P. Brett Hammond

Pension Research Council

3641 Locust Walk

Philadelphia, PA 19104-6365

United States

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 23,396

SSRN RANKINGS

Top 23,396

in Total Papers Downloads

4,080

SSRN CITATIONS
Rank 15,178

SSRN RANKINGS

Top 15,178

in Total Papers Citations

13

CROSSREF CITATIONS

82

Scholarly Papers (7)

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
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
Downloads 3,407 (6,503)
Citation 12

Abstract:

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

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 303 (185,033)

Abstract:

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

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 169 (322,711)

Abstract:

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

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 141 (374,873)

Abstract:

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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 60 (650,105)

Abstract:

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Life-Cycle, Retirement, Savings,Retirement Plans

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:

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Pension Investing, ESG, Externality, Principal, Agent

7.

Can Alpha Be Captured by Risk Premia?

Posted: 21 May 2019
Jennifer Bender, P. Brett Hammond and William Mok
State Street Global Advisors, Pension Research Council and MSCI Inc.

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