Co-Editor
Paul Bouchey
Paul leads Parametric’s research and development activities across all strategies. He has authored numerous academic and practitioner articles in publications such as the Journal of Wealth Management, the Journal of Portfolio Management, and the Journal of Index Investing. Paul earned a BA in mathematics and physics from Whitman College and an MS in computational finance and risk management from the University of Washington. A CFA charterholder, he is a member of the CFA Society of Seattle.
PUBLISHED ARTICLES
Tactical and Tax Aware GTAA
Michael Aked, Robert Arnott, Paul Bouchey, Tianchuan Li and Omid Shakernia
The Journal of Portfolio Management, Multi-Asset Special Issue 2019
On the Benefits of Centralized Portfolio Management
Paul Bouchey and Mahesh Pritamani
The Journal of Portfolio Management, Spring 2018
Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes
Paul Bouchey, Maximilian Lutz, Vassilii Nemtchinov and Mahesh Pritamani
The Journal of Index Investing, Spring 2018
Systematic Diversification Using Beta
Paul Bouchey, Tianchuan Li and Vassilii Nemtchinov
The Journal of Investing, Fall 2017
Core Versus Satellite: How Much Should a Taxable Investor Allocator to the Core Equity Portfolio?
Paul Bouchey and Mahesh Pritamani
The Journal of Wealth Management, Spring 2017
The Role of ETFs in Active Tax Management
Paul Bouchey, Jean L.P. Brunel and Tianchuan Li
The Journal of Wealth Management, Winter 2016
Volatility Harvesting in Theory and Practice
Paul Bouchey, Vassilii Nemtchinov and Ting-Kam Leonard Wong
The Journal of Wealth Management, Winter 2015
Is Smart Beta Still Smart after Taxes?
Hemambara Vadlamudi and Paul Bouchey
The Journal of Portfolio Management, Summer 2014
Volatility Harvesting: Why Does Diversifying and Rebalancing Create Portfolio Growth?
Paul Bouchey, Vassilii Nemtchinov, Alex Paulsen and David M. Stein
The Journal of Wealth Management, Fall 2012
Measuring Alpha Potential in the Market
Paul Bouchey, Mary Fjelstad and Hemambara Vadlamudi
The Journal of Index Investing, Fall 2011
Enhancing Active Tax Management through the Realization of Capital Gainst
David M. Stein, Hemambara Vadlamudi and Paul W Bouchey
The Journal of Wealth Management, Spring 2008