John T. Grier

Government of the Commonwealth of Virginia

SCHOLARLY PAPERS

2

DOWNLOADS

228

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Research Foundation Year in Review -- 2014

CFA Institute Research Foundation R2015
Number of pages: 84 Posted: 11 Jun 2015
CFA Institute Research Foundation, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Environmental Financial Products, LLC, Johns Hopkins University - Carey Business School, 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
Downloads 228 (263,180)

Abstract:

Loading...

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:

Loading...

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