Ron Surz

PPCA Inc.

President

900 Calle Venezia

San Clemente, CA 92672

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,786

SSRN CITATIONS

1

CROSSREF CITATIONS

0

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 643 (78,535)

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 431 (128,098)

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 311 (183,483)

Abstract:

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investing, portfolio structure, core-satellite, completeness funds

4.

Target Date Fund Benchmarks

Number of pages: 13 Posted: 02 Jul 2018
Ron Surz
PPCA Inc.
Downloads 252 (227,585)

Abstract:

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target date funds, 401(k), benchmarks

5.

The New Trust But Verify

Investment and Wealth Management, Forthcoming
Number of pages: 8 Posted: 11 Jan 2010
Ron Surz
PPCA Inc.
Downloads 149 (365,352)

Abstract:

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Attribution, Due diligence, Alpha

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: 34
1.

This Bad Gamble Jeopardizes Retirement Lifestyle

Number of pages: 12 Posted: 10 Nov 2017
Ron Surz
PPCA Inc.
Downloads 34

Abstract:

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sequence of return risk, retirement, target date funds