Martin L. Leibowitz

Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

Vice Chairman and Chief Investment Officer

730 Third Avenue

New York, NY 10017-3206

United States

  • Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

SCHOLARLY PAPERS

7

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3,339

SSRN CITATIONS
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Top 14,447

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13

CROSSREF CITATIONS

82

Scholarly Papers (7)

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1.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
P. Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra
Pension Research Council, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
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Citation 12

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

2.

Return Targets and Percentile Fans

Financial Analysts Journal, Vol. 66, No. 1, 2010
Posted: 16 Feb 2010
Martin L. Leibowitz and Anthony Bova
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) and Morgan Stanley

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Investment Theory, CAPM, APT, and Other Pricing Theories, Portfolio Management, Asset Allocation, Risk Measurement and Management, Multi-Asset Portfolios

3.

Active 130/30 Extensions: Alpha Hunting at the Fund Level

Journal of Investment Management, Vol. 5, No. 3, Third Quarter 2007
Posted: 22 Oct 2007
Anthony Bova and Martin L. Leibowitz
Morgan Stanley and Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

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Active extensions, 120/20 portfolios,130/30 portfolios, long/short portfolios, institutional portfolios, beta, alpha, tracking error

4.

P/Es and Pension Funding Ratios

Financial Analysts Journal, Vol. 63, No. 1, pp. 84-96, Janaury/February 2007
Posted: 02 Feb 2007
Martin L. Leibowitz and Anthony Bova
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) and Morgan Stanley

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Portfolio Management, Asset/Liability Management, Equity Investments, Fundamental Analysis, Valuation Models

5.

Allocation Betas

Financial Analysts Journal, Vol. 61, No. 4, pp. 70-82, July/August 2005
Posted: 26 Aug 2005
Martin L. Leibowitz and Anthony Bova
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) and Morgan Stanley

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Portfolio Management, Asset Allocation

6.

The Levered P/E Ratio

Posted: 14 Sep 2003
Martin L. Leibowitz
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

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Equity Investments: fundamental analysis and valuation models, Corporate Finance

7.

Spread-Driven Dividend Discount Models

Posted: 09 May 2001
Martin L. Leibowitz
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

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