Harindra de Silva

Analytic Investors, Inc.

President

555 West 5th Street

50th Floor

Los Angeles, CA 90013

United States

SCHOLARLY PAPERS

14

DOWNLOADS
Rank 20,347

SSRN RANKINGS

Top 20,347

in Total Papers Downloads

2,282

CITATIONS
Rank 40,003

SSRN RANKINGS

Top 40,003

in Total Papers Citations

4

Scholarly Papers (14)

Portfolio Constraints and the Fundamental Law of Active Management

Financial Analysts Journal, Vol. 58, No. 5, September/October 2002
Posted: 14 Nov 2001
Steven Thorley, Roger Clarke and Harindra de Silva
BYU Marriott School of Business, affiliation not provided to SSRN and Analytic Investors, Inc.

Abstract:

Loading...

Portfolio Management: portfolio construction, rebalancing, and implementation, Portfolio Management: investment policy

2.

Long/Short Extensions: How Much is Enough?

Number of pages: 32 Posted: 23 Jul 2007
Ensign Peak Advisors, Analytic Investors, Inc., Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 1,205 (15,953)
Citation 4

Abstract:

Loading...

Portfolio Management, Short Selling, Portfolio Optimization

3.

The Not-So-Well-Known Three-and-One-Half Factor Model

Number of pages: 22 Posted: 09 Sep 2013 Last Revised: 05 Mar 2014
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 410 (69,027)

Abstract:

Loading...

Portfolio Theory, Linear Factor Model, CAPM Beta, Portfolio Performance Attribution, Three Factor Model, Four Factor Model

4.

Fundamentals of Futures and Options

CFA Institute Research Foundation 2013 - 3
Number of pages: 202 Posted: 09 Jun 2015 Last Revised: 13 Jun 2015
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 238 (125,617)

Abstract:

Loading...

Futures, Options

5.

When Does Capitalization-Weighting Outperform? Factor-Based Explanations

Number of pages: 19 Posted: 11 May 2018 Last Revised: 26 Jul 2018
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 175 (167,637)

Abstract:

Loading...

indexing, factor investing, mutual fund performance, passive investing

6.

Primer on Factor Exposures and Payoffs

Number of pages: 37 Posted: 02 Oct 2017
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business
Downloads 159 (182,158)

Abstract:

Loading...

factor investing, rules-based portfolios, quantitative portfolio management

7.

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 (268,285)

Abstract:

Loading...

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

8.

Pure Factor Portfolios and Multivariate Regression Analysis

Journal of Portfolio Management, 2017
Posted: 08 Feb 2017 Last Revised: 08 May 2017
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

Loading...

Factor Investing, Smart Beta, Portfolio Construction

9.

Fundamentals of Efficient Factor Investing

Financial Analysts Journal, Vol. 72, No. 6 (November/December 2016)
Posted: 10 Jun 2015 Last Revised: 12 Oct 2016
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

Loading...

Portfolio Theory, Factor Portfolios, Factor Investing, Portfolio Constraints, Smart Beta

10.

Risk Parity, Maximum Diversification, and Minimum Variance: An Analytic Perspective

Journal of Portfolio Management, Vol. 39, No. 3, pp. 39-53 (Spring 2013).
Posted: 01 Jan 2012 Last Revised: 21 Nov 2013
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

Loading...

Minimum Variance, Maximum Diversification, Risk Parity, Risk-Based, Portfolio Construction

11.

Minimum Variance Portfolio Composition

Journal of Portfolio Management, Vol. 37, No. 2, pp. 31-45 (Winter 2011)
Posted: 10 Feb 2010 Last Revised: 21 Nov 2013
Roger G Clarke, Harindra de Silva and Steven Thorley
Ensign Peak Advisors, Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

Loading...

Portfolio Theory, Mean Variance Optimization, Market Model, Idiosyncratic Risk

12.

The Fundamental Law of Active Portfolio Management

Journal of Investment Management, Vol. 4, No. 3, Third Quarter 2006
Posted: 03 Oct 2006
Harindra de Silva, Steven Thorley and Roger G Clarke
Analytic Investors, Inc., BYU Marriott School of Business and Ensign Peak Advisors

Abstract:

Loading...

Portfolio management, fundamental law, transfer coefficient

13.

Performance Attribution and the Fundamental Law

Financial Analysts Journal, Vol. 61, No. 5, pp. 70-82, September/October 2005
Posted: 29 Oct 2005
Roger Clarke, Steven Thorley and Harindra de Silva
Analytic Investors, Inc., BYU Marriott School of Business and Analytic Investors, Inc.

Abstract:

Loading...

Portfolio Management, Portfolio Construction, Rebalancing and Implementation, Equity Strategies, Hedge Fund Strategies, Alternative Investments, Hedge Fund Strategies

14.

Return Dispersion and Active Management

Financial Analysts Journal, Vol. 57, No. 5, September/October 2001
Posted: 05 Nov 2001
Harindra de Silva, Steven G. Sapra and Steven Thorley
Analytic Investors, Inc., Analytic Investors, Inc. and BYU Marriott School of Business

Abstract:

Loading...