Dimitris Melas

MSCI Inc.

88 Pine Street

2nd Floor

New York, NY 10005

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 11,361

SSRN RANKINGS

Top 11,361

in Total Papers Downloads

4,214

SSRN CITATIONS
Rank 28,791

SSRN RANKINGS

Top 28,791

in Total Papers Citations

3

CROSSREF CITATIONS

20

Scholarly Papers (8)

1.

Foundations of Factor Investing

Number of pages: 33 Posted: 01 Jan 2015
State Street Global Advisors, MSCI Barra, MSCI Inc. and MSCI Inc.
Downloads 1,692 (9,783)
Citation 13

Abstract:

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2.

Efficient Replication of Factor Returns, June 2009

MSCI Barra Research Paper No. 2009-23
Number of pages: 19 Posted: 22 Jul 2009 Last Revised: 05 Aug 2009
MSCI Inc., MSCI Inc. and affiliation not provided to SSRN
Downloads 837 (28,487)
Citation 3

Abstract:

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alternative methods, efficient replication factor, returns portfolio, mimicking practice, pure returns, hedge factor, exposures

3.

International Diversification from a UK Perspective

MSCI Barra Research Paper No. 2009-11
Number of pages: 21 Posted: 09 Apr 2009
Oleg A. Ruban and Dimitris Melas
MSCI Inc. and MSCI Inc.
Downloads 372 (80,649)

Abstract:

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risk management, UK investors, forecasts, historical diversification, international allocation, benchmark, global ACWI, IMI, EUE2L, portfolio

4.

Stress Testing in the Investment Process (August 2010)

MSCI Barra Research Paper No. 2010-28
Number of pages: 19 Posted: 14 Nov 2010
Oleg A. Ruban, Dimitris Melas and MSCI Inc.
MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 343 (88,602)
Citation 1

Abstract:

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framework conducting effective stress tests portfolio construction Investment Process scope of stress test scenarios portfolio managers investment problems decisions

5.

Capturing the Value Premium

MSCI Barra Research Paper No. 2011-12
Number of pages: 21 Posted: 23 Aug 2011
MSCI Inc., MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 315 (97,430)

Abstract:

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Capturing the Value Premium, Investment Management, Risk Management, Equities, MSCI Value, Weighted Indices

6.

Deploying Multi-Factor Index Allocations in Institutional Portfolios

MSCI Research Insights, December 2013
Number of pages: 24 Posted: 01 Jan 2015
State Street Global Advisors, MSCI Barra, MSCI Inc., MSCI Inc. and MSCI Inc.
Downloads 253 (123,489)
Citation 8

Abstract:

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7.

The Perils of Parity

MSCI Barra Research Paper No. 2010-19
Number of pages: 16 Posted: 12 Nov 2010
Oleg A. Ruban and Dimitris Melas
MSCI Inc. and MSCI Inc.
Downloads 246 (126,592)
Citation 1

Abstract:

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Recent Trend, Adding Leverage, Fixed Income, Allocations, Multi-Asset Class Portfolios, Large Asset Owners, Optimality Volatility-Reduction, Correlations between Bonds and Equities, Portfolio Fixed Income, Negative Correlations

8.

A Fresh Look at the Strategic Equity Allocation of European Institutional Investors, January 2010

MSCI Barra Research Paper No. 2010-01
Number of pages: 20 Posted: 15 Feb 2010
Xiaowei Kang and Dimitris Melas
Standard & Poor's and MSCI Inc.
Downloads 156 (192,604)
Citation 2

Abstract:

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strategic equity allocation European Institutional Investors asset practices US UK Japan global approach