Tzee-man Chow

Research Affiliates, LLC

Associate Researcher

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 16,916

SSRN RANKINGS

Top 16,916

in Total Papers Downloads

2,321

CITATIONS
Rank 27,091

SSRN RANKINGS

Top 27,091

in Total Papers Citations

9

Scholarly Papers (5)

1.
Downloads 1,874 ( 6,288)
Citation 9

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
Rayliant Global Advisors, Research Affiliates, LLC, Research Affiliates LLC and Cornell University
Downloads 1,874 (6,152)
Citation 9

Abstract:

alternative, equity

A Survey of Alternative Equity Index Strategies

Financial Analysts Journal, Vol. 67, No. 5, 2011
Posted: 30 Sep 2011
Research Affiliates, LLC, Rayliant Global Advisors, Research Affiliates LLC and Cornell University

Abstract:

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.

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, Li-Lan Kuo and Feifei Li
Research Affiliates, LLC, Rayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

low volatility, smart beta, minimum variance

3.

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

Number of pages: 24 Posted: 07 Aug 2015
Robert D. Arnott, Denis B. Chaves and Tzee-man Chow
Research Affiliates, LLC, The Vanguard Group, Inc. and Research Affiliates, LLC
Downloads 32 (160,214)

Abstract:

inflation,real interest rates,shiller P/E

4.

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, Research Affiliates, LLC and Research Affiliates, LLC
Downloads 0 (86,345)

Abstract:

low volatility, minimum variance, smart beta, constrained optimization

5.

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

Number of pages: 22
Tzee-man Chow, Feifei Li and Yoseop Shim
Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC
Downloads 0

Abstract:

smart beta, multi-factor portfolios, integrating, mixing