Martin B. Tarlie

QMA

Managing Director

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 22,449

SSRN RANKINGS

Top 22,449

in Total Papers Downloads

1,748

CITATIONS

0

Scholarly Papers (6)

1.

Discount Rate Dynamics and Stock Prices

Number of pages: 36 Posted: 09 Oct 2013
Martin B. Tarlie
QMA
Downloads 306 (55,824)

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: 36 Posted: 19 Jun 2017 Last Revised: 06 Sep 2017
Edmund Bellord, Joshua Livnat, Dan Porter and Martin B. Tarlie
QMA, New York University, Quantitative Management Associates, LLC and QMA
Downloads 0 (42,607)

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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.

Bubbles, Anti-Bubbles, and Equity Expected Returns

Number of pages: 33 Posted: 27 Oct 2016
Martin B. Tarlie, Georgios Sakoulis and Roy Henriksson
QMA, Quantitative Management Associates (QMA) LLC and Quantitative Management Associates (QMA) LLC
Downloads 0 (184,676)

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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 (89,675)

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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: 14 Aug 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 QMA
Downloads 0 (117,139)

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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 QMA
Downloads 0 (179,271)

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Modified Information Ratio, Fund selection, Predicting Fund Performance