Mike Sebastian

Syntrinsic

3840 York St. #100

Denver, CO 80205

United States

http://www.syntrinsic.com

SCHOLARLY PAPERS

9

DOWNLOADS

1,793

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

The Accuracy and Use of Capital Market Assumptions

Number of pages: 7 Posted: 26 Aug 2022 Last Revised: 25 Oct 2023
Mike Sebastian
Syntrinsic
Downloads 639 (81,017)

Abstract:

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investments, asset allocation

2.

Tales from the Downside: Risk Reduction Strategies

Number of pages: 15 Posted: 21 Jul 2012
Mike Sebastian
Syntrinsic
Downloads 400 (143,060)

Abstract:

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Low volatility, equity, hedge funds, tail risk, managed futures, CTAs, global macro, hedging

3.

Inflation Risk and Real Return

Number of pages: 16 Posted: 21 Jul 2012
Mike Sebastian
Syntrinsic
Downloads 398 (143,877)

Abstract:

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inflation, hedging, commodities, TIPS, real return

4.

Enhanced Indexing

Number of pages: 16 Posted: 25 Apr 2012
Mike Sebastian
Syntrinsic
Downloads 220 (266,070)

Abstract:

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enhanced indexing, active management, mutual funds, fees

5.

Public Funds Can Compete

Number of pages: 7 Posted: 21 Jul 2012
Mike Sebastian
Syntrinsic
Downloads 99 (510,503)

Abstract:

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Public pensions, endowments, foundations, alternative investments, hedge funds, private equity, passive management

6.

Emerging and Diverse Investment Manager Program Construction and Scaling

Number of pages: 8 Posted: 21 Sep 2023
Mike Sebastian
Syntrinsic
Downloads 37 (827,891)

Abstract:

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investments

7.

A Goals-Based Approach to ESG Investing

Journal of Impact and ESG Investing
Posted: 16 Dec 2022 Last Revised: 23 May 2024
Mike Sebastian
Syntrinsic

Abstract:

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ESG, investments, asset allocation, sustainable investing, SRI, divestment, active management, shareholder engagement

8.

Conviction in Equity Investing

Posted: 17 Nov 2012
Mike Sebastian
Syntrinsic

Abstract:

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equity, active, passive, indexing, skill, concentrated portfolios, active risk, tracking error, alpha, closet indexing, hedge funds, market efficiency, significance, false discoveries

9.

Go Big or Go Home: The Case for an Evolution in Risk Taking

Posted: 21 Jul 2012
Mike Sebastian
Syntrinsic

Abstract:

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alternative investments, hedge funds, private equity, real estate, active management, passive management, indexing, performance persistence, fees, compensation