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Rip van Winkle indexing
Arnott, Robert D.; Beck, Noah; Kalesnik, Vitali - In: The journal of portfolio management : a publication of … 41 (2015) 4, pp. 50-67
Persistent link: https://www.econbiz.de/10011431830
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The folly of hirinig winners and firing losers
Arnott, Robert D.; Kalesnik, Vitali; Wu, Lillian - In: The journal of portfolio management : a publication of … 45 (2018) 1, pp. 71-84
Persistent link: https://www.econbiz.de/10011980676
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Is your alpha big enough to cover its taxes? : a quarter-century retrospective
Arnott, Robert D.; Kalesnik, Vitali; Schuesler, Trevor - In: The journal of portfolio management : a publication of … 44 (2018) 5, pp. 78-102
Persistent link: https://www.econbiz.de/10011879527
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The surprising alpha from Malkiel's monkey and upside-down strategies
Arnott, Robert D.; Hsu, Jason C.; Kalesnik, Vitali; … - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 91-105
Persistent link: https://www.econbiz.de/10009785983
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EQUITY PORTFOLIO STRATEGIES - THE SURPRISING ALPHA FROM MALKIEL'S MONKEY AND UPSIDE-DOWN STRATEGIES
Arnott, Robert D; Hsu, Jason; Kalesnik, Vitali; … - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 91-105
Persistent link: https://www.econbiz.de/10010166712
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Tactical and tax aware GTAA
Aked, Michael; Arnott, Robert D.; Bouchey, Paul; Li, … - In: The journal of portfolio management : a publication of … 45 (2018) 2, pp. 23-37
Persistent link: https://www.econbiz.de/10012016811
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Labor conditions and future capital market performance
Arnott, Robert D.; Li, Feifei; Liu, Xi - In: The journal of portfolio management : a publication of … 43 (2016) 1, pp. 54-71
Persistent link: https://www.econbiz.de/10011686231
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King of the Mountain : the Shiller P/E and macroeconomic conditions
Arnott, Robert D.; Chaves, Denis B.; Chow, Tzee-Man - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 55-68
Persistent link: https://www.econbiz.de/10011877519
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Hobbled by benchmarks
Aked, Mike; Arnott, Robert D.; Shakernia, Omid; … - In: The journal of portfolio management : a publication of … 44 (2018) 2, pp. 74-88
Persistent link: https://www.econbiz.de/10011880092
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Clairvoyant value and the value effect
Arnott, Robert D.; Li, Feifei; Sherrerd, Katrina F. - In: The journal of portfolio management : a publication of … 35 (2008/09) 3, pp. 12-26
Persistent link: https://www.econbiz.de/10003852124