John M. Mulvey

Princeton University - Bendheim Center for Finance

26 Prospect Avenue

Princeton, NJ 08540

United States

SCHOLARLY PAPERS

4

DOWNLOADS

513

CITATIONS

0

Scholarly Papers (4)

1.

The Evolution of Asset Classes: Lessons from University Endowments

Journal of Investment Consulting, Vol. 17, No. 2, p. 48-58, 2016
Number of pages: 13 Posted: 07 Feb 2017
John M. Mulvey and Margaret Holen
Princeton University - Bendheim Center for Finance and Goldman Sachs Group, Inc.
Downloads 422 (66,916)

Abstract:

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Asset Allocation, University Endowments, Asset Categories

2.

On Improving Pension Product Design

Proceedings of 30th International Congress of Actuaries, 30 March - 4 April 2014, Washington, DC
Number of pages: 28 Posted: 06 May 2014
Agnieszka K. Konicz Bell and John M. Mulvey
Independent and Princeton University - Bendheim Center for Finance
Downloads 63 (341,846)

Abstract:

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defined contribution pension plan, multi-stage stochastic programming, stochastic optimal control, CRRA utility, product development

3.

Levered Exchange-Traded Products: Theory and Practice

Journal of Financial Perspectives, Vol. 1, No. 2, 2013
Number of pages: 19 Posted: 29 Nov 2017
John M. Mulvey, Thomas Nadbielny and Woo Chang Kim
Princeton University - Bendheim Center for Finance, Benchmark Advisory Partners and Korea Advanced Institute of Science and Technology (KAIST)
Downloads 28 (468,228)

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4.

A Rule-Based Commodity Index

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
John M. Mulvey
Princeton University - Bendheim Center for Finance

Abstract:

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Commodity index, hedge fund replication, overlay strategies, rebalancing gains, portfolio of tactics