Tapio Pekkala

Pacific Investment Management Company (PIMCO)

United States

  • Pacific Investment Management Company (PIMCO)

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1.

Tradable Aggregate Risk Factors and the Cross-Section of Stock Returns

Number of pages: 41 Posted: 29 Apr 2013 Last Revised: 15 Dec 2016
Nikolay Doskov, Tapio Pekkala and Ruy Ribeiro
Norges Bank Investment Management (NBIM), Pacific Investment Management Company (PIMCO) and Insper
Downloads 1,259 (24,932)
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Asset Pricing; Factor model; Value premium; Size premium

2.

Portfolio Capacity

Number of pages: 20 Posted: 04 Jun 2013 Last Revised: 23 Jul 2013
Kristoffer Kittilsen Johansson and Tapio Pekkala
NBIM - Norges Bank Investment Management and Pacific Investment Management Company (PIMCO)
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Indexation, Fundamental Indexing, Equal Weighting, Capitalization Weighting, Alternative Beta, Value Premium, Low Volatility, Momentum, Non-Cap Based Indexing, Portfolio Construction, Mean-Variance Efficiency, Return Predicability, Portfolio Capacity