Parametric Knowledge Center

Current Research & Whitepapers

Great Minds at Work

Parametric is widely recognized as a leader in quantitative research and structured portfolio management. Below are just a few examples of the work Parametric regularly produces.

Taxable Portfolio Management
The Capital Gains Vacation is Coming to an End
Author: Rey Santodomingo
Published in: Investment News

Tax-Efficient Equity Investing: A Primer from Parametric, Revised
The Current Tax Rate for Investors
Author: Paul Bouchey
Prepare For Higher Tax Rates: Pay Now, or Later? Revisited
Author: Rey Santodomingo
Is Your Alpha Big Enough To Cover Its Taxes? Revisited
Author: Robert D. Arnott, Andrew L. Berkin, and Paul Bouchey
Published In: Investments & Wealth Monitor, January/February 2011

Simulating Loss Harvesting Opportunities Under Different Tax Environments
Author: Paul Bouchey, Hemambara Vadlamudi

Systematic Alpha Strategies
Bending CAPM: Why Do High Volatility Stocks Underperform?
Author: Paul Bouchey, Vassilii Nemtchniov
 Where Intuition Fails: Volatility Reduction and Compounded Returns
Author: Timothy Atwill
Tax Management of Parametric’s Active Equity Strategies
Author: Hemambara Vadlamudi, Vassilii Nemtchinov, Paul Bouchey, Jarrad Fjelstad
The Varieties of Diversification Experience
Author: David M. Stein, Paul Bouchey, Alex Paulsen

Volatility Harvesting: Why Does Diversifying and Rebalancing Create Portfolio Growth?
Author: Paul Bouchey, Vassilii Nemtchinov, Alex Paulsen and David M. Stein
Published In: The Journal of Wealth Management, Fall 2012, Vol. 15 No.2

Commodity: Alternative Attribution Methodology Part 1
Author: Timothy Atwill
Commodity: A Third Way of Commodity Investing
Author: Timothy Atwill
When All You Have is a Hammer: Fixed Income Managers and Commodities
Author: Timothy Atwill
Accept No Substitutes:
Why Natural Resource Stocks Are a Bad Way to Get Commodity Exposure
Author: Timothy Atwill
Published In: The Journal of Wealth Management, Spring 2012, Vol. 14 No. 4
Proxy Battle: Emerging Markets Are Not a Substitute for Commodities
Author: Timothy Atwill
Structured Commodity: A Disciplined Approach to Commodity Investing
Author: Timothy Atwill
Commodity Investing: Indexes Are Not Your Friends
Author: Timothy Atwill
Fool Me Twice…
Author: Timothy Atwill

From Hero to Zero: Why Do People Fear a Decline in the US Dollar?
Author: Timothy Atwill
Structured Currency: A Disciplined Approach to Global Currency Investing
Author: Timothy Atwill

Emerging Markets
 A Third Way of Emerging Markets Investing, February 2014
Author: Tim Atwill, David M. Stein
 Parametric Emerging Markets Capacity, July 2013
Author: David M. Stein, Thomas Seto, Rainer Germann
 The Impact of Currencies on Emerging Markets Returns, February 2013
Author: Rainer Germann, Timothy Atwill
Volatility Harvesting in Emerging Markets
Author: David M. Stein, Vassilii Nemtchinov, Paul Bouchey, Peter Dykstra
Frontier Markets:
An Emerging Opportunity for Diversifying Risks and Returns
Author: Joe Wawrzaszek, Hemambara Vadlamudi
Published in: The Journal of Investment Consulting, Vol. 12 No. 1, 2011

Options Strategies
Tail Risk Strategies: Options Strategies: An Alternative to Expensive Complex Tactics
Parametric Research Brief, March 2012


Research & Whitepapers