Keith Loggie

Standard & Poor's

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 35,150

SSRN RANKINGS

Top 35,150

in Total Papers Downloads

1,282

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Volatility Arbitrage Indices - A Primer

Number of pages: 9 Posted: 04 Jan 2009
Keith Loggie
Standard & Poor's
Downloads 699 (36,435)

Abstract:

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volatility arbitrage, variance swap, realized volatility, implied volatility

2.

Equal Weight Indexing - Five Years Later

Number of pages: 17 Posted: 04 Jan 2009
Srikant Dash and Keith Loggie
Standard & Poor's and Standard & Poor's
Downloads 393 (75,616)
Citation 4

Abstract:

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equal weight indexing

3.

Linkages between Housing and Municipal Bond Markets

Number of pages: 11 Posted: 04 Jan 2009
Keith Loggie and Philip Murphy
Standard & Poor's and Standard & Poor's
Downloads 99 (271,430)

Abstract:

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municipal bond, housing

4.

The Role of Multi-Asset Solutions in Indexing

Number of pages: 17 Posted: 19 Sep 2013
Xiaowei Kang, Aye M. Soe and Keith Loggie
Standard & Poor's, Standard & Poor's and Standard & Poor's
Downloads 91 (286,629)

Abstract:

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Multi-Asset Solutions, Multi-Asset, Indexing, Multi-Asset Indices