Wei Dai

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 26,055

SSRN RANKINGS

Top 26,055

in Total Papers Downloads

2,389

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

US Inflation and Global Asset Returns

Number of pages: 15 Posted: 13 Jul 2021
Wei Dai and Mamdouh Medhat
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 614 (54,843)

Abstract:

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Inflation, Asset Returns, Asset Allocation, Inflation Hedging, Inflation-Indexed Securities

2.

On the Valuation of Performance Fees and Their Impact on Asset Managers’ Incentives

Fully published version of paper available at PMR: https://jai.pm-research.com/content/early/2021/05/21/jai.2021.1.135 ©2021 PMR. All rights reserved.
Number of pages: 17 Posted: 10 Sep 2020 Last Revised: 09 Jun 2021
Dimensional Fund Advisors, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dimensional Fund Advisors
Downloads 495 (71,804)

Abstract:

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performance fees, option pricing models, manager incentives, compensation, fee structure

3.

To Hedge or Not to Hedge: A Framework for Currency Hedging Decisions in Global Equity & Fixed Income Portfolios

Number of pages: 22 Posted: 07 Oct 2020
Wei Dai and Warwick Schneller
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 383 (96,983)

Abstract:

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currency, hedging, fixed income, equity, volatility, expected returns

4.

Greenhouse Gas Emissions and Expected Returns

Number of pages: 22 Posted: 19 Oct 2020 Last Revised: 17 Mar 2021
Wei Dai and Philipp Meyer-Brauns
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 376 (99,340)
Citation 1

Abstract:

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ESG, greenhouse gases, emissions, environmental finance, environmental economics, climate change, expected returns, fixed income, equities, factor investing, social cost of carbon

5.

Credit Spreads, Rating Downgrades, and Downside Performance: A Market-Informed Approach to Monitoring Credit Risk

Number of pages: 21 Posted: 26 Mar 2020 Last Revised: 27 Mar 2020
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 335 (112,750)

Abstract:

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Corporate Bonds, Fixed Income, Credit Spreads

6.

Pursuing Multiple Premiums: Combination vs. Integration

Number of pages: 14 Posted: 26 Feb 2021 Last Revised: 05 Mar 2021
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 186 (206,732)

Abstract:

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