Xiaowei Kang

Standard & Poor's

Director, Research

London EC2M 7NJ

United Kingdom

SCHOLARLY PAPERS

12

DOWNLOADS
Rank 8,360

SSRN RANKINGS

Top 8,360

in Total Papers Downloads

4,568

CITATIONS
Rank 40,246

SSRN RANKINGS

Top 40,246

in Total Papers Citations

4

Scholarly Papers (12)

1.

Evaluating Alternative Beta Strategies

Journal of Indexes Europe, March/April 2012
Number of pages: 18 Posted: 27 Sep 2012
Xiaowei Kang
Standard & Poor's
Downloads 717 (22,146)
Citation 2

Abstract:

Alternative Beta Strategies, Quantitative Equity Strategies, Portfolio Construction, Alternative Index Strategies, Alternatively Weighted Indices, Fundamental Indices, Low Volatility Strategies, Minimum Variance Strategies, Equal Weight Indices, Equal Risk Contribution

2.

Practical Considerations for Factor-Based Asset Allocation

Number of pages: 16 Posted: 22 Jun 2014
Xiaowei Kang and Daniel Ung
Standard & Poor's and CFA Institute
Downloads 487 (11,047)

Abstract:

alternative beta, smart beta, fixed income, equities, commodities, risk premia, factor-based investing

3.

Alternative Beta Strategies in Commodities

Number of pages: 16 Posted: 27 Nov 2013 Last Revised: 18 Dec 2013
Daniel Ung and Xiaowei Kang
CFA Institute and Standard & Poor's
Downloads 398 (33,934)
Citation 1

Abstract:

Commodities; Smart Beta; Alternative Beta; Strategy; Return; Factors; Asset Management; Investment

4.

Commodity Investments: The Missing Piece of the Portfolio Puzzle?

Number of pages: 11 Posted: 27 Sep 2012
Xiaowei Kang
Standard & Poor's
Downloads 309 (71,515)

Abstract:

Commodity Investments, Commodities Asset Class, Commodity Indices, Commodity Indexing, Portfolio Diversification, Inflation Protection, Inflation Hedge, S&P GSCI, Enhanced Roll, Dynamic Roll

5.

Quality: A Distinct Equity Factor?

Number of pages: 22 Posted: 27 Jul 2014
Daniel Ung, Priscilla Luk and Xiaowei Kang
CFA Institute, S&P Dow Jones Indices and Standard & Poor's
Downloads 234 (73,974)

Abstract:

smart beta; alternative beta; advanced beta; tilts; value; size; momentum; low volatility; risk factors; equities; passive investments; indexing

6.

The ‘New Classic’ Equity Allocation

MSCI Barra Research Paper No. 2010-33
Number of pages: 19 Posted: 14 Nov 2010
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Standard & Poor's, MSCI Inc. and MSCI Inc.
Downloads 217 (98,987)

Abstract:

framework for the implementation of global equity allocation, asset allocation policies, integrated, global investment, process, investment management

7.

Some Like it Hot

MSCI Barra Research Paper No. 2011-03
Number of pages: 14 Posted: 03 Feb 2011
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Standard & Poor's, MSCI Inc. and MSCI Inc.
Downloads 199 (115,903)

Abstract:

MSCI Research series, global equity, implementation, active management, different market segmentscore-satellite, portfolio, structure, manager, performance, datainstitutional investors

8.

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 180 (128,909)

Abstract:

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

9.

A Fresh Look at the Strategic Equity Allocation of European Institutional Investors, January 2010

MSCI Barra Research Paper No. 2010-01
Number of pages: 20 Posted: 15 Feb 2010
Xiaowei Kang and Dimitris Melas
Standard & Poor's and MSCI Inc.
Downloads 138 (164,875)
Citation 1

Abstract:

strategic equity allocation European Institutional Investors asset practices US UK Japan global approach

10.

Accessing Real Assets through Equities

Number of pages: 10 Posted: 27 Sep 2012
Xiaowei Kang
Standard & Poor's
Downloads 67 (262,732)

Abstract:

Real Assets, Real Asset Equities, Alternative Investments, Commodity Investments, Commodity Equities, Commodity Producers, Real Estate Investments, REITs, Infrastructure Investments, Asset Allocation

11.

The Role of Multi-Asset Solutions in Indexing

Number of pages: 17 Posted: 19 Sep 2013
Xiaowei Kang, Aye M. Soe and Keith Loggie
Standard & Poor's, Standard & Poor's and Standard & Poor's
Downloads 54 (256,870)

Abstract:

Multi-Asset Solutions, Multi-Asset, Indexing, Multi-Asset Indices

12.

Evaluating Index Tradeability: A Brief Cross-Asset Class Review

Journal of Indexes Europe, September/October 2012
Number of pages: 11 Posted: 06 Oct 2012
Xiaowei Kang and Daniel Ung
Standard & Poor's and CFA Institute
Downloads 50 (305,350)

Abstract:

index, investable index, equities, commodities, fixed income, volatility, cross asset class, trade-off, index construction, VIX