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Reports of value's death may be greatly exaggerated
Arnott, Robert D.; Harvey, Campbell R.; Kalesnik, Vitali; … - In: Financial analysts journal : FAJ 77 (2021) 1, pp. 44-67
Persistent link: https://www.econbiz.de/10012424367
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Factor momentum
Arnott, Robert D.; Kalesnik, Vitali; Linnainmaa, Juhani - In: The review of financial studies 36 (2023) 8, pp. 3034-3070
Persistent link: https://www.econbiz.de/10014320784
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Smart rebalancing
Arnott, Robert D.; Li, Feifei; Linnainmaa, Juhani - In: Financial analysts journal : FAJ 80 (2024) 2, pp. 26-51
Persistent link: https://www.econbiz.de/10014576170