Xiaowei Kang

Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)

P.O. Box 1738

Room T08-21

3000 DR Rotterdam, 3000 DR

Netherlands

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 14,053

SSRN RANKINGS

Top 14,053

in Total Papers Downloads

5,265

SSRN CITATIONS

2

CROSSREF CITATIONS

9

Scholarly Papers (14)

1.

Evaluating Alternative Beta Strategies

Journal of Indexes Europe, March/April 2012
Number of pages: 18 Posted: 27 Sep 2012
Xiaowei Kang
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 954 (36,045)

Abstract:

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Alternative Beta Strategies, Quantitative Equity Strategies, Portfolio Construction, Alternative Index Strategies, Alternatively Weighted Indices, Fundamental Indices, Low Volatility Strategies, Minimum Variance Strategies, Equal Weight Indices, Equal Risk Contribution

2.

The Intangibles Premium: Risk or Mispricing?

Number of pages: 45 Posted: 24 Sep 2021 Last Revised: 25 Apr 2022
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 907 (38,792)

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Intangible Assets, Knowledge Capital, Organization Capital, Asset Pricing, Factor Models, Information Complexity, Mispricing

3.

Alternative Beta Strategies in Commodities

Number of pages: 16 Posted: 27 Nov 2013 Last Revised: 18 Dec 2013
Daniel Ung, Daniel Ung and Xiaowei Kang
CFA InstituteChartered Alternative Investment Analyst Association (CAIA) and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 884 (40,089)

Abstract:

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Commodities; Smart Beta; Alternative Beta; Strategy; Return; Factors; Asset Management; Investment

4.

Conditional Volatility Targeting

Financial Analysts Journal, 2020, 76(4): 54–71
Number of pages: 32 Posted: 20 Jul 2020 Last Revised: 09 Nov 2020
Erasmus University Rotterdam (EUR) - Finance, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus University Rotterdam (EUR)
Downloads 521 (80,242)

Abstract:

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5.

The ‘New Classic’ Equity Allocation

MSCI Barra Research Paper No. 2010-33
Number of pages: 19 Posted: 14 Nov 2010
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), MSCI Inc. and MSCI Inc.
Downloads 450 (95,049)
Citation 3

Abstract:

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framework for the implementation of global equity allocation, asset allocation policies, integrated, global investment, process, investment management

6.

Quality: A Distinct Equity Factor?

Number of pages: 22 Posted: 27 Jul 2014
Daniel Ung, Daniel Ung, Priscilla Luk and Xiaowei Kang
CFA InstituteChartered Alternative Investment Analyst Association (CAIA), S&P Dow Jones Indices and Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 428 (100,735)
Citation 1

Abstract:

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smart beta; alternative beta; advanced beta; tilts; value; size; momentum; low volatility; risk factors; equities; passive investments; indexing

7.

Commodity Investments: The Missing Piece of the Portfolio Puzzle?

Number of pages: 11 Posted: 27 Sep 2012
Xiaowei Kang
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 428 (100,987)
Citation 1

Abstract:

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Commodity Investments, Commodities Asset Class, Commodity Indices, Commodity Indexing, Portfolio Diversification, Inflation Protection, Inflation Hedge, S&P GSCI, Enhanced Roll, Dynamic Roll

8.

Introducing GIVI: The S&P Global Intrinsic Value Index

Number of pages: 38 Posted: 22 May 2012
Priscilla Luk, Xiaowei Kang and Frank Luo
S&P Dow Jones Indices, Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Standard & Poor's
Downloads 241 (185,605)

Abstract:

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Low Volatility, Value Investing, Alternative Weighting, Index, Intrinsic Value

9.

A Fresh Look at the Strategic Equity Allocation of European Institutional Investors, January 2010

MSCI Barra Research Paper No. 2010-01
Number of pages: 20 Posted: 15 Feb 2010
Xiaowei Kang and Dimitris Melas
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and MSCI Inc.
Downloads 168 (256,957)
Citation 2

Abstract:

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strategic equity allocation European Institutional Investors asset practices US UK Japan global approach

10.

Accessing Real Assets through Equities

Number of pages: 10 Posted: 27 Sep 2012
Xiaowei Kang
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM)
Downloads 102 (373,875)

Abstract:

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Real Assets, Real Asset Equities, Alternative Investments, Commodity Investments, Commodity Equities, Commodity Producers, Real Estate Investments, REITs, Infrastructure Investments, Asset Allocation

11.

The Role of Multi-Asset Solutions in Indexing

Number of pages: 17 Posted: 19 Sep 2013
Xiaowei Kang, Aye M. Soe and Keith Loggie
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), Standard & Poor's and Standard & Poor's
Downloads 101 (376,388)

Abstract:

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Multi-Asset Solutions, Multi-Asset, Indexing, Multi-Asset Indices

12.

Evaluating Index Tradeability: A Brief Cross-Asset Class Review

Journal of Indexes Europe, September/October 2012
Number of pages: 11 Posted: 06 Oct 2012
Xiaowei Kang, Daniel Ung and Daniel Ung
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and CFA InstituteChartered Alternative Investment Analyst Association (CAIA)
Downloads 81 (431,444)

Abstract:

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index, investable index, equities, commodities, fixed income, volatility, cross asset class, trade-off, index construction, VIX

13.

Practical Considerations for Factor-Based Asset Allocation

Posted: 22 May 2019
Xiaowei Kang, Daniel Ung and Daniel Ung
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and CFA InstituteChartered Alternative Investment Analyst Association (CAIA)

Abstract:

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alternative beta, smart beta, fixed income, equities, commodities, risk premia, factor-based investing

14.

Some Like it Hot

MSCI Barra Research Paper No. 2011-03, https://doi.org/10.3905/joi.2012.21.2.017
Posted: 21 May 2019
Xiaowei Kang, Frank Nielsen and Giacomo Fachinotti
Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM), MSCI Inc. and MSCI Inc.

Abstract:

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MSCI Research series, global equity, implementation, active management, different market segmentscore-satellite, portfolio, structure, manager, performance, datainstitutional investors