Aye M. Soe

Standard & Poor's

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 14,153

SSRN RANKINGS

Top 14,153

in Total Papers Downloads

3,806

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (10)

1.

The Low Volatility Effect: A Comprehensive Look

Number of pages: 19 Posted: 13 Aug 2012
Aye M. Soe
Standard & Poor's
Downloads 882 (29,536)

Abstract:

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Volatility effect, low volatility, minimum variance portfolio, low risk investing

2.

Does Past Performance Matter? S&P Persistence Scorecard

Number of pages: 9 Posted: 09 Jun 2012 Last Revised: 12 Jun 2012
Aye M. Soe and Frank Luo
Standard & Poor's and Standard & Poor's
Downloads 820 (32,720)
Citation 4

Abstract:

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Mutual Fund, Performance

3.

Equity Duration of the S&P 500: Latest Updates

Number of pages: 9 Posted: 18 Jun 2012
David M. Blitzer, Frank Luo and Aye M. Soe
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 638 (45,961)
Citation 1

Abstract:

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S&P 500, Equity Duration, Pension Fund, Asset Allocations

4.

S&P 500 Dividend Aristocrats

Number of pages: 13 Posted: 04 Jan 2009
Aye M. Soe
Standard & Poor's
Downloads 581 (51,903)
Citation 1

Abstract:

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dividend

5.

Equity Duration: Updated Duration of the S&P 500

Number of pages: 12 Posted: 14 Oct 2010
Aye M. Soe, David M. Blitzer and Srikant Dash
Standard & Poor's, Standard & Poor's - Index Committee and Standard & Poor's
Downloads 306 (111,053)

Abstract:

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equity duration,S&P 500, S&P 500 equity duration

6.

Is High Quality Always Better?

Number of pages: 14 Posted: 31 Aug 2010
Aye M. Soe
Standard & Poor's
Downloads 134 (238,794)

Abstract:

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S&P 500 quality ranks

7.

The Shrinking Index Effect: A Global Perspective

Number of pages: 14 Posted: 11 Mar 2010 Last Revised: 01 Sep 2010
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 126 (250,284)

Abstract:

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index effect

8.

It’s a Small World - Manager Dynamics in International Small Caps

Number of pages: 15 Posted: 01 Sep 2009
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 114 (269,439)

Abstract:

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small cap

9.

A Tale of Two Benchmarks

Number of pages: 12 Posted: 24 Jun 2009
Aye M. Soe and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 113 (271,215)
Citation 3

Abstract:

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performance attribution

10.

The Role of Multi-Asset Solutions in Indexing

Number of pages: 17 Posted: 19 Sep 2013
Xiaowei Kang, Aye M. Soe and Keith Loggie
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Standard & Poor's and Standard & Poor's
Downloads 92 (311,311)

Abstract:

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