Martin B. Tarlie

Quantitative Management Associates

Managing Director

100 Mulberry Street

Gateway Center 2

Newark, NJ 07102

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 37,012

SSRN RANKINGS

Top 37,012

in Total Papers Downloads

875

CITATIONS

0

Scholarly Papers (5)

1.

Discount Rate Dynamics and Stock Prices

Number of pages: 36 Posted: 09 Oct 2013
Martin B. Tarlie
Quantitative Management Associates
Downloads 306 (60,052)

Abstract:

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

2.

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, Quantitative Management Associates (QMA) LLC and Quantitative Management Associates (QMA) LLC
Downloads 0 (230,814)

Abstract:

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

3.

Investment Horizon and Portfolio Selection

Number of pages: 32 Posted: 19 Oct 2016 Last Revised: 10 Dec 2016
Martin B. Tarlie
Quantitative Management Associates
Downloads 0 (174,776)

Abstract:

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

4.

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: 03 Jun 2016
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
Downloads 0 (148,778)

Abstract:

board tenure, firm value, abnormal returns, growth firms

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 Quantitative Management Associates
Downloads 0 (187,176)

Abstract:

Modified Information Ratio, Fund selection, Predicting Fund Performance