Joachim Klement

Liberum Capital

25 Ropemaker Street

London, EC2Y 9LY

United Kingdom

SCHOLARLY PAPERS

31

DOWNLOADS
Rank 3,101

SSRN RANKINGS

Top 3,101

in Total Papers Downloads

15,037

SSRN CITATIONS
Rank 41,285

SSRN RANKINGS

Top 41,285

in Total Papers Citations

4

CROSSREF CITATIONS

14

Scholarly Papers (31)

1.

Does the Shiller-PE Work in Emerging Markets?

Number of pages: 41 Posted: 21 Jun 2012 Last Revised: 22 Jul 2012
Joachim Klement
Liberum Capital
Downloads 6,446 (1,339)
Citation 9

Abstract:

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Shiller-PE, cyclically adjusted PE, equity market returns

2.

Cape Around the World: Update 2014 – The Relationship between Risk and Return

Number of pages: 13 Posted: 24 Jul 2014
Joachim Klement and Oliver Dettmann
Liberum Capital and Wellershoff & Partners Ltd
Downloads 2,686 (6,027)
Citation 1

Abstract:

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Shiller PE, cyclically adjusted PE, equity market returns, drawdown risk

3.

What the Shiller PE Says About Global Equity Markets: Update 2013

Number of pages: 11 Posted: 08 Oct 2013 Last Revised: 24 Oct 2013
Joachim Klement
Liberum Capital
Downloads 1,403 (17,082)
Citation 4

Abstract:

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Shiller PE, cyclically adjusted PE, equity market returns

4.

CAPE Around the World Update 2015 – Return Differences and Exchange Rate Movements

Number of pages: 16 Posted: 05 Jul 2015
Joachim Klement
Liberum Capital
Downloads 798 (38,558)
Citation 1

Abstract:

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Shiller PE, cyclically adjusted PE, equity market returns, currency risk

5.

Portfolio Construction and Uncertainty

UBS Wealth Management Research / July 9, 2006
Number of pages: 10 Posted: 12 Aug 2009
Joachim Klement
Liberum Capital
Downloads 582 (58,500)

Abstract:

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portfolio construction, Bayesian efficient frontier, resampled efficient frontier, equal weighted portfolios

6.

Risk Profiling and Tolerance: Insights for the Private Wealth Manager

CFA Institute Research Foundation Publications, June 2018
Number of pages: 112 Posted: 16 Oct 2018
Joachim Klement
Liberum Capital
Downloads 468 (77,478)
Citation 3

Abstract:

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7.

Investor Risk Profiling: An Overview

CFA Institute Research Foundation
Number of pages: 16 Posted: 24 Apr 2015
Joachim Klement
Liberum Capital
Downloads 440 (82,524)
Citation 3

Abstract:

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risk profiling

8.

Commodity Forecasting for Tactical Asset Allocation

UBS Wealth Management Research Paper
Number of pages: 19 Posted: 13 Aug 2009
Joachim Klement
Liberum Capital
Downloads 434 (83,854)

Abstract:

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commodities, GARCH, tactical asset allocation

9.

Life is Non-Linear: Structuring Retirement Portfolios for the Long Haul

23rd Annual Meeting of the Academy of Financial Services, Anaheim, CA, October 9-10, 2009
Number of pages: 13 Posted: 29 Sep 2009
Joachim Klement
Liberum Capital
Downloads 342 (110,148)

Abstract:

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Retirement portfolios, Monte Carlo simulation, portfolio longevity

10.

Risk Tolerance and Circumstances

CFA Institute Research Foundation Briefs, March 2018, Volume 4, Issue 2
Number of pages: 24 Posted: 16 Oct 2018
Elke Weber and Joachim Klement
Princeton University and Liberum Capital
Downloads 293 (130,142)
Citation 2

Abstract:

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11.

Does ESG Matter for Asset Allocation?

Number of pages: 16 Posted: 01 Aug 2018
Joachim Klement
Liberum Capital
Downloads 269 (142,207)

Abstract:

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ESG, asset allocation

12.

Riding the Waves of Investment Returns

UBS Wealth Management Research (WMR) Working Paper / June 2005
Number of pages: 26 Posted: 12 Aug 2009
Joachim Klement
Liberum Capital
Downloads 180 (207,732)
Citation 1

Abstract:

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Fourier transformation, investment returns, cycles

13.

Geo-Economics Chapter 8: The Geopolitics of Renewable Energy

CFA Institute Research Foundation Books, February 2021
Number of pages: 42 Posted: 24 Feb 2021
Joachim Klement
Liberum Capital
Downloads 102 (322,095)

Abstract:

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14.

Research Foundation Review 2018

CFA Institute Research Foundation Review 2018
Number of pages: 94 Posted: 23 Oct 2019
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 97 (332,740)

Abstract:

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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

15.

Geo-Economics Chapter 5: My Rules of Forecasting

CFA Institute Research Foundation Forthcoming
Number of pages: 8 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 84 (364,041)

Abstract:

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16.

Geo-Economics Chapter 9: The Impact of Climate Change

CFA Institute Research Foundation Books, March 2021
Number of pages: 44 Posted: 18 Mar 2021
Joachim Klement
Liberum Capital
Downloads 71 (400,814)

Abstract:

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17.

Geo-Economics Chapter 1: How Geopolitics Can Influence Markets

CFA Institute Research Foundation Forthcoming
Number of pages: 11 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 61 (433,683)

Abstract:

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18.

Geo-Economics Introduction: Geopolitics for Investors

CFA Institute Research Foundation Forthcoming
Number of pages: 12 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 54 (459,157)

Abstract:

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19.

Geo-Economics Chapter 6: The Rivalry between the United States and China

CFA Institute Research Foundation Books, January 2021
Number of pages: 38 Posted: 24 Feb 2021
Joachim Klement
Liberum Capital
Downloads 53 (462,988)

Abstract:

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20.

Geo-Economics Chapter 7: Data—The Oil of the 21st Century

CFA Institute Research Foundation Books, January 2021
Number of pages: 32 Posted: 24 Feb 2021
Joachim Klement
Liberum Capital
Downloads 39 (523,878)

Abstract:

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21.

Geo-Economics Chapter 2: Armed Conflict and Terrorist Attacks

CFA Institute Research Foundation Forthcoming
Number of pages: 36 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 39 (523,878)

Abstract:

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22.

Geo-Economics Chapter 3: Access to Resources

CFA Institute Research Foundation Forthcoming
Number of pages: 38 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 35 (543,897)

Abstract:

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23.

Geo-Economics Chapter 4: International Economic Cooperation

CFA Institute Research Foundation Forthcoming
Number of pages: 38 Posted: 05 Jan 2021
Joachim Klement
Liberum Capital
Downloads 30 (571,243)

Abstract:

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Geo-Economics: The Interplay between Geopolitics, Economics, and Investments

CFA Institute Research Foundation Books, April 2021
Number of pages: 320 Posted: 29 Apr 2021
Joachim Klement
Liberum Capital
Downloads 19 (665,633)

Abstract:

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Geo-Economics: The Interplay between Geopolitics, Economics, and Investments

CFA Institute Research Foundation Monographs, Forthcoming
Posted: 30 Nov 2020
Joachim Klement
Liberum Capital

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25.

Capitalism for Everyone

CFA Institute Research Foundation Briefs, May 2021
Number of pages: 28 Posted: 27 Jul 2021
Joachim Klement and Michael Falk
Liberum Capital and Focus Consulting Group
Downloads 12 (695,962)

Abstract:

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Stop-losses, Re-entry, Stopping Premium, Return Enhancement, Volatility Reduction

27.

Being Realistic About Bond Returns

Posted: 21 May 2019 Last Revised: 23 May 2019
Joachim Klement
Liberum Capital

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Government Bonds, Return Expectations, Portfolio Construction

28.

Investment Management is Risk Management– Nothing More and Nothing Less

Critical Perspectives, No. 8, June 2011, https://doi.org/10.3905/jwm.2011.14.3.010
Posted: 20 May 2019 Last Revised: 23 May 2019
Joachim Klement
Liberum Capital

Abstract:

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risk management, risk-return trade off, tactical asset allocation

29.

Career Risk

Posted: 21 Nov 2015 Last Revised: 23 May 2019
Joachim Klement
Liberum Capital

Abstract:

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Career risk, myopic loss aversion, prospect theory

30.

Facts and Fantasies About Gold

Posted: 07 Jan 2014 Last Revised: 23 May 2019
Joachim Klement
Liberum Capital

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Gold, inflation, US dollar, forecasts

31.

The Flaws of Our Financial Memory

Posted: 11 Dec 2009 Last Revised: 23 May 2019
Joachim Klement
Liberum Capital

Abstract:

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Memory, cognitive risk management, behavioral decision making