Chris Brightman

Research Affiliates, LLC

620 Newport Center Dr

Suite 900

Newport Beach, CA 92660

United States

http://www.researchaffiliates.com

SCHOLARLY PAPERS

3

DOWNLOADS

1,690

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Avoidable Costs of Index Rebalancing

Number of pages: 48 Posted: 06 May 2022 Last Revised: 08 Mar 2023
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors and Research Affiliates, LLC
Downloads 1,269 (30,725)

Abstract:

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Indexation, Portfolio Construction, Passive Investing, Transaction Costs, Optimal Trading.

2.

Reimagining Index Funds

Number of pages: 30 Posted: 31 Oct 2023
Robert D. Arnott, Chris Brightman, Xi Liu and Que Nguyen
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC
Downloads 421 (130,631)

Abstract:

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Cap-weighting, Fundamental Selection, Tracking Error, Outperformance, Indexation

3.

Why Are High Exposures to Factor Betas Unlikely to Deliver Anticipated Returns?

Chris Brightman, Forrest Henslee, Vitali Kalesnik, Feifei Li and Juhani Linnainmaa The Journal of Portfolio Management QES Special Issue 2022, jpm.2021.1.310; DOI: https://doi.org/10.3905/jpm.2021.1.310
Posted: 19 Mar 2021 Last Revised: 12 Jan 2022
Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates Global Advisors, Research Affiliates, LLC and Dartmouth College - Tuck School of Business

Abstract:

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Factor Portfolios, Risk Factors, Characteristics, Covariances