Tzee-man Chow

Research Affiliates, LLC

Associate Researcher

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

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SCHOLARLY PAPERS

7

DOWNLOADS
Rank 24,180

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Top 24,180

in Total Papers Downloads

2,983

SSRN CITATIONS

10

CROSSREF CITATIONS

2

Scholarly Papers (7)

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1.

A Survey of Alternative Equity Index Strategies

Downloads 2,027 ( 11,073)

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, Jason C. Hsu, Tzee-man Chow, Vitali Kalesnik and Bryce Little
Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC, Research Affiliates Global Advisors and Citadel LLC
Downloads 2,027 (10,852)
Citation 8

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, Jason C. Hsu, Vitali Kalesnik and Bryce Little
Research Affiliates, LLC, Research AffiliatesRayliant Global Advisors, Research Affiliates Global Advisors 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 Impact of Constraints on Minimum Variance Portfolios

Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)
Number of pages: 20 Posted: 20 Nov 2015 Last Revised: 28 Dec 2016
Tzee-man Chow, Engin Kose and Feifei Li
Research Affiliates, LLC, affiliation not provided to SSRN and Research Affiliates, LLC
Downloads 415 (99,705)

Abstract:

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low volatility, minimum variance, smart beta, constrained optimization

3.

Transaction Costs of Factor Investing Strategies

Financial Analysts Journal, Spring 2019, Forthcoming
Number of pages: 40 Posted: 22 Apr 2019
Feifei Li, Tzee-man Chow, Alex J. Pickard and Yadwinder Garg
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates, LLC and Bank of Montreal - BMO Global Asset Management
Downloads 404 (103,103)
Citation 2

Abstract:

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factor investing, smart beta, transactions costs, implementation costs, implicit market impact cost, market impact cost model, capacity

4.

No Good Deed Goes Unpunished? Social vs. Investment Objectives

Number of pages: 27 Posted: 08 Jun 2022
Tzee-man Chow and Feifei Li
Research Affiliates, LLC and Research Affiliates, LLC
Downloads 137 (289,678)

Abstract:

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Factor investing, value investing, ESG, SRI, impact investing, climate transition, carbon reduction, custom indexing.

5.

Smart Beta Multi-Factor Construction Methodology: Mixing vs. Integrating

Journal of Index Investing, vol. 8, no. 4 (Spring 2018)
Posted: 22 May 2019
Tzee-man Chow, Feifei Li and Joseph (Yoseop) Shim
Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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smart beta, multi-factor portfolios, integrating, mixing

6.

King of the Mountain: Shiller P/E and Macroeconomic Conditions

https://doi.org/10.3905/jpm.2017.44.1.055
Posted: 07 Aug 2015
Robert D. Arnott, Denis B. Chaves and Tzee-man Chow
Research Affiliates, LLC, The Capital Group Companies and Research Affiliates, LLC

Abstract:

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inflation,real interest rates,shiller P/E

7.

A Study of Low Volatility Portfolio Construction Methods

Journal of Portfolio Management, Vol. 40, No. 4, 2014
Posted: 25 Jul 2013 Last Revised: 28 Dec 2016
Tzee-man Chow, Jason C. Hsu, Jason C. Hsu, Li-Lan Kuo and Feifei Li
Research Affiliates, LLC, Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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low volatility, smart beta, minimum variance