Wei Dai

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 11,030

SSRN RANKINGS

Top 11,030

in Total Papers Downloads

6,393

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (8)

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 2,061 (11,025)

Abstract:

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

2.

Weighting for the Right One: Weighting Scheme Design for Systematic Equity Portfolios

Number of pages: 26 Posted: 03 Feb 2022 Last Revised: 18 Aug 2022
Wei Dai and Namiko Saito
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 836 (42,135)

Abstract:

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weighting scheme, factor investing, premium integration, multi-factor portfolios, portfolio design, asset allocation

3.

Pursuing Multiple Premiums: Combination vs. Integration

Number of pages: 14 Posted: 26 Feb 2021 Last Revised: 04 Feb 2022
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 699 (53,598)

Abstract:

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factor investing, premium integration, multi-factor portfolios, portfolio design, asset allocation

4.

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 644 (59,431)

Abstract:

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

5.

Greenhouse Gas Emissions and Expected Returns

Number of pages: 22 Posted: 19 Oct 2020 Last Revised: 02 Feb 2022
Wei Dai
Dimensional Fund Advisors
Downloads 602 (64,766)
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

6.

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 601 (64,920)

Abstract:

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

7.

Assessing the Relative Magnitude of Premiums

Number of pages: 10 Posted: 20 Dec 2021
Stanley Black and Wei Dai
Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 550 (72,769)

Abstract:

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size, value, profitability, expected returns, equities, factor investing, asset allocation

8.

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 400 (106,443)

Abstract:

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Corporate Bonds, Fixed Income, Credit Spreads