Peng Chen

Ibbotson Associates

Research Consultant

225 North Michigan Avenue

Suite 700

Chicago, IL 60601

United States

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 1,361

SSRN RANKINGS

Top 1,361

in Total Papers Downloads

21,818

SSRN CITATIONS
Rank 17,065

SSRN RANKINGS

Top 17,065

in Total Papers Citations

9

CROSSREF CITATIONS

43

Scholarly Papers (10)

1.

Stock Market Returns in the Long Run: Participating in the Real Economy

Yale ICF Working Paper No. 00-44
Number of pages: 30 Posted: 18 Jul 2001
Roger G. Ibbotson and Peng Chen
Yale School of Management and Ibbotson Associates
Downloads 7,706 (759)
Citation 7

Abstract:

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Equity Risk Premium

2.

The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs

Yale ICF Working Paper No. 06-10
Number of pages: 22 Posted: 01 Jun 2005
Roger G. Ibbotson and Peng Chen
Yale School of Management and Ibbotson Associates
Downloads 6,066 (1,144)

Abstract:

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hedge fund, costs, alpha, beta, returns, sources

3.
Downloads 3,477 ( 3,012)
Citation 2

Human Capital, Asset Allocation, and Life Insurance

Yale ICF Working Paper No. 05-11
Number of pages: 21 Posted: 13 May 2005
Yale School of Management, Ibbotson Associates, York University - Schulich School of Business and Ibbotson Associates
Downloads 3,477 (2,957)
Citation 2

Abstract:

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Human Capital, Asset Allocation, Life Insurance

Human Capital, Asset Allocation, and Life Insurance

Financial Analysts Journal, Vol. 62, No. 1, pp. 97-109, January/February 2006
Posted: 03 May 2006
Ibbotson Associates, Yale School of Management, York University - Schulich School of Business and affiliation not provided to SSRN

Abstract:

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Private Wealth Management, Asset Allocation, Client Objectives Constraints and Behavior, Investment Policy Formulation

4.

The ABCs of Hedge Funds: Alphas, Betas, & Costs

Number of pages: 26 Posted: 01 Apr 2010 Last Revised: 23 Apr 2010
Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University
Downloads 3,101 (3,674)
Citation 21

Abstract:

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5.

Subjective and Objective Risk Tolerance: Implications for Optimal Portfolios

Financial Counseling and Planning
Number of pages: 10 Posted: 15 Jun 1998
Sherman D. Hanna and Peng Chen
Ohio State University (OSU) and Ibbotson Associates
Downloads 1,139 (18,862)
Citation 13

Abstract:

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6.
Downloads 329 ( 95,796)
Citation 3

Efficient Portfolios for Saving for College

Number of pages: 8 Posted: 01 Feb 1997
Sherman D. Hanna and Peng Chen
Ohio State University (OSU) and Ibbotson Associates
Downloads 329 (95,177)
Citation 3

Abstract:

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Efficient Portfolios for Saving for College

Financial Counseling and Planning, Vol. 7, 1996
Posted: 20 Mar 1998
Sherman D. Hanna and Peng Chen
Ohio State University (OSU) and Ibbotson Associates

Abstract:

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7.

The ABCs of Hedge Funds: Alphas, Betas, and Costs

Financial Analysts Journal, Vol. 67, No. 1, 2011
Posted: 23 Jan 2011
Yale School of Management, Ibbotson Associates and Hong Kong Polytechnic University

Abstract:

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Alternative Investments, Hedge Funds, Performance Measurement and Evaluation, Portfolio Management, Alternative Investment Portfolio Management Strategies, Hedge Funds

The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010
Posted: 02 Apr 2010
Morningstar Investment Management, Ibbotson Associates, Morningstar Investment Management and Yale School of Management

Abstract:

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The Equal Importance of Asset Allocation and Active Management

Financial Analysts Journal, Vol. 66, No. 2, 2010
Posted: 16 Apr 2010
Morningstar Investment Management, Yale School of Management, Morningstar Investment Management and Ibbotson Associates

Abstract:

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Performance Measurement and Evaluation, Performance Attribution, Portfolio Management, Asset Allocation

9.

Long-Run Stock Returns: Participating in the Real Economy

Financial Analysts Journal, Vol. 59, No. 1, February 2003
Posted: 04 Apr 2003
Roger G. Ibbotson and Peng Chen
Yale School of Management and Ibbotson Associates

Abstract:

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Portfolio Management, Asset Allocation

10.

Negative Net Worth and the Life Cycle Hypothesis

Financial Counseling and Planning, 1996
Posted: 27 Nov 1996
Peng Chen and Michael S. Finke
Ibbotson Associates and The American College

Abstract:

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