Ron Surz

PPCA Inc.

President

900 Calle Venezia

San Clemente, CA 92672

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 37,281

SSRN RANKINGS

Top 37,281

in Total Papers Downloads

1,140

0

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Ideas:
“  I'm developing a Robo Analyst for adults. Using my patented Safe Landing Glide Path target date fund design, Age Sage provides lifetime asset allocations that guide investors through working life into the Risk Zone that spans the transition from working life to retirement, and then into retirement, Age Sage identifies very well diversified risk-appropriate portfolios that defend against sequence of return risk. All portfolios consist of the least expensive ETFs, and are easy to buy, keeping overall costs under 6 bps. Comparable multi-asset funds cost more than 100 bps. The average target date fund costs 80 bps.  ”

Scholarly Papers (6)

1.

A Fresh Look at Investment Performance Evaluation: Unifying Best Practices to Improve Timeliness and Reliability

Journal of Portfolio Management, Summer, 2006
Number of pages: 29 Posted: 09 Aug 2006
Ron Surz
PPCA Inc.
Downloads 589 (44,094)

Abstract:

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Simulation, Performance Evaluation, Hedge Funds, Attribution, Monte Carlo,CFA Institute, Benchmarks, Returns-based Style Analysis, Style Analysis, Hypothesis Testing, Peer Groups, Indexes

2.

A New Choice in Multi-Period Investment Performance Attribution: Effective Return versus Geometric Smoothing

Journal of Performance Measurement, Summer 2012
Number of pages: 7 Posted: 01 Jul 2012
Ron Surz
PPCA Inc.
Downloads 232 (129,413)

Abstract:

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attribution, investment manager due diligence, effective return, geometric smoothing

3.

Refining Core-Satellite Investing

Number of pages: 4 Posted: 14 Jun 2011
Ron Surz
PPCA Inc.
Downloads 167 (175,380)

Abstract:

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investing, portfolio structure, core-satellite, completeness funds

4.

The New Trust But Verify

Investment and Wealth Management, Forthcoming
Number of pages: 8 Posted: 11 Jan 2010
Ron Surz
PPCA Inc.
Downloads 118 (231,815)

Abstract:

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Attribution, Due diligence, Alpha

5.

Target Date Fund Benchmarks

Number of pages: 13 Posted: 02 Jul 2018
Ron Surz
PPCA Inc.
Downloads 34 (440,855)

Abstract:

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target date funds, 401(k), benchmarks

6.

Becoming Style Conscious

Submitted for Publication to the Journal of Investing, https://doi.org/10.3905/joi.2010.19.3.046
Posted: 21 May 2019
Ron Surz
PPCA Inc.

Abstract:

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Styles, indexes, benchmarks, investment performance, Surz, Russell, S&P

Other Papers (1)

Total Downloads: 11    Citations: 0
1.

This Bad Gamble Jeopardizes Retirement Lifestyle

Number of pages: 12 Posted: 10 Nov 2017
Ron Surz
PPCA Inc.
Downloads 11

Abstract:

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sequence of return risk, retirement, target date funds