Stephen Blyth

Harvard Management Company

600 Atlantic Avenue

Boston, MA 02210

United States

SCHOLARLY PAPERS

5

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0

CITATIONS

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Scholarly Papers (5)

1.

Flexible Indeterminate Factor-Based Asset Allocation

Journal of Portfolio Management, Forthcoming
Posted: 26 Oct 2015
Stephen Blyth, Mark Szigety and Jake Xia
Harvard Management Company, 3EDGE Asset Management and Harvard Management Company

Abstract:

Asset Allocation, Factors, Endowment Management, Risk Management, Portfolio Construction

2.

Fixed Income Arbitrage in a Financial Crisis (D): TED Spread and Swap Spread in May 2009

Harvard Business School Finance Case No. 211-052
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

3.

Fixed Income Arbitrage in a Financial Crisis (A): US Treasuries in November 2008

Harvard Business School Finance Case No. 211-049
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

4.

Fixed Income Arbitrage in a Financial Crisis (B): US Treasuries in December 2008

Harvard Business School Finance Case No. 211-050
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract:

5.

Fixed Income Arbitrage in a Financial Crisis (C): TED Spread and Swap Spread in November 2008

Harvard Business School Finance Case No. 211-051
Posted: 01 Mar 2012
Ryan Taliaferro and Stephen Blyth
Acadian Asset Management and Harvard Management Company

Abstract: