Peter Mladina

Northern Trust

Director of Portfolio Research

2049 Century Park East

Suite 3600

Los Angeles, CA 90067

United States

UCLA

Adjunct Professor of Economics

405 Hilgard Avenue

Box 951361

Los Angeles, CA 90095

United States

SCHOLARLY PAPERS

11

DOWNLOADS

42

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (11)

1.

The Economic Performance of Socialism

Number of pages: 6 Posted: 19 Feb 2020 Last Revised: 24 Jul 2020
Peter Mladina
Northern Trust
Downloads 42 (465,942)

Abstract:

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economic development, socialism, capitalism, economic freedom

2.

Refining After-Tax Return and Risk Parameters

The Journal of Wealth Management, Forthcoming
Posted: 07 Aug 2020
Peter Mladina
Northern Trust

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portfolio theory, taxes

3.

Detecting Factor Risk in Private Asset Returns

The Journal of Portfolio Management
Posted: 04 Dec 2019 Last Revised: 03 Jan 2020
Peter Mladina
Northern Trust

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risk factors, private assets, return unsmoothing

4.

Bond-Market Risk Factors and Manager Performance

The Journal of Portfolio Management
Posted: 25 Sep 2019
Peter Mladina
Northern Trust

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5.

Glide Paths Based on a Retirement Goal and Depleting Human Capital

The Journal of Investing, Forthcoming
Posted: 14 Feb 2019 Last Revised: 07 Nov 2019
Peter Mladina
Northern Trust

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retirement, asset allocation, glide paths

6.

Real Estate Betas and the Implications for Asset Allocation

Journal of Investing, Vol. 27, No. 1, 2018
Posted: 09 Mar 2018
Peter Mladina
Northern Trust

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Real estate, common risk factors, asset allocation

7.

Yale's Endowment Returns: Manager Skill or Risk Exposure?

The Journal of Wealth Management, Vol. 13, No. 1, Summer 2010
Posted: 27 Apr 2017
Peter Mladina and Jeffery Coyle
Northern Trust and Waterline Partners, LLC

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Asset Allocation, Portfolio Construction, Risk Factors

8.

Dynamic Asset Allocation with Horizon Risk: Revisiting Glide Path Construction

The Journal of Wealth Management, Vol. 16, No. 4, Spring 2014
Posted: 27 Apr 2017
Peter Mladina
Northern Trust

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Asset Allocation, Glide Path, Goals-Based Investing

9.

Illuminating Hedge Fund Returns to Improve Portfolio Construction

The Journal of Portfolio Management, 2015
Posted: 26 Apr 2017
Peter Mladina
Northern Trust

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hedge funds, risk factors, portfolio construction

10.

Portfolio Implications of Triple Net Returns

The Journal of Wealth Management, 2011
Posted: 26 Apr 2017
Peter Mladina
Northern Trust

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Asset allocation, portfolio construction, after-tax returns

11.

Optimal Lifetime Asset Allocation with Goals-Based, Lifecycle Glide Paths

The Journal of Wealth Management, 2016
Posted: 26 Apr 2017 Last Revised: 27 Apr 2017
Peter Mladina
Northern Trust

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goals-based investing, asset allocation, portfolio theory, glide path, lifecycle