Mike Sebastian

affiliation not provided to SSRN

SCHOLARLY PAPERS

8

DOWNLOADS

1,076

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Tales from the Downside: Risk Reduction Strategies

Number of pages: 15 Posted: 21 Jul 2012
Mike Sebastian
affiliation not provided to SSRN
Downloads 358 (123,453)

Abstract:

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

2.

Inflation Risk and Real Return

Number of pages: 16 Posted: 21 Jul 2012
Mike Sebastian
affiliation not provided to SSRN
Downloads 355 (124,552)

Abstract:

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inflation, hedging, commodities, TIPS, real return

3.

Enhanced Indexing

Number of pages: 16 Posted: 25 Apr 2012
Mike Sebastian
affiliation not provided to SSRN
Downloads 151 (280,611)

Abstract:

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enhanced indexing, active management, mutual funds, fees

4.

How Accurate are Capital Market Assumptions, and How Should We Use Them?

Number of pages: 7 Posted: 26 Aug 2022
Mike Sebastian
affiliation not provided to SSRN
Downloads 135 (306,535)

Abstract:

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investments, asset allocation

5.

Public Funds Can Compete

Number of pages: 7 Posted: 21 Jul 2012
Mike Sebastian
affiliation not provided to SSRN
Downloads 77 (444,025)

Abstract:

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

6.

Conviction in Equity Investing

Posted: 17 Nov 2012
Mike Sebastian
affiliation not provided to SSRN

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

7.

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

Posted: 21 Jul 2012
Mike Sebastian
affiliation not provided to SSRN

Abstract:

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

8.

Doing as Much Good as You Can: A Realistic Mini-Guide to ESG Investing

Number of pages: 11
Mike Sebastian
affiliation not provided to SSRN
Downloads 0

Abstract:

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