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Receive our perspectives on Chinese equity markets. View our research and perspectives on Chinese markets, quantitative methods, smart beta, and other topics important to institutional investors. Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Cost. Not every factor profits investors when implemented through a passive strategy. Size and quality show weak robustness, and liquidity-demanding…. Quantitative Easing Beijing Style. Greater China Quant-Active and Quantamental.

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Home | Rayliant Global Advisors | rayliant.com Reviews

https://rayliant.com

Receive our perspectives on Chinese equity markets. View our research and perspectives on Chinese markets, quantitative methods, smart beta, and other topics important to institutional investors. Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Cost. Not every factor profits investors when implemented through a passive strategy. Size and quality show weak robustness, and liquidity-demanding…. Quantitative Easing Beijing Style. Greater China Quant-Active and Quantamental.

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1

Who We Are | Rayliant Global Advisors

http://www.rayliant.com/who-we-are

Rayliant Global Advisors is a leader in quantitative equity investing in Asia. We offer global equity strategies within Asia, as well as Greater China equity strategies to the global institutional marketplace. As of January 1, 2016, approximately US$4.5 billion in assets were managed using Rayliant’s strategies, and another US$17 billion were supported by Rayliant as the representative of Research Affiliates in Asia. We are deeply opposed to manager ego and all it represents. Rayliant Global Advisors tod...

2

The Self-Fulfilling Prophecy of Popular Asset Pricing Models | Rayliant Global Advisors

http://www.rayliant.com/self-fulfilling-prophecy-popular-asset-pricing-models

Laquo; View All Publications. The Self-Fulfilling Prophecy of Popular Asset Pricing Models. March 1, 2016 3:24 PM PDT. By Jason Hsu and Brad Cornell. The following is a summary of the above-named paper. Click here. For the original paper. Cornell and Hsu assert that the standard consumption-based model has failed to explain the cross-section of expected returns because its assumption that security prices are set by end investors, who wish to maximize their intertemporal consumption, is counterfactual.

3

Our People | Rayliant Global Advisors

http://www.rayliant.com/team

Rayliant has attracted a talented and diverse team with expertise in both quantitative and fundamental approaches to Chinese equity investing. These professionals take. Humble approach to partnering with clients and have an unwavering focus on creating better investment outcomes. Jason Hsu (許仲翔), Ph.D. Member of the Board. Broken Tuan (段嘉尚), Ph.D. Vice-Chairman of the Board. Vivek Viswanathan (愚難深), CFA. Amit Goyal, Ph.D. Bradford Cornell, Ph.D. Jun Liu, Ph.D. Shingo Goto, Ph.D. Neng Wang, Ph.D.

4

Quantitative Easing—Beijing Style | Rayliant Global Advisors

http://www.rayliant.com/quantitative-easing-beijing-style

Laquo; View All Publications. Quantitative Easing Beijing Style. March 16, 2016 8:00 AM PDT. The beauty of this system is that the U.S. government can never default, because it can always borrow more money from the Fed (who borrows from our infinitely patient Maker) to repay its debts to the Fed. One has to admire the elegant circularity of this approach. It is among the privileges of maintaining sovereignty over one’s currency, a privilege the Greeks relinquished to their regret. As you can see, there i...

5

Cookies Policy | Rayliant Global Advisors

http://www.rayliant.com/cookies-policy

Rayliant Global Advisors uses cookies on our website to distinguish you from other users of our website. Our objective is to optimize your experience when you browse our website and to continually improve our site. For further information about this policy, please contact us at info@rayliantglobaladvisors.com. What is a cookie? What cookies do we use and why? The cookies used on our site are categorized as follows:. Withdraw consent, delete or block our cookies. For further information about deleting or ...

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Home | Rayliant Global Advisors

Receive our perspectives on Chinese equity markets. View our research and perspectives on Chinese markets, quantitative methods, smart beta, and other topics important to institutional investors. Will Your Factor Deliver? An Examination of Factor Robustness and Implementation Cost. Not every factor profits investors when implemented through a passive strategy. Size and quality show weak robustness, and liquidity-demanding…. Quantitative Easing Beijing Style. Greater China Quant-Active and Quantamental.

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