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Fact, fiction, and momentum investing
Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - In: The journal of portfolio management : a publication of … 40 (2014), pp. 75-92
Persistent link: https://www.econbiz.de/10011433425
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Fact, fiction, and value investing
Asness, Cliff; Frazzini, Andrea; Israel, Ronen; … - In: The journal of portfolio management : a publication of … 42 (2015) 1, pp. 34-52
Persistent link: https://www.econbiz.de/10011408848
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Fact, fiction, and the size effect
Alquist, Ron; Israel, Ronen; Moskowitz, Tobias J. - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 34-61
Persistent link: https://www.econbiz.de/10011980663
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Improving factor models
Grinblatt, Mark; Saxena, Konark - In: The journal of portfolio management : a publication of … 44 (2018) 6, pp. 74-88
Persistent link: https://www.econbiz.de/10011916028