default author photo

Ronald Ratcliffe

BlackRock, Inc

400 Howard St

San Francisco, CA 94105

United States

SCHOLARLY PAPERS

2

DOWNLOADS

607

TOTAL CITATIONS

1

Scholarly Papers (2)

1.

Factor Performance Across Market-Driven Scenarios

Number of pages: 25 Posted: 27 Jun 2018
Robert Bass, Katelyn Gallagher, Ronald Ratcliffe and Sunil Shah
BlackRock, Inc, BlackRock, Inc, BlackRock, Inc and BlackRock, Inc
Downloads 607 (112,258)
Citation 1

Abstract:

Loading...

market-driven scenarios, factors, stress testing, scenario analysis, risk management, asset allocation, portfolio construction

2.

Capacity of Smart Beta Strategies: A Transaction Cost Perspective

Columbia Business School Research Paper No. 16-76, https://jii.pm-research.com/content/8/3/39
Posted: 31 Oct 2016 Last Revised: 04 Oct 2019
Ronald Ratcliffe, Paolo Miranda and Andrew Ang
BlackRock, Inc, BlackRock, Inc - London and Columbia University

Abstract:

Loading...

Capacity, smart beta, factor risk premium, transaction cost