Farouk Jivraj

Fidelity Investments, Inc. - Fidelity Management & Research

1 St. Martins Le Grand

London, EC1A 4AS

United Kingdom

Imperial College Business School

Visiting Researcher

South Kensington campus

London, SW7 2AZ

United Kingdom

  • Fidelity Investments, Inc. - Fidelity Management & Research

  • Imperial College Business School

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 10,400

SSRN RANKINGS

Top 10,400

in Total Papers Downloads

7,282

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

CAPE and the COVID-19 Pandemic Effect

Number of pages: 18 Posted: 19 Oct 2020 Last Revised: 22 Aug 2021
Robert J. Shiller, Laurence Black and Farouk Jivraj
Yale University - Cowles Foundation, The Index Standard and Fidelity Investments, Inc. - Fidelity Management & Research
Downloads 4,537 (3,270)

Abstract:

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2.

The Many Colours of CAPE

Yale ICF Working Paper No. 2018-22
Number of pages: 25 Posted: 10 Dec 2018
Farouk Jivraj and Robert J. Shiller
Fidelity Investments, Inc. - Fidelity Management & Research and Yale University - Cowles Foundation
Downloads 1,288 (24,509)
Citation 4

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valuation, earnings, CAPE

3.

Systematic 13F Hedge Fund Alpha

Number of pages: 39 Posted: 15 Nov 2019 Last Revised: 26 Dec 2019
Luca Angelini, Mobeen Iqbal and Farouk Jivraj
Novus Partners, Inc., Fidelity Investments, Inc. - Fidelity Management & Research and Fidelity Investments, Inc. - Fidelity Management & Research
Downloads 747 (52,756)

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13F trading strategies, hedge fund holdings, hedge fund alpha, systematic trading strategies

4.

Equity Multi-Factor Approaches: Sum of Factors vs. Multi-Factor Ranking

Barclays Investment Strategies (QIS) Group (2016)
Number of pages: 21 Posted: 05 Nov 2018 Last Revised: 26 Dec 2019
Farouk Jivraj, David Haefliger, Zein Khan and Benedict Redmond
Fidelity Investments, Inc. - Fidelity Management & Research, Barclays Investment Bank, Barclays Investment Bank and Barclays Investment Bank
Downloads 376 (122,871)

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smart beta; factors; portfolio construction

5.

Quality in the Selection of REITs

Number of pages: 16 Posted: 16 May 2019
Bill Hughes, Sean Kedrowski, Farouk Jivraj and Andrew Abramczyk
Colony Capital, Inc., Colony Capital, Inc., Fidelity Investments, Inc. - Fidelity Management & Research and Barclays Investment Bank
Downloads 213 (219,940)

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Real Estate Investment Trusts (REITs), Quality Factor, Smart Beta

6.

Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts

Number of pages: 53 Posted: 18 Mar 2012 Last Revised: 19 May 2017
Farouk Jivraj
Fidelity Investments, Inc. - Fidelity Management & Research
Downloads 121 (351,775)

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stock-bond asset allocation, correlation predictability, analyst forecasts

Other Papers (1)

Total Downloads: 41
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1.

Stock-Bond Correlation and Out-of-Sample Portfolio Performance Using Analyst Forecasts

Number of pages: 52 Posted: 12 Jun 2012
Farouk Jivraj
Fidelity Investments, Inc. - Fidelity Management & Research
Downloads 41

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stock-bond asset allocation, correlation predictability, analyst forecasts