Richard C. Grinold

Barclays

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,180

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Top 21,180

in Total Papers Downloads

2,183

CITATIONS

2

Scholarly Papers (4)

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 (6,459)
Citation 2

Abstract:

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

2.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation, York University - Schulich School of Business, Ensign Peak Advisors, Analytic Investors, Inc., BYU Marriott School of Business, Boston University - Questrom School of Business, Arizona State University, Ryan ALM, Inc., University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Independent, CFA Institute Research Foundation, CFA Institute Research Foundation, Allocationmetrics Limited, Independent, Barclays and Target Corporation
Downloads 95 (268,122)

Abstract:

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life annuities, futures, options, manager selection, ethics, ALM, asset/liability management, tail risk

3.

Implementation Efficiency

Financial Analysts Journal, Vol. 61, No. 5, pp. 52-64, September/October 2005
Posted: 29 Oct 2005
Richard C. Grinold
Barclays

Abstract:

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Portfolio Management, Equity Strategies, Portfolio Construction, Rebalancing and Implementation

4.

The Efficiency Gains of Long-Short Investing

Financial Analysts Journal, Vol. 56, No. 6, November/December 2000
Posted: 12 Jun 2001
Richard C. Grinold and Ronald N. Kahn
Barclays and BlackRock, Inc - San Francisco

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