Martin B. Tarlie

QMA

Managing Director

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 23,903

SSRN RANKINGS

Top 23,903

in Total Papers Downloads

1,659

CITATIONS

0

Scholarly Papers (5)

1.

Discount Rate Dynamics and Stock Prices

Number of pages: 36 Posted: 09 Oct 2013
Martin B. Tarlie
QMA
Downloads 306 (56,428)

Abstract:

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asset pricing, predictability of stock returns, volatility of stock returns, dividend growth predictability, discount rates

2.

Optimal Holdings of Active, Passive and Smart Beta Strategies

Number of pages: 29 Posted: 19 Jun 2017 Last Revised: 19 Jan 2018
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
QMA, New York University, Quantitative Management Associates, LLC and QMA
Downloads 0 (37,055)

Abstract:

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Portfolio Management, Smart Beta, Factor Investing, Passive Index, Enhanced Index, Factor Allocation, Asset Allocation, Modern Portfolio Theory, Mean Variance, Tracking Error, Shortfall, Optimization

3.

Stock Market Bubbles and Anti-Bubbles

Number of pages: 34 Posted: 27 Oct 2016 Last Revised: 13 Jan 2018
Martin B. Tarlie, Georgios Sakoulis and Roy Henriksson
QMA, Quantitative Management Associates (QMA) LLC and Quantitative Management Associates (QMA) LLC
Downloads 0 (161,839)

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Asset Pricing, Bubbles, Anti-Bubbles, Multiple Bubbles, Price Explosiveness, Explosive Autoregression

4.

Investment Horizon and Portfolio Selection

Number of pages: 32 Posted: 19 Oct 2016 Last Revised: 09 Mar 2017
Martin B. Tarlie
QMA
Downloads 0 (82,553)

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Multi Period Portfolio Choice, Shortfall Risk, Mean Variance, Dynamic Asset Allocation

5.

Modified IR As a Predictor of Fund Performance

Number of pages: 40 Posted: 22 Nov 2015
Joshua Livnat, Gavin Smith and Martin B. Tarlie
New York University, Prudential Financial - Quantitative Management Associates and QMA
Downloads 0 (173,083)

Abstract:

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Modified Information Ratio, Fund selection, Predicting Fund Performance