Author Page for P. Brett Hammond

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

Pension Research Council, 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

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Citation 12

Abstract:

2.

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 Pension Research Council

Downloads 342 (187,758)

Abstract:

3.

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 Pension Research Council

Downloads 192 (335,315)

Abstract:

4.

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 Pension Research Council

Downloads 149 (418,383)

Abstract:

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

Pension Research Council and TIAA Institute

Downloads 74 (682,143)

Abstract:

6.

Pensions and ESG: An Institutional and Historical Perspective

Wharton Pension Research Council Working Paper No. 2021-19, Published in Hammond, P.B., R. Maurer, and O.S. Mitchell (Eds.) (2023). Pension Funds and Sustainable Investment: Challenges and Opportunities. Oxford: Oxford University Press.

Posted: 05 Oct 2021 Last Revised: 19 May 2023

P. Brett Hammond and Amy O'Brien

Pension Research Council and Nuveen Investments - Nuveen Asset Management

Abstract:

7.

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, Pension Research Council and MSCI Inc.

P. Brett Hammond

Pension Research Council

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Scholarly Papers (7)

Rethinking the Equity Risk Premium

Abstract:

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

Abstract:

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

Abstract:

Resurrecting the Defined Benefit Pension Plan: A New Perspective

Abstract:

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

Abstract:

Pensions and ESG: An Institutional and Historical Perspective

Abstract:

Can Alpha Be Captured by Risk Premia?

Abstract: