Brian Jacobsen

Allspring Global Investments

100 Heritage Reserve

Menomonee Falls, WI 53051

United States

SCHOLARLY PAPERS

23

DOWNLOADS
Rank 22,869

SSRN RANKINGS

Top 22,869

in Total Papers Downloads

4,211

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (23)

1.

An Asset Allocation Primer

Number of pages: 23 Posted: 18 Jan 2010 Last Revised: 10 Feb 2010
Brian Jacobsen
Allspring Global Investments
Downloads 1,066 (39,339)

Abstract:

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asset allocation, strategic asset allocation, tactical allocation, investment management

2.

Asset Allocation in a Crisis

Number of pages: 12 Posted: 21 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 565 (91,458)

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asset allocation, financial crisis, strategic asset allocation, risk management

3.

Reconciling Returns-Based and Holdings-Based Analyses

Number of pages: 11 Posted: 26 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 349 (160,945)

Abstract:

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returns based style analysis, attribution analysis, performance analysis, alpha

4.

Market Cycles and Business Cycles

Number of pages: 11 Posted: 15 Feb 2010
Brian Jacobsen
Allspring Global Investments
Downloads 266 (213,791)

Abstract:

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Market Cycle, Business Cycle, Tactical Asset Allocation

5.

The Value and Price of Active Management

Number of pages: 6 Posted: 27 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 241 (235,675)

Abstract:

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active management, portfolio management, arbitrage pricing, risk-neutral pricing, mutual funds

6.

Balancing Longevity Risk and Market Risk In Target Date Funds

Rotman International Journal of Pension Management, Vol. 3, No. 2, 2010
Number of pages: 7 Posted: 06 Oct 2010
Brian Jacobsen, Christian Chan and Olivia Barbee
Allspring Global Investments, Wells Fargo Funds Management, LLC and Wells Fargo Funds Management, LLC
Downloads 185 (301,147)
Citation 1

Abstract:

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Defined Contribution Plans, Glide Paths, Pension Fund, Target Date Funds

7.

Investments as Probability Distributions

Number of pages: 12 Posted: 16 Feb 2010
Brian Jacobsen
Allspring Global Investments
Downloads 149 (362,480)

Abstract:

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Modern Portfolio Theory, Mean-Variance, Portfolio Selection, Probability Distributions

8.

Expecting and Evaluating the Importance of Asset Allocation

Number of pages: 13 Posted: 04 Apr 2010
Brian Jacobsen
Allspring Global Investments
Downloads 146 (368,590)

Abstract:

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Asset Allocation, Attribution, Investment Policy, Investment Strategy

9.

Successive Monopolies and Product Variety

Number of pages: 11 Posted: 25 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 136 (389,667)

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successive monopolies, double marginalization, product variety, market fractionation

10.

Unwrapping Fund Expenses: What are You Paying For?

Number of pages: 13 Posted: 30 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 122 (423,483)

Abstract:

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expense ratios, 12b-1 fees, mutual fund, manager tenure, transaction costs

11.

Asset Allocation: Mass Production or Mass Customization

Number of pages: 16 Posted: 21 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 113 (448,549)

Abstract:

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asset allocation, efficient frontier, model portfolio, portfolio choice, liquidity

12.

Asset Allocation by Analogy or Analysis: Better Inputs for Better Allocations

Number of pages: 9 Posted: 21 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 113 (448,549)

Abstract:

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efficient frontier, mean variance optimization, modern portfolio theory, efficient portfolios, asset allocation

13.

Thrift: Paradox or Virtue?

Number of pages: 4 Posted: 22 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 95 (506,147)

Abstract:

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paradox of thrift, Keynesian model, IS-LM, macroeconomics, savings, investment

14.

The Law of Monetary Policy

Number of pages: 31 Posted: 06 Jan 2010
Brian Jacobsen
Allspring Global Investments
Downloads 86 (538,698)

Abstract:

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Federal Reserve Act, Federal Reserve, Central Banking, credit crisis, financial crisis, monetary policy

15.

What's in an Interest Rate?

Number of pages: 6 Posted: 28 Apr 2010
Brian Jacobsen
Allspring Global Investments
Downloads 82 (554,482)

Abstract:

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Loanable funds, interest rates, fixed income market, yields

16.

Propagation of Open Market Operations

Number of pages: 9 Posted: 19 Apr 2010
Brian Jacobsen
Allspring Global Investments
Downloads 79 (566,846)

Abstract:

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monetary policy, primary dealers, open market operations, repurchase agreements, federal funds rate

17.

Currency, Credit, Confidence, and Bubbles

Number of pages: 5 Posted: 17 Feb 2010
Brian Jacobsen
Allspring Global Investments
Downloads 77 (575,278)

Abstract:

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equation of exchange, quantity theory of money, inflation, bubbles, credit, currency

18.

Market Cycles as an Informational Cascade - The Arrogance of Rationality

Number of pages: 6 Posted: 31 Dec 2009 Last Revised: 05 Jan 2010
Brian Jacobsen
Allspring Global Investments
Downloads 76 (579,646)

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market cycles, informational cascades, behavioral economics, behavioral finance, irrational

19.

Forecasting with Distributional Scaling

Number of pages: 5 Posted: 26 Dec 2009
Brian Jacobsen
Allspring Global Investments
Downloads 71 (601,869)

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self-similarity, fractals, multifractals, distributional scaling, forecasting, asset allocation, option pricing

20.

Economic Integration Through Financial and Factor Mobility

Number of pages: 16 Posted: 03 Jan 2010
Brian Jacobsen
Allspring Global Investments
Downloads 70 (606,578)

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factor mobility, capital controls, economic integration, portfolio investment, foreign direct investment

21.
Downloads 66 (625,564)

Viral Crises

Number of pages: 13 Posted: 04 Apr 2010
Brian Jacobsen
Allspring Global Investments
Downloads 44 (771,529)

Abstract:

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Sovereign Debt Crisis, Contagion

Viral Crises

Journal of Investment Consulting, Vol. 12, No. 1, pp. 39-46, 2011
Number of pages: 8 Posted: 04 Aug 2011
Brian Jacobsen
Allspring Global Investments
Downloads 22 (963,933)

Abstract:

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viral crises, sovereign debt

22.

Understanding Risk Measurement Tools

Journal of Investment Consulting, Vol. 7, No. 2, pp. 82-91, 2005
Number of pages: 16 Posted: 05 Nov 2010
Brian Jacobsen and Barry K. Mendelson
Allspring Global Investments and affiliation not provided to SSRN
Downloads 58 (667,274)

Abstract:

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23.

China's Segmented Stock Market: An Application of the Conditional International Capital Asset Pricing Model

Emerging Markets Review, Vol. 9, No. 3, 2008
Posted: 15 Nov 2011
Xiaochun Liu and Brian Jacobsen
University of Alabama and Allspring Global Investments

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International asset pricing, Time-varying price of risk, Multivariate GARCH, Financial restriction, Currency risk