John T. Grier

Government of the Commonwealth of Virginia

  • Government of the Commonwealth of Virginia

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Research Foundation Year in Review -- 2014

CFA Institute Research Foundation R2015
Number of pages: 84 Posted: 11 Jun 2015
CFA Institute Research Foundation Submitter, Richard Sandor, Nathan Clarke, Murali Kanakasabai, Rafael Marques, Frank J. Fabozzi, Sergio Focardi, Caroline Jonas, Sunit Shah, Marianne M. Jennings, Laurence B. Siegel, Scott Stewart, Sebastien Page, Vasant Naik, Adeel Malik, Usman Hayat, John T. Grier, Bud Haslett and David Adler
CFA Institute Research Foundation, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Johns Hopkins University, The Intertek Group, CFA Institute Research Foundation, CFA Institute Research Foundation, Arizona State University, CFA Institute Research Foundation, Boston University - Questrom School of Business, Pimco, PIMCO, University of Oxford, CFA Institute, Government of the Commonwealth of Virginia, CFA Institute Research Foundation and CFA Institute
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Abstract:

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environment markets, liquidity, financial frictions, fiduciary duties, Islamic finance, DB, defined benefits, manager selection, principal-agent, principal, agent

2.

Covariance Misspecification in Asset Allocation

Financial Analysts Journal, Vol. 62, No. 4, pp. 76-85, July/August 2006
Posted: 08 Aug 2006
Steven P. Peterson and John T. Grier
Virginia Commonwealth University - School of Business - Department of Economics and Government of the Commonwealth of Virginia

Abstract:

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Portfolio Management, Asset Allocation; Alternative Investments, Other; Risk Measurement and Management, Advanced Risk Tools