Shane D. Shepherd

Research Affiliates, LLC

Senior Researcher

620 Newport Center Drive

Suite 900

Newport Beach, CA 92660

United States

SCHOLARLY PAPERS

6

DOWNLOADS

442

CITATIONS

0

Scholarly Papers (6)

1.

Corporate Cash Holdings and the Cross-Sectional Variation in Asset Returns

Number of pages: 50 Posted: 22 Mar 2008
Shane D. Shepherd
Research Affiliates, LLC
Downloads 393 (73,284)

Abstract:

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cash, cash holdings

2.

Smart Beta for Corporate Bonds: Efficient Access to Premium Returns

Journal of Indexes, June 26, 2014
Number of pages: 10 Posted: 08 Feb 2017
Shane D. Shepherd
Research Affiliates, LLC
Downloads 49 (386,564)

Abstract:

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3.

A Comparison of Municipal Bond Index Weighting Schemes

Posted: 24 Mar 2015
LongTail Alpha, LLC, University of California, Berkeley - Haas School of Business, University of Missouri, Columbia and Research Affiliates, LLC

Abstract:

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Municipal Bonds; Municipal Bond Index; Passive Investing; Indexing

4.

Model Risk for Market Risk Modeling

In 'THE RISK MODELING RISK EVALUATION HANDBOOK: RETHINKING FINANCIAL RISK MANAGEMENT METHODOLOGIES IN THE GLOBAL CAPITAL MARKETS', G. Gregoriou, C. Hoppe, and C. Wehn, eds, McGraw-Hill, 2010
Posted: 26 Mar 2010 Last Revised: 29 Dec 2016
Jason C. Hsu, Shane D. Shepherd and Vitali Kalesnik
Rayliant Global Advisors, Research Affiliates, LLC and Research Affiliates LLC

Abstract:

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Risk Modeling, Parameter Uncertainty

5.

Merger Arbitrage and Idiosyncratic Risk

Review of Business Research, vol. 9, no. 5, 2009.
Posted: 13 Oct 2009 Last Revised: 29 Dec 2016
Shane D. Shepherd
Research Affiliates, LLC

Abstract:

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mergers, risk arbitrage

6.

Valuation-Indifferent Weighting for Bonds

Journal of Portfolio Management, Vol. 36, No. 3, pp. 117-130, Spring 2010
Posted: 04 Sep 2008 Last Revised: 30 Dec 2016
Robert D. Arnott, Jason C. Hsu, Feifei Li and Shane D. Shepherd
Research Affiliates, LLC, Rayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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Fundamental Index, Valuation-Indifferent Index, Bond Index