Daniel Ung

CFA Institute

915 East High Street

Charlottesville, VA 22902

United States

Chartered Alternative Investment Analyst Association (CAIA)

CAIA

Global Association of Risk Professionals

FRM

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 33,447

SSRN RANKINGS

Top 33,447

in Total Papers Downloads

1,347

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

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 758 (32,317)

Abstract:

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

2.

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 371 (80,110)
Citation 1

Abstract:

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

3.

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 67 (339,909)

Abstract:

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

4.

Practice Essentials: Real Assets 201 - Exploring Global Infrastructure Indices

Number of pages: 14 Posted: 04 Oct 2012
Daniel Ung
CFA Institute
Downloads 63 (350,914)

Abstract:

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infrastructure equities, performance, inflation, diversification, S&P Global Infrastructure Index, Dow Jones Brookfield Infrastructure Index

5.

Taking a Shine to Copper: The Physical-Based S&P GSCI Cash Copper Index

Number of pages: 11 Posted: 04 Oct 2012
Daniel Ung
CFA Institute
Downloads 51 (388,160)
Citation 1

Abstract:

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physical commodities, copper, commodities index, inflation, diversification, fundamentals of copper, economic activity, practical applications

6.

Resource Efficiency: A Case Study in Carbon and Water Use

Number of pages: 21 Posted: 09 Mar 2016
CFA Institute, S&P Dow Jones Indices, Trucost PLC and Trucost PLC
Downloads 37 (440,169)

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climate change; COP 21; sustainability; ESG; greenhouse gas; resource efficiency; carbon efficiency

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

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Smart Beta; Efficiency; Optimization; Ranking; Investability; Purity; Cost; Equities; Factors; Risk Model

9.

What's in Your Smart Beta Portfolio? A Fundamental and Macroeconomic Analysis

Posted: 08 Jan 2016
Daniel Ung and Priscilla Luk
CFA Institute and S&P Dow Jones Indices

Abstract:

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smart beta, macroeconomic, economic, risk premia, risk factors, quality, dividend, low volatility, size, growth, momentum, multi-factor, economic regime