Brendan Bradley

Acadian Asset Management Inc., USA

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 5,267

SSRN RANKINGS

Top 5,267

in Total Papers Downloads

6,510

CITATIONS
Rank 9,324

SSRN RANKINGS

Top 9,324

in Total Papers Citations

47

Scholarly Papers (5)

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

NYU Working Paper No. 2451/29593
Number of pages: 26 Posted: 06 Apr 2010 Last Revised: 10 Sep 2013
Malcolm P. Baker, Brendan Bradley and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management Inc., USA and NYU Stern School of Business
Downloads 3,673 (1,833)
Citation 37

Abstract:

A Behavioral Finance Explanation for the Success of Low Volatility Portfolios

NYU Working Paper No. 2451/29537
Number of pages: 22 Posted: 26 Jun 2013
Malcolm P. Baker, Jeffrey Wurgler and Brendan Bradley
Harvard Business School, NYU Stern School of Business and Acadian Asset Management Inc., USA
Downloads 161 (150,967)
Citation 36

Abstract:

Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly

Financial Analysts Journal, Vol. 67, No. 1, 2011
Posted: 23 Jan 2011
Malcolm P. Baker, Brendan Bradley and Jeffrey Wurgler
Harvard Business School, Acadian Asset Management Inc., USA and NYU Stern School of Business

Abstract:

Behavioral Finance, Behavioral Biases, Limits to Arbitrage, Equity Investments, Portfolio Management: Risk Management

2.

The Low Risk Anomaly: A Decomposition into Micro and Macro Effects

Financial Analysts Journal, Forthcoming
Number of pages: 38 Posted: 01 Feb 2013 Last Revised: 14 Sep 2013
Malcolm P. Baker, Brendan Bradley and Ryan Taliaferro
Harvard Business School, Acadian Asset Management Inc., USA and Acadian Asset Management
Downloads 1,545 (6,431)
Citation 3

Abstract:

low volatility, beta, portfolio construction, market efficiency, capital asset pricing model

3.

Empirical Evidence on Spatial Contagion Between Financial Markets

Finance Letters, Vol. 3, No. 1, pp. 77-86, 2005
Number of pages: 10 Posted: 04 May 2005
Brendan Bradley and Murad S. Taqqu
Acadian Asset Management Inc., USA and Boston University - Department of Mathematics and Statistics
Downloads 350 (63,921)
Citation 4

Abstract:

Contagion, local correlation, correlation breakdown, crisis period

4.

How to Estimate Spatial Contagion between Financial Markets

Finance Letters, Vol. 3, No. 1, pp. 64-76, 2005
Number of pages: 13 Posted: 04 May 2005
Brendan Bradley and Murad S. Taqqu
Acadian Asset Management Inc., USA and Boston University - Department of Mathematics and Statistics
Downloads 266 (88,859)
Citation 1

Abstract:

Contagion, local correlation, correlation breakdown, crisis period

5.

Framework for Analyzing Spatial Contagion between Financial Markets

Finance Letters, Vol. 2, No. 6, pp. 8-15, 2004
Number of pages: 8 Posted: 15 Apr 2005
Brendan Bradley and Murad S. Taqqu
Acadian Asset Management Inc., USA and Boston University - Department of Mathematics and Statistics
Downloads 207 (112,967)
Citation 2

Abstract:

Contagion, local correlation, correlation breakdown, crisis period