Feifei Li

Research Affiliates, LLC

Director, Research

620 Newport Center Dr

Ste 900

Newport Beach, CA 92660

United States

http://researchaffiliates.com/index.htm

SCHOLARLY PAPERS

18

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1,613

SSRN CITATIONS

4

CROSSREF CITATIONS

45

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Scholarly Papers (18)

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Agency and Asset Pricing

Number of pages: 39 Posted: 19 Mar 2008

Michael J. Brennan and Feifei Li

University of California, Los Angeles (UCLA) - Finance Area and Research Affiliates, LLC

Downloads 1,031 (21,590)

Citation 42

Abstract:

The Impact of Constraints on Minimum Variance Portfolios

Financial Analysts Journal, vol. 72, no. 2 (March/April 2016)

Number of pages: 20 Posted: 20 Nov 2015 Last Revised: 28 Dec 2016

Tzee-man Chow, Engin Kose and Feifei Li

Research Affiliates, LLC, affiliation not provided to SSRN and Research Affiliates, LLC

Downloads 375 (81,719)

Abstract:

Transaction Costs of Factor Investing Strategies

Financial Analysts Journal, Spring 2019, Forthcoming

Number of pages: 40 Posted: 22 Apr 2019

Feifei Li, Tzee-man Chow, Alex Pickard and Yadwinder Garg

Research Affiliates, LLC, Research Affiliates, LLC, Research Affiliates, LLC and Bank of Montreal - BMO Global Asset Management

Downloads 205 (154,247)

Citation 1

Abstract:

Agency and Institutional Investment

European Financial Management, Vol. 18, Issue 1, pp. 1-27, 2012

Posted: 31 Dec 2011

Michael J. Brennan, Xiaolong Cheng and Feifei Li

University of California, Los Angeles (UCLA) - Finance Area, University of California, Los Angeles (UCLA) - Anderson School of Management and Research Affiliates, LLC

Downloads 2 (663,307)

Citation 1

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Abstract:

Smart Beta Multi-Factor Construction Methodology: Mixing vs. Integrating

Journal of Index Investing, vol. 8, no. 4 (Spring 2018)

Posted: 22 May 2019

Tzee-man Chow, Feifei Li and Joseph (Yoseop) Shim

Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

An Investor's Low Volatility Strategy

Journal of Index Investing, vol. 3, no. 4, Spring 2013

Posted: 08 Feb 2017

Feifei Li and Li-Lan Kuo

Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

Low-Volatility Investing

Journal of Index Investing, vol. 4, no. 2, Fall 2013

Posted: 08 Feb 2017

Jason C. Hsu and Feifei Li

Rayliant Global Advisors and Research Affiliates, LLC

Abstract:

Clairvoyant Discount Rates

Journalof Portfolio Management, Vol. 40, No. 1, Fall 2013

Posted: 08 Feb 2017

Robert D. Arnott, Feifei Li and Geoffrey J. Warren

Research Affiliates, LLC, Research Affiliates, LLC and Independent

Abstract:

Labor Conditions and Future Capital Market Performance

Journal of Portfolio Management, Vol. 43, No. 1, Fall 2016

Posted: 08 Feb 2017

Robert D. Arnott, Feifei Li and Xi Liu

Research Affiliates, LLC, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

10.

A Study of Low Volatility Portfolio Construction Methods

Journal of Portfolio Management, Vol. 40, No. 4, 2014

Posted: 25 Jul 2013 Last Revised: 28 Dec 2016

Tzee-man Chow, Jason C. Hsu, Li-Lan Kuo and Feifei Li

Research Affiliates, LLC, Rayliant Global Advisors, Research Affiliates, LLC and Research Affiliates, LLC

Abstract:

11.

The Risk in Risk Parity: A Factor-based Analysis of Asset-based Risk Parity

Journal of Investing, Vol. 21, No. 3, Fall 2012, pp. 102-110

Posted: 25 Oct 2012 Last Revised: 28 Dec 2016

Vineer Bhansali, Josh Davis, Graham Rennison, Jason C. Hsu and Feifei Li

LongTail Alpha, LLC, Pacific Investment Management Company (PIMCO), Pacific Investment Management Company (PIMCO), Rayliant Global Advisors and Research Affiliates, LLC