Joseph (Yoseop) Shim

Research Affiliates, LLC

Research Associate

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

1.

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

Journal of Index Investing, vol. 8, no. 4 (Spring 2018)
Posted: 22 May 2019
Tzee-man Chow, Feifei Li and Joseph (Yoseop) Shim
Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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smart beta, multi-factor portfolios, integrating, mixing

2.

What Drives the Value Premium? Risk versus Mispricing: Evidence from International Markets

Journal Of Investment Management (JOIM), Fourth Quarter 2013
Posted: 15 Nov 2014
Denis B. Chaves, Jason C. Hsu, Vitali Kalesnik and Joseph (Yoseop) Shim
The Vanguard Group, Inc., Rayliant Global Advisors, Research Affiliates LLC and Research Affiliates, LLC

Abstract:

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Value premium, mispricing, risk, value, growth, book-to-market ratio, beta, HML

3.

What Drives the Value Premium? Risk versus Mispricing: Evidence from International Markets

Journal of Investment Management, vol. 11, no. 4, 2013 (Fourth Quarter).
Posted: 08 Oct 2011 Last Revised: 07 Feb 2017
Denis B. Chaves, Jason C. Hsu, Vitali Kalesnik and Joseph (Yoseop) Shim
The Vanguard Group, Inc., Rayliant Global Advisors, Research Affiliates LLC and Research Affiliates, LLC

Abstract:

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value strategy, value premium, value factor, value investing