Mathieu Pellerin

Dimensional Fund Advisors

6300 Bee Cave Road, Building One

Austin, TX 78746

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 14,704

SSRN RANKINGS

Top 14,704

in Total Papers Downloads

6,929

TOTAL CITATIONS

2

Scholarly Papers (5)

1.

Investing for Retirement Income: A Comparison of Asset Allocations and Spending Strategies

Number of pages: 38 Posted: 06 Jul 2021
Mathieu Pellerin
Dimensional Fund Advisors
Downloads 2,737 (10,295)

Abstract:

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retirement, glide path, withdrawal rates, spending rules, lifecycle investing, longevity risk

2.

The Economics of Climate Change

Number of pages: 32 Posted: 21 Oct 2020 Last Revised: 16 Jun 2021
Joseph Chi, Mathieu Pellerin and Jacobo Rodriguez
Dimensional Fund Advisors, Dimensional Fund Advisors and Dimensional Fund Advisors
Downloads 1,974 (17,339)
Citation 1

Abstract:

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ESG, climate change, climate economics, social cost of carbon, sustainability

3.

The Economics of Corporate Governance

Number of pages: 40 Posted: 27 Jul 2022
Mathieu Pellerin
Dimensional Fund Advisors
Downloads 1,045 (44,925)
Citation 1

Abstract:

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Corporate governance, agency costs, principal-agent problem, boards, directors, takeovers, antitakeover provisions, staggered boards, poison pills, dual class stock, executive compensation

4.

How Targeting the Size, Value, and Profitability Premiums Can Improve Retirement Outcomes

Number of pages: 12 Posted: 27 Apr 2023
Mathieu Pellerin
Dimensional Fund Advisors
Downloads 892 (55,929)

Abstract:

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Retirement, retirement outcomes, asset allocations, target date funds, managed accounts

5.

Forecasting and Managing Volatility: An S&P 500 Case Study

Working paper, forthcoming in the Journal of Investment Management.
Number of pages: 27 Posted: 26 Nov 2024 Last Revised: 04 Dec 2024
Wei Dai, Xing Hong, Robert C. Merton and Mathieu Pellerin
Dimensional Fund Advisors, Dimensional Fund Advisors, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Dimensional Fund Advisors
Downloads 281 (225,444)

Abstract:

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Volatility-managed portfolios, volatility forecasting, realized volatility, asset allocation