Patrick Geddes

Aperio Group

Chief Investment Officer

3 Harbor Drive

Suite 315

Sausalito, CA 94965

United States

http://www.aperiogroup.com

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 29,276

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Scholarly Papers (6)

1.

What Would Yale Do If It Were Taxable?

Financial Analysts Journal, Vol. 71, No. 4, 2015
Number of pages: 26 Posted: 09 Jun 2014 Last Revised: 11 Aug 2015
Patrick Geddes, Lisa R. Goldberg and Stephen Bianchi
Aperio Group, University of California, Berkeley and University of California, Berkeley
Downloads 625 (40,775)

Abstract:

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asset allocation, taxes, ultra-high net worth investors, endowments, hedge funds, tax-advantaged indexing, reverse optimization, equity-hedge fund correlation

2.

Restoring Value to Minimum Variance

Forthcoming in Journal of Investment Management
Number of pages: 12 Posted: 05 Sep 2013 Last Revised: 26 Nov 2013
Lisa R. Goldberg, Ran Leshem and Patrick Geddes
University of California, Berkeley, Aperio Group and Aperio Group
Downloads 612 (41,894)

Abstract:

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minimum variance, low risk, value factor

3.

Building a Carbon-Free Equity Portfolio

Number of pages: 13 Posted: 16 Feb 2015
Aperio Group, University of California, Berkeley, Aperio Group and Aperio Group
Downloads 144 (198,693)

Abstract:

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Divestment, Endowment, Foundation, Individual Investor, New Institutional, Oil, Carbon-free, Energy, Utilities, Materials, Tracking Error

4.

Building a Carbon Free Portfolio

Number of pages: 9 Posted: 16 Feb 2013
Patrick Geddes
Aperio Group
Downloads 93 (273,388)

Abstract:

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carbon divestment, optimized

5.

Measuring the Risk Impact of Social Screening

Journal of Investment Consulting, Vol. 13, No. 1, 45-53, 2012
Number of pages: 9 Posted: 22 Sep 2012
Patrick Geddes
Aperio Group
Downloads 56 (362,594)

Abstract:

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ESG, SRI, MRI, Environmental Social Governance, Mission-Related Investing, Socially Responsible Investing, Risk Measurement

6.

Restoring Value to Minimum Variance

Journal of Investment Management (JOIM), Second Quarter 2014
Posted: 06 Mar 2015
Lisa Goldberg, Ran Leshem and Patrick Geddes
Independent, Aperio Group and Aperio Group

Abstract:

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Minimum variance strategy, low-beta stocks, low-risk anomaly, value tilt, momentum tilt, factor model, style factors