Vineer Bhansali

Pacific Investment Management Company (PIMCO)

840 Newport Center Drive

Suite 100

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

30

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10,717

CITATIONS
Rank 10,386

SSRN RANKINGS

Top 10,386

in Total Papers Citations

41

Scholarly Papers (30)

1.

The Risk in Risk Parity: A Factor-based Analysis of Asset-based Risk Parity

Journal of Investing, Vol. 21, No. 3, Fall 2012, pp. 102-110
Posted: 25 Oct 2012 Last Revised: 28 Dec 2016
Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Rayliant Global Advisors and Research Affiliates, LLC

Abstract:

risk parity, asset allocation, risk factor parity

2.

Offensive Risk Management: Can Tail Risk Hedging Be Profitable?

Number of pages: 20 Posted: 24 Mar 2010 Last Revised: 06 Apr 2010
Vineer Bhansali and Josh Davis
Pacific Investment Management Company (PIMCO) and Pacific Investment Management Company (PIMCO)
Downloads 1,394 (7,407)

Abstract:

Tail Hedging, Asset Allocation

Forecasting Portfolio Risk in Normal and Stressed Markets

Number of pages: 15 Posted: 28 Nov 2001
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology
Downloads 700 (29,065)
Citation 6

Abstract:

risk factors, market stress, portfolio risk

Forecasting Portfolio Risk in Normal and Stressed Markets

Journal of Risk, Vol. 4, No. 1, Fall 2001
Posted: 17 Jan 2002
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology

Abstract:

risk factors, market stress, portfolio risk

4.

Active Risk Parity

Number of pages: 8 Posted: 29 Nov 2012
Vineer Bhansali
Pacific Investment Management Company (PIMCO)
Downloads 695 (21,530)

Abstract:

Risk Parity, Risk Factors, Asset Allocation

5.

Carry and Trend in Lots of Places

Number of pages: 23 Posted: 18 Mar 2015
Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 627 (17,291)

Abstract:

Carry, trend, momentum, asset allocation

6.

Putting Economics (Back) into Quantitative Models

Number of pages: 36 Posted: 14 Nov 2005
Vineer Bhansali
Pacific Investment Management Company (PIMCO)
Downloads 580 (35,088)
Citation 1

Abstract:

7.

Debt Subordination and the Pricing of Credit Default Swaps

Cal Tech Working Paper No. CALT-68-2415
Number of pages: 10 Posted: 30 Jan 2003
Peter B. Lee, Mark B. Wise and Vineer Bhansali
Lehman Brothers, New York, California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 475 (48,123)
Citation 1

Abstract:

Credit Default Swaps, Debt Subordination

8.
Downloads 444 ( 53,345)
Citation 1

Corporate Bond Risk from Stock Dividend Uncertainty

California Institute of Technology Working Paper No. CALT-68-2435
Number of pages: 14 Posted: 20 Jun 2003
Mark B. Wise, Peter B. Lee and Vineer Bhansali
California Institute of Technology, Lehman Brothers, New York and Pacific Investment Management Company (PIMCO)
Downloads 444 (52,788)
Citation 1

Abstract:

Dividends, Corporate Bonds, Default Probability

Corporate Bond Risk From Stock Dividend Uncertainty

International Journal of Theoretical and Applied Finance, Vol 6, No. 7, p. 741, September 2004
Posted: 20 Sep 2004
Mark B. Wise, Peter B. Lee and Vineer Bhansali
California Institute of Technology, Lehman Brothers, New York and Pacific Investment Management Company (PIMCO)

Abstract:

corporate bond, stock dividend, default probability

9.

Universal Asymptotic Behavior of Mortgage Prepayments

California Tech Working Paper No. 68-2307
Number of pages: 7 Posted: 20 Mar 2002
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 414 (56,590)

Abstract:

Mortgage, prepayments, burnout

10.

The Muni Bond Spread: Credit, Liquidity, and Tax

Columbia Business School Research Paper No. 14-37
Number of pages: 49 Posted: 30 Aug 2014
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 398 (21,149)

Abstract:

municipal bonds, public finance, muni default risk illiquidity, prerefunded munis, advance refunding, taxes

11.
Downloads 383 ( 63,798)
Citation 9

Taxes on Tax-Exempt Bonds

Number of pages: 64 Posted: 25 Mar 2008
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 203 (126,320)
Citation 9

Abstract:

municipal bonds, income and capital gains tax, de minimis boundary, public finance

Taxes on Tax-Exempt Bonds

Journal of Finance, Forthcoming
Number of pages: 65 Posted: 26 Nov 2008
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 97 (232,483)
Citation 9

Abstract:

municipal bonds, income and capital gains tax, de minimis boundary, public finance, implicit tax rate

Taxes on Tax-Exempt Bonds

Journal of Finance, Vol. 65, No. 2, pp. 565-601, 2008
Number of pages: 48 Posted: 21 Oct 2011
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 42 (365,303)
Citation 9

Abstract:

Taxes on Tax-Exempt Bonds

NBER Working Paper No. w14496
Number of pages: 48 Posted: 25 Nov 2008 Last Revised: 12 Aug 2010
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 41 (368,825)
Citation 9

Abstract:

12.

Modeling Swap Spreads in Normal and Stressed Environments

Number of pages: 28 Posted: 24 Dec 2008
Vineer Bhansali, Yonathan Schwarzkopf and Mark B. Wise
Pacific Investment Management Company (PIMCO), Lime Brokerage LLC and California Institute of Technology
Downloads 326 (71,358)

Abstract:

13.

Correlated Random Walks and the Joint Survival Probability

Number of pages: 13 Posted: 07 Jul 2004
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 322 (76,146)
Citation 2

Abstract:

Random walk , survival probability, first passage

Portfolio Allocation to Corporate Bonds with Correlated Defaults

CALT Working Paper No. 68-2365
Number of pages: 18 Posted: 27 May 2002
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 310 (80,848)
Citation 5

Abstract:

Portfolio Allocation to Corporate Bonds with Correlated Defaults

Journal of Risk, Vol. 5, No. 1, Fall 2002
Posted: 09 Dec 2002
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)

Abstract:

15.

Inflation Tail Risk Hedging

Journal of Portfolio Management, 2014
Number of pages: 28 Posted: 30 Mar 2013
Vineer Bhansali
Pacific Investment Management Company (PIMCO)
Downloads 299 (65,202)

Abstract:

Inflation, Hyperinflation, Hedging, Tail Risk, Monetary Policy, Basis Risk

Implications of Correlated Default for Portfolio Allocation to Corporate Bonds

California Inst. of Tech. Working Paper No. CALT-68-2405
Number of pages: 18 Posted: 09 Sep 2002
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 261 (97,858)

Abstract:

Implications of Correlated Default For Portfolio Allocation to Corporate Bonds

Journal of Investment Management, Vol. 3, No. 1, First Quarter 2005
Posted: 30 Mar 2005
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)

Abstract:

Portfolio, correlated default, corporate bonds

Diversification and Generalized Tracking Errors For Correlated Non-Normal Returns

California Institute of Technology Working Paper No. CALT-68-2400
Number of pages: 6 Posted: 01 Oct 2002
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)
Downloads 227 (113,142)

Abstract:

Diversification and Generalized Tracking Errors for Correlated Non-Normal Returns

Quantitative Finance, Vol. 2, No. 6, pp. 482-486, December 2002
Posted: 12 Feb 2003
Mark B. Wise and Vineer Bhansali
California Institute of Technology and Pacific Investment Management Company (PIMCO)

Abstract:

Diversification, Non-normal, Returns

18.

How Much Should Investors Pay For Leverage?

Number of pages: 13 Posted: 04 Apr 2005
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology
Downloads 223 (112,583)
Citation 1

Abstract:

19.

Taylor Rules under the Risk-Management Paradigm of Discretionary Monetary Policy

Number of pages: 15 Posted: 09 Nov 2005
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology
Downloads 203 (122,073)
Citation 1

Abstract:

Taylor Rules, Monetary Policy, Low Inflation, Risk Management

20.

Asymmetric Monetary Policy Rules and the Yield Curve

Number of pages: 20 Posted: 20 Mar 2006
Matthew P. Dorsten, Vineer Bhansali and Mark B. Wise
California Institute of Technology, Pacific Investment Management Company (PIMCO) and California Institute of Technology
Downloads 186 (134,001)
Citation 3

Abstract:

Yield Curve, Monetary Policy

21.

Endogenous Yield Curve Risk from Central Bank Policy Uncertainty

Number of pages: 13 Posted: 04 Dec 2006
Vineer Bhansali and Mark B. Wise
Pacific Investment Management Company (PIMCO) and California Institute of Technology
Downloads 134 (176,723)

Abstract:

Central Bank Policy, Duration

22.
Downloads 111 (210,219)

Build America Bonds

NBER Working Paper No. w16008
Number of pages: 17 Posted: 04 Jun 2010 Last Revised: 29 Sep 2010
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University
Downloads 111 (211,177)
Citation 2

Abstract:

Build America Bonds

Posted: 02 May 2010
Andrew Ang, Vineer Bhansali and Yuhang Xing
BlackRock, Inc, Pacific Investment Management Company (PIMCO) and Rice University

Abstract:

Municipal debt, tax-exempt bonds, public finance, tax subsidy

23.

Volatility and the Carry Trade

Journal of Fixed Income, Winter 2007
Number of pages: 27 Posted: 05 Nov 2007
Vineer Bhansali
Pacific Investment Management Company (PIMCO)
Downloads 69 (53,806)
Citation 9

Abstract:

carry trade, volatility

24.

A Comparison of Municipal Bond Index Weighting Schemes

Posted: 24 Mar 2015
Pacific Investment Management Company (PIMCO), University of California, Berkeley - Haas School of Business, University of Missouri, Columbia and Research Affiliates, LLC

Abstract:

Municipal Bonds; Municipal Bond Index; Passive Investing; Indexing

25.

Fat Tails and Stop-Losses in Portable Alpha

Journal of Investment Management (JOIM), Third Quarter 2011
Posted: 24 Aug 2011
Mark B. Wise, Yonathan Schwarzkopf and Vineer Bhansali
California Institute of Technology, Lime Brokerage LLC and Pacific Investment Management Company (PIMCO)

Abstract:

Portable alpha, stop-loss, regime shifts, utility, risk aversion, Sharpe ratio

26.

Offensive Risk Management II: The Case for Active Tail Risk Hedging

Journal of Portfolio Management, Forthcoming
Posted: 09 May 2010
Vineer Bhansali
Pacific Investment Management Company (PIMCO)

Abstract:

Tail Risk, Risk Management, Options

27.

Market Crises-Can the Physics of Phase Transitions and Symmetry Breaking Tell Us Anything Useful?

Journal Of Investment Management (JOIM), Third Quarter 2009
Posted: 13 Oct 2009 Last Revised: 19 Oct 2010
Vineer Bhansali
Pacific Investment Management Company (PIMCO)

Abstract:

Tail risk, liquidity crisis, systemic risk, phase transitions, arbitrage

28.

How Valuable are the TALF Puts?

Posted: 11 Aug 2009
Vineer Bhansali
Pacific Investment Management Company (PIMCO)

Abstract:

TALF, Put, Leverage, Federal Reserve, Liquidity Crisis

29.

Asset Allocation: Putting Economics (Back) in the Mix

Posted: 30 Oct 2008
Vineer Bhansali
Pacific Investment Management Company (PIMCO)

Abstract:

Asset Allocation, Factor Models, Tail Risk, ISM

30.

Systemic Credit Risk: What is the Market Telling Us?

Financial Analysts Journal, Vol. 64, No. 4, 2008
Posted: 23 Sep 2008
Pacific Investment Management Company (PIMCO), affiliation not provided to SSRN and University of California, Los Angeles (UCLA) - Finance Area

Abstract:

Derivative Instruments, Debt Derivatives, Debt Investments, Risk Measures, Credit Analysis