Shane D. Shepherd

Research Affiliates, LLC

Senior Researcher

620 Newport Center Drive

Suite 900

Newport Beach, CA 92660

United States

  • Research Affiliates, LLC

SCHOLARLY PAPERS

6

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527

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Scholarly Papers (6)

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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 437 (111,600)

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 90 (466,802)

Abstract:

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3.

A Comparison of Municipal Bond Index Weighting Schemes

Posted: 24 Mar 2015
Vineer Bhansali, Ethan Namvar, Kuntara Pukthuanthong and Shane D. Shepherd
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: 16 Sep 2022
Jason C. Hsu, Jason C. Hsu, Shane D. Shepherd and Vitali Kalesnik
Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC and Research Affiliates Global Advisors

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, Jason C. Hsu, Feifei Li and Shane D. Shepherd
Research Affiliates, LLC, Research AffiliatesRayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

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Fundamental Index, Valuation-Indifferent Index, Bond Index