Adam Kobor

New York University (NYU)

Bobst Library, E-resource Acquisitions

20 Cooper Square 3rd Floor

New York, NY 10003-711

United States

SCHOLARLY PAPERS

9

DOWNLOADS

780

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (9)

1.

How a New Bond Can Greatly Improve Retirement Security

Forthcoming, The Retirement Management Journal, Investments and Wealth Institute
Number of pages: 32 Posted: 26 Mar 2018 Last Revised: 02 Sep 2018
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 173 (193,103)
Citation 5

Abstract:

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Retirement Bond, BFFS, SeLFIES, Retirement Security, Retirement Income, Annuity Pricing, Monte Carlo Simulation, Historical Simulation

2.

Targeting Retirement Security with a Dynamic Asset Allocation Strategy

Kóbor, Ádám and Muralidhar, Arun, Targeting Retirement Security with a Dynamic Asset Allocation Strategy (May 7, 2019). Financial Analysts Journal, 23 June 2020, 76(3): 38–55.
Number of pages: 38 Posted: 30 May 2019 Last Revised: 17 Aug 2020
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 165 (201,104)
Citation 1

Abstract:

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Intermediate Retirement Target, BFFS, SeLFIES, Retirement Security, Retirement Income, Monte Carlo Simulation, Historical Simulation, Dynamic Allocation, GLIDeS, Goals-based Investing, Lifetime Income strategy, Savings Implications

3.

Ultra-Simple Shiller's CAPE: How One Year's Data Can Predict Equity Market Returns Better Than Ten (Presentation Slides)

Number of pages: 37 Posted: 03 Sep 2019 Last Revised: 04 Nov 2019
Thomas K. Philips and Adam Kobor
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)
Downloads 145 (223,974)

Abstract:

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CAPE, Campbell, Shiller, Return Forecast, Expected Return, endogeneity, overlapping observations

4.

Diversifying Market and Default Risk in High Grade Sovereign Bond Portfolios

Number of pages: 29 Posted: 23 Jun 2011
Myles Brennan, Adam Kobor and Vidhya Rustaman
World Bank, New York University (NYU) and affiliation not provided to SSRN
Downloads 113 (270,919)

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portfolio management, sovereign credit risk, international diversification

5.

Foreign Exchange Market Volatility in EU Accession Countries in the Run-Up to Euro Adoption: Weathering Uncharted Waters

IMF Working Paper No. 04/16
Number of pages: 20 Posted: 15 Feb 2006
Adam Kobor and István P. Székely
New York University (NYU) and European Commission, DGECFIN
Downloads 90 (315,215)

Abstract:

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Markov regime-switching model, foreign exchange market volatility, EU accession countries

6.

Fiscal Sustainability Risk Assessment with Macroeconomic Factors

Number of pages: 23 Posted: 20 Jun 2011
Istvan Abel and Adam Kobor
Budapest Business School and New York University (NYU)
Downloads 73 (357,110)

Abstract:

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Fiscal Debt, Debt Dynamics, Hungary, VAR(1) Model

7.

How a New Bond Can Improve Retirement Security

Retirement Management Journal, Vol. 7, No. 1, 2018, pp. 16-30
Number of pages: 17 Posted: 20 May 2019
Adam Kobor and Arun Muralidhar
New York University (NYU) and AlphaEngine Global Investment Solutions
Downloads 21 (571,654)

Abstract:

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Retirement Bond, BFFS, SeLFIES, Retirement Security, Retirement Income, Annuity Pricing, Monte Carlo Simulation, Historical Simulation

8.

Ultra-Simple Shiller’s CAPE: How One Year’s Data Can Predict Equity Market Returns Better Than Ten

Journal of Portfolio Management, Vol. 46, No. 4, 2020, https://jpm.pm-research.com/content/46/4/140
Posted: 12 Nov 2019
Thomas K. Philips and Adam Kobor
NYU Tandon School of Engineering - Department of Finance and Risk Engineering and New York University (NYU)

Abstract:

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Shiller's CAPE, Expected Return, Cost of Capital, Equity Premium

9.

The Sense and Nonsense of Risk Budgeting

Financial Analysts Journal, Vol. 62, No. 5, pp. 63-77, September/October 2006
Posted: 11 Oct 2006
World Bank - Quantitative Strategies, Risk & Analytics Department, World Bank and New York University (NYU)

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Risk Measurement and Management, Advanced Risk Tools, Multi-Asset Portfolios; Portfolio Management, Asset Allocation