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

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 22,110

SSRN RANKINGS

Top 22,110

in Total Papers Downloads

2,088

CITATIONS

2

Scholarly Papers (7)

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
Capital Group, 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
Downloads 2,088 (6,493)
Citation 2

Abstract:

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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

Abstract:

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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

Abstract:

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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

Abstract:

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Portfolio Management, Asset Allocation

6.

The Levered P/E Ratio

Financial Analysts Journal, Vol. 58, No. 6, November/December 2002
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

Financial Analysts Journal, Vol. 56, No. 6, November/December 2000
Posted: 09 May 2001
Martin L. Leibowitz
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)

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