Richard C. Grinold

Barclays

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 20,980

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2,247

CITATIONS
Rank 9,882

SSRN RANKINGS

Top 9,882

in Total Papers Citations

84

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 2,151 (6,284)
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 96 (270,476)

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

Abstract:

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