Laurence B. Siegel

CFA Institute Research Foundation

Research Director

United States

  • CFA Institute Research Foundation

SCHOLARLY PAPERS

15

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5,446

SSRN CITATIONS
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SSRN RANKINGS

Top 13,276

in Total Papers Citations

19

CROSSREF CITATIONS

83

Scholarly Papers (15)

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1.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
P. Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra
Pension Research Council, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 3,299 (6,143)
Citation 12

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

2.

Where’s Tobin? Protecting Intergenerational Equity for Endowments: A New Benchmarking Approach

Number of pages: 45 Posted: 27 Apr 2022
M. Barton Waring and Laurence B. Siegel
bartonwaring.com and CFA Institute Research Foundation
Downloads 353 (142,020)

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endowment, benchmark, endowment benchmark, spending benchmark, smoothing, simulation, spending, endowment spending rules, smoothed spending, budget constraints, Yale endowment, economic liability, crossover, multi-period distribution charts

3.

The Equity Risk Premium: A Contextual Literature Review

CFA Institute Research Foundation Volume 12, Issue 1, pp. 1-30, November 2017, ISBN: 978-1-944960-31-5
Number of pages: 39 Posted: 18 Dec 2017
Laurence B. Siegel
CFA Institute Research Foundation
Downloads 325 (155,188)
Citation 7

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4.

Life-Cycle Investing: Financial Education and Consumer Protection

Published by Research Foundation of CFA Institute 2012
Number of pages: 9 Posted: 03 Jun 2013 Last Revised: 07 Mar 2015
Zvi Bodie, Laurence B. Siegel and Lisa Stanton
Boston University, CFA Institute Research Foundation and CFA Institute
Downloads 212 (237,958)

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financial education, consumer protection

5.

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, EDHEC 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 197 (254,472)

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

6.

Research Foundation Year in Review -- 2012

CFA Institute Research Foundation R2013
Number of pages: 76 Posted: 11 Jun 2015 Last Revised: 20 Mar 2016
Antti Ilmanen, Richard Taffler, David Tuckett, Zvi Bodie, Laurence B. Siegel, Lisa Stanton, Momtchil Pojarliev, Richard M. Levich, Stephen Wilcox, David Adler, Thomas Oberlechner, Richard Sandor, Elroy Dimson, Jeffery Bailey, Bud Haslett and David Chambers
AQR Capital Management, University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Boston University, CFA Institute Research Foundation, CFA Institute, Fischer Francis Trees & Watts, Inc., New York University (NYU) - Department of Finance, Minnesota State University, Mankato, CFA Institute, Webster University, Environmental Financial Products, LLC, University of Cambridge - Judge Business School, Target Corporation, CFA Institute Research Foundation and University of Cambridge - Judge Business School
Downloads 164 (298,701)

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Expected Returns, emotional finance, currency investing, life-cycle investing, inflation, liquidity, financial frictions, ethics, derivatives, equity risk premium

7.

Research Foundation Review 2018

CFA Institute Research Foundation Review 2018
Number of pages: 94 Posted: 23 Oct 2019
Paul Smith, Theodore R. Aronson, Bud Haslett, Laurence B. Siegel, Donald R. Chambers, Keith Black, Nelson J. Lacey, Ronald N. Kahn, Roger G. Ibbotson, Thomas M. Idzorek, Paul D. Kaplan, James X. Xiong, Ying L. Becker, Marc R. Reinganum, Martin S. Fridson, Mauro Costa Miranda, Michael Greis, Elke U. Weber, Joachim Klement, Momtchil Pojarliev and Joanne M. Hill
CFA Institute, CFA Institute Research Foundation, CFA Institute Research Foundation, CFA Institute Research Foundation, Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), Chartered Alternative Investment Analyst Association (CAIA), BlackRock, Inc - San Francisco, Yale School of Management, Morningstar Investment Management, Morningstar Canada, Morningstar Investment Management, IBS, Driehaus Capital Management LLC, Lehmann, Livian, Fridson Advisors LLC, Government of the Federative Republic of Brazil - Central Bank of Brazil, Independent, Princeton University - Department of Psychology, Liberum Capital, Fischer Francis Trees & Watts, Inc. and ProShare Advisors LLC
Downloads 153 (316,730)

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CFA Institute, CFA Institute research foundation, alternative investing, active indexing, ETF, financial crisis, high yield, latin america, sustainable investing, risk tolerance, risk profiling, currency hedging, quantitative investing, alternative investing, popularity, ibbotson

8.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
CFA Institute Research Foundation Submitter, Moshe A. Milevsky, Roger G Clarke, Harindra de Silva, Steven Thorley, Scott Stewart, Marianne M. Jennings, Ronald Ryan, Richard Taffler, David Tuckett, Nathan Erickson, Bud Haslett, Laurence B. Siegel, Pranay Gupta, Ronald Kahn, Richard C. Grinold and Jeffery Bailey
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, BlackRock, Barclays and Target Corporation
Downloads 153 (316,730)

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

9.

Ten Years After: Reflections on the Global Financial Crisis

CFA Institute Research Foundation Briefs, May 2019, ISBN 978-1-944960-73-5
Number of pages: 44 Posted: 12 Nov 2019
Laurence B. Siegel and Luis García-Feijóo
CFA Institute Research Foundation and Florida Atlantic University - Department of Finance
Downloads 147 (327,203)

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10.

The Productivity Puzzle: Restoring Economic Dynamism

CFA Institute Research Foundation Publications, October 2019, ISBN 978-1-944960-83-4
Number of pages: 284 Posted: 12 Nov 2019
David Adler and Laurence B. Siegel
CFA Institute and CFA Institute Research Foundation
Downloads 118 (386,896)

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11.

Robert C. Merton and the Science of Finance: A Collection

CFA Institute Research Foundation Briefs, June 2020, ISBN 978-1-944960-99-5
Number of pages: 102 Posted: 07 Aug 2020
Luis García-Feijóo, Laurence B. Siegel and Timothy R. Kohn
Florida Atlantic University - Department of Finance, CFA Institute Research Foundation and vice president, heads Dimensional's US retirement distribution practice
Downloads 117 (389,242)

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12.

Puzzles of Inflation, Money, and Debt: Applying the Fiscal Theory of the Price Level

CFA Institute Research Foundation Briefs, November 2021, ISBN 978-1-952927-22-5
Number of pages: 40 Posted: 15 Dec 2021
Thomas Coleman, Bryan Oliver and Laurence B. Siegel
University of Chicago - Harris School of Public Policy, Flashpoint Intelligence and CFA Institute Research Foundation
Downloads 113 (399,150)

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13.

Research Foundation Review 2017

CFA Institute Research Foundation Review 2017, University of Hong Kong Faculty of Law Research Paper No. 2019/109
Number of pages: 83 Posted: 08 Nov 2019 Last Revised: 16 Aug 2020
Jeffery V. Bailey, Thomas M. Richards, Frank J. Fabozzi, Sergio M. Focardi, Caroline Jonas, Laurence B. Siegel, Robert C. Pozen, Suresh Nallareddy, Shivaram Rajgopal, John E. Grable, Douglas W. Arner, Janos Nathan Barberis, Ross P. Buckley, Greg B Davies, Angel Wu and Clarke Pitts
CFA Institute, CFA Institute, EDHEC Business School, Ecole Superieure d'Ingenierie Leonard de Vinci (ESILV), CFA Institute Research Foundation, CFA Institute Research Foundation, Independent, University of Washington - Foster School of Business, Columbia University - Columbia Business School, Accounting, Business Law & Taxation, Texas Tech University - College of Human Sciences, The University of Hong Kong, The University of Hong Kong - Faculty of Law, University of New South Wales (UNSW) - UNSW Law & Justice, University of Oxford - Said Business School, Independent and Independent
Downloads 95 (450,248)

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14.

Perspectives: Don't Kill the Golden Goose! Saving Pension Plans

Financial Analysts Journal, Vol. 63, No. 1, pp. 31-45, January/February 2007
Posted: 02 Feb 2007
M. Barton Waring and Laurence B. Siegel
Barclays Global Investors - Client Advisory Group and CFA Institute Research Foundation

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Portfolio Management, Asset/Liability Management, Investment Policy, Risk Measurement and Management, Multi-Asset Portfolios

15.

Tips, the Dual Duration, and the Pension Plan

Posted: 21 Nov 2004
Laurence B. Siegel and M. Barton Waring
CFA Institute Research Foundation and Barclays Global Investors - Client Advisory Group

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Portfolio Management: Asset Allocation, Asset/Liability Management, Debt Strategies; Debt Investments: Other