Frank Luo

Standard & Poor's

Head of Research and Design

55 Water Street

New York, NY 10041

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 18,546

SSRN RANKINGS

Top 18,546

in Total Papers Downloads

2,620

SSRN CITATIONS

1

CROSSREF CITATIONS

5

Scholarly Papers (6)

1.

Does Past Performance Matter? S&P Persistence Scorecard

Number of pages: 9 Posted: 09 Jun 2012 Last Revised: 12 Jun 2012
Aye M. Soe and Frank Luo
Standard & Poor's and Standard & Poor's
Downloads 809 (29,807)
Citation 4

Abstract:

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Mutual Fund, Performance

2.

Equity Duration of the S&P 500: Latest Updates

Number of pages: 9 Posted: 18 Jun 2012
David M. Blitzer, Frank Luo and Aye M. Soe
Standard & Poor's - Index Committee, Standard & Poor's and Standard & Poor's
Downloads 611 (43,576)
Citation 1

Abstract:

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S&P 500, Equity Duration, Pension Fund, Asset Allocations

3.

10 Years Later: Where in the World is Equal Weight Indexing Now?

Number of pages: 25 Posted: 28 Apr 2013
Liyu Zeng and Frank Luo
Standard & Poor's and Standard & Poor's
Downloads 564 (48,407)

Abstract:

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Index, Equal Weight, Alternative Beta

4.

VIX Futures and the Hedging of Bond Portfolios

Number of pages: 20 Posted: 07 Jan 2012
Frank Luo and Srikant Dash
Standard & Poor's and Standard & Poor's
Downloads 393 (75,504)
Citation 2

Abstract:

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Volatility, VIX Futures, Bond Portfolios, Portfolio Hedging, Tail Risk

5.

Introducing GIVI: The S&P Global Intrinsic Value Index

Number of pages: 38 Posted: 22 May 2012
Priscilla Luk, Xiaowei Kang and Frank Luo
S&P Dow Jones Indices, Standard & Poor's and Standard & Poor's
Downloads 211 (146,654)

Abstract:

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Low Volatility, Value Investing, Alternative Weighting, Index, Intrinsic Value

6.

Distinguishing 'To' and 'Through' with Target Date Style Indices

Number of pages: 12 Posted: 10 Aug 2012
Peter Tsui, Frank Luo and Philip Murphy
S&P Dow Jones Indices, Standard & Poor's and Standard & Poor's
Downloads 32 (465,426)

Abstract:

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Target Date Fund, Retirement, Longevity risk