Michael Hunstad

Northern Trust Asset Management

Director of Quantitative Research

50 South LaSalle Street

Chicago, IL 60603

United States

SCHOLARLY PAPERS

3

DOWNLOADS

467

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Compensated and Uncompensated Risks In Global Factor Investing

Number of pages: 38 Posted: 13 Jul 2020 Last Revised: 14 Jul 2020
Sina Ehsani, Michael Hunstad and Manan Mehta
Northern Illinois University, Northern Trust Asset Management and Northern Trust Asset Management
Downloads 344 (113,867)

Abstract:

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International Equity Factors, Asset Pricing Models, Portfolio Management, Sector-Neutral factors

2.

Reducing Your Reliance on Risk Models: Another Look at Active Share

Number of pages: 9 Posted: 22 Oct 2014
Michael Hunstad
Northern Trust Asset Management
Downloads 123 (293,389)

Abstract:

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Active Share, Risk Model, Smart Beta, Monte Carlo, Factors

3.

Evaluating the Efficiency of 'Smart Beta' Indexes

The Journal of Index Investing. Summer 2015, Vol. 6, No. 1: pp. 111-121
Posted: 18 Oct 2014 Last Revised: 28 May 2015
Michael Hunstad and Jordan Dekhayser
Northern Trust Asset Management and Northern Trust Asset Management

Abstract:

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Factor Investing, Smart Beta, Risk Premia, Low Volatility, Dividend Yield, Value