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

  • CFA Institute

  • Chartered Alternative Investment Analyst Association (CAIA)

  • Global Association of Risk Professionals

SCHOLARLY PAPERS

9

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1,662

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CROSSREF CITATIONS

3

Scholarly Papers (9)

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1.

Alternative Beta Strategies in Commodities

Number of pages: 16 Posted: 27 Nov 2013 Last Revised: 18 Dec 2013
Daniel Ung, Daniel Ung and Xiaowei Kang
CFA InstituteChartered Alternative Investment Analyst Association (CAIA) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 891 (40,847)

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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, Daniel Ung, Priscilla Luk and Xiaowei Kang
CFA InstituteChartered Alternative Investment Analyst Association (CAIA), S&P Dow Jones Indices and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 435 (102,154)
Citation 1

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

3.

Resource Efficiency: A Case Study in Carbon and Water Use

Number of pages: 21 Posted: 09 Mar 2016
Daniel Ung, Daniel Ung, Kelly Tang, Christina Weimann and Angela Olufunwa
CFA InstituteChartered Alternative Investment Analyst Association (CAIA), S&P Dow Jones Indices, Trucost PLC and Trucost PLC
Downloads 100 (395,262)

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

4.

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, Daniel Ung and Daniel Ung
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and CFA InstituteChartered Alternative Investment Analyst Association (CAIA)
Downloads 85 (438,123)

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

5.

Practice Essentials: Real Assets 201 - Exploring Global Infrastructure Indices

Number of pages: 14 Posted: 04 Oct 2012
Daniel Ung and Daniel Ung
CFA InstituteChartered Alternative Investment Analyst Association (CAIA)
Downloads 80 (453,984)

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

6.

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

Number of pages: 11 Posted: 04 Oct 2012
Daniel Ung and Daniel Ung
CFA InstituteChartered Alternative Investment Analyst Association (CAIA)
Downloads 71 (485,529)
Citation 1

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

7.

Practical Considerations for Factor-Based Asset Allocation

https://doi.org/10.3905/jii.2015.5.4.033
Posted: 22 May 2019
Xiaowei Kang, Daniel Ung and Daniel Ung
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and CFA InstituteChartered Alternative Investment Analyst Association (CAIA)

Abstract:

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

8.

Smart Beta Efficiency versus Investability: Introducing the Cost-Adjusted Factor Efficiency Ratio

Posted: 12 Jan 2017
Daniel Ung and Daniel Ung
CFA InstituteChartered Alternative Investment Analyst Association (CAIA)

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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, Daniel Ung and Priscilla Luk
CFA InstituteChartered Alternative Investment Analyst Association (CAIA) and S&P Dow Jones Indices

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