P. Brett Hammond

Capital Group

333 S. Hope Street, 53rd Floor

Los Angeles, CA 90071

United States

SCHOLARLY PAPERS

6

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2,829

SSRN CITATIONS
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SSRN RANKINGS

Top 12,484

in Total Papers Citations

12

CROSSREF CITATIONS

82

Scholarly Papers (6)

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1.

Rethinking the Equity Risk Premium

Brett Hammond, Martin Leibowitz, and Laurence Siegel (Eds), Rethinking the Equity Premium, Research Foundation of CFA Institute, 2011-1
Number of pages: 164 Posted: 12 Jun 2015 Last Revised: 19 Mar 2016
P. Brett Hammond, Martin L. Leibowitz, Laurence B. Siegel, Roger G. Ibbotson, Clifford S. Asness, Elroy Dimson, Paul Marsh, Mike Staunton, Richard C. Grinold, Kenneth F. Kroner, Robert D. Arnott, Antti Ilmanen, Peng Cheng, Andrew Ang, Zhang Xiaoyan, Jeremy J. Siegel and Rajnish Mehra
Capital Group, Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF), CFA Institute Research Foundation, Yale School of Management, AQR Capital Management, LLC, University of Cambridge - Judge Business School, London Business School - Institute of Finance and Accounting, London Business School - Institute of Finance and Accounting, Barclays, BlackRock, Inc - San Francisco, Research Affiliates, LLC, AQR Capital Management, Xi'an Jiaotong - Liverpool University - International Business School Suzhou, BlackRock, Inc, Independent, University of Pennsylvania - Finance Department and Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Downloads 2,553 (6,174)
Citation 12

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ERP, Equity risk premium, CFA, CFA Institute, research foundation, Arnott, Asness, Dimson

2.

Resurrecting the Defined Benefit Pension Plan: A New Perspective

Pension Research Council WP2005-15
Number of pages: 33 Posted: 02 Nov 2005
Douglas Fore and P. Brett Hammond
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF) and Capital Group
Downloads 125 (269,050)

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3.

The Better-of-Two Strategy for Active Management: Dynamically Combining (and Valuing) Active and Passive Portfolios Through Time

Number of pages: 37 Posted: 18 Sep 2020
Steve Fox and P. Brett Hammond
Capital Group and Capital Group
Downloads 65 (404,967)

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active management, passive management, option value, exchange option, fiduciary responsibility, dynamic replication, portfolio allocation

4.

How to Value Active Versus Passive Management: Using Options to Choose 'Better-of-Two'

Number of pages: 50 Posted: 29 Jun 2020
Steve Fox and P. Brett Hammond
Capital Group and Capital Group
Downloads 52 (450,412)

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active management, passive management, option value, exchange option, fiduciary responsibility, dynamic replication, portfolio allocation

5.

Staying on the Path to a Secure Retirement: Using the Asset-Salary Ratio as a Retirement Compass

Hammond, P. Brett, and David P. Richardson (2009). "Staying on the Path to a Secure Retirement: Using the Asset-Salary Ratio as a Retirement Compass." TIAA-CREF Institute Research Dialogue #95, December 2009.
Number of pages: 23 Posted: 21 Feb 2015
P. Brett Hammond and David P. Richardson
Capital Group and TIAA Institute
Downloads 34 (529,557)

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Life-Cycle, Retirement, Savings,Retirement Plans

6.

Can Alpha Be Captured by Risk Premia?

https://doi.org/10.3905/jpm.2014.40.2.018
Posted: 21 May 2019
Jennifer Bender, P. Brett Hammond and William Mok
State Street Global Advisors, Capital Group and MSCI Inc.

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