Aye M. Soe

Standard & Poor's

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 19,086

SSRN RANKINGS

Top 19,086

in Total Papers Downloads

4,924

SSRN CITATIONS

4

CROSSREF CITATIONS

5

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 1,064 (38,815)
Citation 1

Abstract:

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

2.

S&P 500 Dividend Aristocrats

Number of pages: 13 Posted: 04 Jan 2009
Aye M. Soe
Standard & Poor's
Downloads 1,023 (41,053)
Citation 1

Abstract:

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dividend

3.

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 906 (48,654)
Citation 5

Abstract:

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Mutual Fund, Performance

4.

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 745 (63,443)
Citation 1

Abstract:

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

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 356 (155,328)

Abstract:

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

6.

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 251 (223,491)
Citation 2

Abstract:

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index effect

7.

Is High Quality Always Better?

Number of pages: 14 Posted: 31 Aug 2010
Aye M. Soe
Standard & Poor's
Downloads 172 (317,012)

Abstract:

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S&P 500 quality ranks

8.

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 144 (367,778)
Citation 3

Abstract:

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performance attribution

9.

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 141 (373,825)

Abstract:

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small cap

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 122 (418,016)

Abstract:

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