Joachim Klement

Credit Suisse

Head Thematic Research

CRTI 4

P.O. Box

Zurich, CH-8070

Switzerland

SCHOLARLY PAPERS

15

DOWNLOADS
Rank 2,037

SSRN RANKINGS

Top 2,037

in Total Papers Downloads

13,436

CITATIONS

1

Scholarly Papers (15)

1.

Does the Shiller-PE Work in Emerging Markets?

Number of pages: 41 Posted: 21 Jun 2012 Last Revised: 22 Jul 2012
Joachim Klement
Credit Suisse
Downloads 4,336 (962)

Abstract:

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
Credit Suisse and Wellershoff & Partners Ltd
Downloads 1,946 (3,804)

Abstract:

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
Credit Suisse
Downloads 1,225 (10,926)

Abstract:

Shiller PE, cyclically adjusted PE, equity market returns

4.

Assessing Stop-Loss and Re-Entry Strategies

Number of pages: 36 Posted: 12 Jun 2013
Joachim Klement
Credit Suisse
Downloads 621 (23,352)

Abstract:

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

5.

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

Number of pages: 16 Posted: 05 Jul 2015
Joachim Klement
Credit Suisse
Downloads 419 (28,204)

Abstract:

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

6.

Commodity Forecasting for Tactical Asset Allocation

UBS Wealth Management Research Paper
Number of pages: 19 Posted: 13 Aug 2009
Joachim Klement
Credit Suisse
Downloads 359 (58,716)

Abstract:

commodities, GARCH, tactical asset allocation

7.

The Flaws of Our Financial Memory

Number of pages: 21 Posted: 11 Dec 2009
Joachim Klement
Credit Suisse
Downloads 324 (74,041)

Abstract:

Memory, cognitive risk management, behavioral decision making

8.

Portfolio Construction and Uncertainty

UBS Wealth Management Research / July 9, 2006
Number of pages: 10 Posted: 12 Aug 2009
Joachim Klement
Credit Suisse
Downloads 320 (69,811)

Abstract:

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

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
Credit Suisse
Downloads 297 (79,010)

Abstract:

Retirement portfolios, Monte Carlo simulation, portfolio longevity

10.

Investment Management is Risk Management– Nothing More and Nothing Less

Critical Perspectives, No. 8, June 2011
Number of pages: 9 Posted: 18 Jun 2012
Joachim Klement
Credit Suisse
Downloads 259 (88,882)

Abstract:

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

11.

Facts and Fantasies About Gold

Number of pages: 18 Posted: 07 Jan 2014
Joachim Klement
Credit Suisse
Downloads 190 (113,560)

Abstract:

Gold, inflation, US dollar, forecasts

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
Credit Suisse
Downloads 162 (148,867)
Citation 1

Abstract:

Fourier transformation, investment returns, cycles

13.

Being Realistic About Bond Returns

Number of pages: 13 Posted: 12 Jul 2010 Last Revised: 14 Jul 2010
Joachim Klement
Credit Suisse
Downloads 147 (158,743)

Abstract:

Government Bonds, Return Expectations, Portfolio Construction

14.

Investor Risk Profiling: An Overview

CFA Institute Research Foundation
Number of pages: 16 Posted: 24 Apr 2015
Joachim Klement
Credit Suisse
Downloads 100 (95,829)

Abstract:

risk profiling

15.

Career Risk

Number of pages: 11 Posted: 21 Nov 2015
Joachim Klement
Credit Suisse
Downloads 0 (189,065)

Abstract:

Career risk, myopic loss aversion, prospect theory