Research Foundation Year in Review -- 2013

90 Pages Posted: 11 Jun 2015

See all articles by CFA Institute Research Foundation Submitter

CFA Institute Research Foundation Submitter

CFA Institute Research Foundation

Moshe A. Milevsky

York University - Schulich School of Business

Roger G Clarke

Ensign Peak Advisors

Harindra de Silva

Analytic Investors, Inc.

Steven Thorley

BYU Marriott School of Business

Scott Stewart

Boston University - Questrom School of Business

Marianne M. Jennings

Arizona State University

Ronald Ryan

Ryan ALM, Inc.; CFA Institute Research Foundation

Richard Taffler

University of Warwick - Finance Group

David Tuckett

University College London - Centre for the Study of Decision-Making Uncertainty

Nathan Erickson

Independent

Bud Haslett

CFA Institute Research Foundation

Laurence B. Siegel

CFA Institute Research Foundation; Ford Foundation

Pranay Gupta

Allocationmetrics Limited

Ronald Kahn

Independent

Richard C. Grinold

Barclays

Jeffery Bailey

Target Corporation

Date Written: March 1, 2014

Abstract

The Year in Review 2013 summarizes the offerings from the CFA Institute Research Foundation over the past year — monographs, literature reviews, workshop presentations, and other relevant material.

Keywords: life annuities, futures, options, manager selection, ethics, ALM, asset/liability management, tail risk

JEL Classification: G1, G2

Suggested Citation

Foundation Submitter, CFA Institute Research and Milevsky, Moshe Arye and Clarke, Roger G and de Silva, Harindra and Thorley, Steven and Stewart, Scott and Jennings, Marianne M. and Ryan, Ronald and Taffler, Richard and Tuckett, David and Erickson, Nathan and Haslett, Bud and Siegel, Laurence B. and Gupta, Pranay and Kahn, Ronald and Grinold, Richard C. and Bailey, Jeffery, Research Foundation Year in Review -- 2013 (March 1, 2014). CFA Institute Research Foundation R2014. Available at SSRN: https://ssrn.com/abstract=2616230

CFA Institute Research Foundation Submitter

CFA Institute Research Foundation

915 East High Street
Charlottesville, VA 22902
United States

Moshe Arye Milevsky

York University - Schulich School of Business ( email )

4700 Keele Street
Toronto, Ontario M3J 1P3
Canada

Roger G Clarke

Ensign Peak Advisors ( email )

60 East South Temple
4th Floor
Salt Lake City, UT 84111
United States

Harindra De Silva

Analytic Investors, Inc. ( email )

555 West 5th Street
50th Floor
Los Angeles, CA 90013
United States
213-688-3015 (Phone)
213-688-8856 (Fax)

Steven Thorley

BYU Marriott School of Business ( email )

616 TNRB
Brigham Young University
Provo, UT 84602
United States
801-378-6065 (Phone)
801-378-5984 (Fax)

Scott Stewart

Boston University - Questrom School of Business ( email )

595 Commonwealth Avenue
Boston, MA MA 02215
United States

Marianne M. Jennings

Arizona State University ( email )

Tempe, AZ 85287-3706
United States
480-964-1701 (Phone)

HOME PAGE: http://mariannejennings.com

Ronald Ryan

Ryan ALM, Inc. ( email )

800 Village Square Crossing
Suite 215
Palm Beach Gardens, FL
United States

CFA Institute Research Foundation ( email )

United States

Richard Taffler

University of Warwick - Finance Group ( email )

Gibbet Hill Rd
Coventry, CV4 7AL
Great Britain
+442476524153 (Phone)
+442476523779 (Fax)

David Tuckett

University College London - Centre for the Study of Decision-Making Uncertainty ( email )

Gower Street
London, WC1 6BT
United Kingdom

HOME PAGE: http://www.ucl.ac.uk/psychoanalysis/unit-staff/david.htm

Nathan Erickson

Independent ( email )

No Address Available

Bud Haslett (Contact Author)

CFA Institute Research Foundation ( email )

United States

Laurence B. Siegel

CFA Institute Research Foundation ( email )

United States

Ford Foundation ( email )

320 East 43rd Street
New York, NY 10017
United States

Pranay Gupta

Allocationmetrics Limited ( email )

1008 Prosperity Millennia Plaza
663 Kings Road, Quarry Bay
Hong Kong, 00000
Hong Kong
852 6778 0258 (Phone)

HOME PAGE: http://www.allocationmetrics.com

Ronald Kahn

Independent ( email )

No Address Available

Richard C. Grinold

Barclays ( email )

San Francisco, CA 94105
United States

Jeffery Bailey

Target Corporation ( email )

33 South 6th Street #CC-3505
Minneapolis, MN 55402
United States

Register to save articles to
your library

Register

Paper statistics

Downloads
95
rank
268,285
Abstract Views
636
PlumX Metrics