Bryce Little

Citadel LLC

New York, NY

United States

SCHOLARLY PAPERS

3

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CITATIONS
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23

Scholarly Papers (3)

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1.

A Survey of Alternative Equity Index Strategies

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A Survey of Alternative Equity Index Strategies

Financial Analysts Journal, Vol. 67, No. 5, September/October 2011
Number of pages: 31 Posted: 24 Oct 2010 Last Revised: 28 Dec 2016
Jason C. Hsu, Tzee-man Chow, Vitali Kalesnik and Bryce Little
Rayliant Global Advisors, Research Affiliates, LLC, Research Affiliates LLC and Citadel LLC
Downloads 1,946 (7,278)
Citation 23

Abstract:

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alternative, equity

A Survey of Alternative Equity Index Strategies

Financial Analysts Journal, Vol. 67, No. 5, 2011
Posted: 30 Sep 2011
Tzee-man Chow, Jason C. Hsu, Vitali Kalesnik and Bryce Little
Research Affiliates, LLC, Rayliant Global Advisors, Research Affiliates LLC and Citadel LLC

Abstract:

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Portfolio Management, Equity Portfolio Management Strategies, Passive Management, Portfolio Construction and Revision, Implementation Issues, Equity Investments, Equity Markets, Characteristics, Institutions, and Benchmarks, Security Market Indices and Benchmarks

2.

The Information in the Term Structure of Commodity Futures

Number of pages: 22 Posted: 10 Jan 2012
Denis B. Chaves, Vitali Kalesnik and Bryce Little
The Vanguard Group, Inc., Research Affiliates LLC and Citadel LLC
Downloads 349 (84,181)

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commodities, futures, expectations hypothesis, term structure

3.

Disagreement Over the Long-Run: The Effects of Higher Order Expectations on the Equity Premium

Number of pages: 67 Posted: 03 May 2017
Bryce Little
Citadel LLC
Downloads 87 (286,404)

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