Martin B. Tarlie

Quantitative Management Associates (QMA) LLC

Managing Director

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 28,704

SSRN RANKINGS

Top 28,704

in Total Papers Downloads

1,266

CITATIONS

0

Scholarly Papers (6)

1.

Discount Rate Dynamics and Stock Prices

Number of pages: 36 Posted: 09 Oct 2013
Martin B. Tarlie
Quantitative Management Associates (QMA) LLC
Downloads 306 (56,832)

Abstract:

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: 36 Posted: 19 Jun 2017 Last Revised: 21 Jun 2017
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
Quantitative Management Associates (QMA) LLC, New York University, Quantitative Management Associates, LLC and Quantitative Management Associates (QMA) LLC
Downloads 0 (129,164)

Abstract:

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

3.

Bubbles, Anti-Bubbles, and Equity Expected Returns

Number of pages: 33 Posted: 27 Oct 2016
Martin B. Tarlie, Georgios Sakoulis and Roy Henriksson
Quantitative Management Associates (QMA) LLC, Quantitative Management Associates (QMA) LLC and Quantitative Management Associates (QMA) LLC
Downloads 0 (189,252)

Abstract:

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
Quantitative Management Associates (QMA) LLC
Downloads 0 (119,857)

Abstract:

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

5.

Do Directors Have a Use-By Date? Examining the Impact of Board Tenure on Firm Performance

Number of pages: 51 Posted: 05 Feb 2016 Last Revised: 13 Jul 2017
Joshua Livnat, Gavin Smith, Kate Suslava and Martin B. Tarlie
New York University, Prudential Financial - Quantitative Management Associates, Rutgers, The State University of New Jersey - Accounting and Quantitative Management Associates (QMA) LLC
Downloads 0 (129,771)

Abstract:

board tenure, firm value, abnormal returns, growth firms

6.

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 Quantitative Management Associates (QMA) LLC
Downloads 0 (181,387)

Abstract:

Modified Information Ratio, Fund selection, Predicting Fund Performance