: 26 Aug 1998
Paul D. Kaplan and James D. Peterson
Morningstar Canada and Charles Schwab Investment Advisory

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