Laurence B. Siegel

CFA Institute Research Foundation

Research Director

United States

Ford Foundation

Laurence B. Siegel-Retired

320 East 43rd Street

New York, NY 10017

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,138

SSRN RANKINGS

Top 17,138

in Total Papers Downloads

2,778

CITATIONS
Rank 9,315

SSRN RANKINGS

Top 9,315

in Total Papers Citations

85

Scholarly Papers (8)

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
Capital Group, 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 2,155 (6,278)
Citation 2

Abstract:

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

2.

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 - Department of Finance & Economics, CFA Institute Research Foundation and CFA Institute
Downloads 165 (179,376)

Abstract:

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financial education, consumer protection

3.

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, 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 157 (187,144)

Abstract:

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

4.

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 117 (236,189)

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5.

Research Foundation Year in Review -- 2013

CFA Institute Research Foundation R2014
Number of pages: 90 Posted: 11 Jun 2015
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, Independent, Barclays and Target Corporation
Downloads 96 (270,750)

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

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
AQR Capital Management, University of Warwick - Finance Group, University College London - Centre for the Study of Decision-Making Uncertainty, Boston University - Department of Finance & Economics, 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, Department of Finance & Accounting
Downloads 88 (286,271)

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

7.

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

8.

Tips, the Dual Duration, and the Pension Plan

Financial Analysts Journal, Vol. 60, No. 5, pp. 52-64, September/October 2004
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