Similar Search Results

Asness, Cliff; Liew, John M.; Pedersen, Lasse Heje; … - 2018

Persistent link: https://www.econbiz.de/10011884256

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

Market timing : sin a little resolving the valuation timing puzzle

Asness, Cliff; Ilmanen, Antti; Maloney, Thomas - In: Journal of investment management : JOIM 15 (2017) 3, pp. 23-40

Persistent link: https://www.econbiz.de/10011914783

Value and momentum everywhere

Asness, Clifford S.; Moskowitz, Tobias J.; Pedersen, … - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 929-985

Persistent link: https://www.econbiz.de/10009754789

Efficiently inefficient : how smart money invests and market prices are determined

Pedersen, Lasse Heje - 2015

Persistent link: https://www.econbiz.de/10010520012

Demystifying managed futures

Hurst, Brian; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of investment management : JOIM 11 (2013) 3, pp. 42-58

Persistent link: https://www.econbiz.de/10010195994

Active and passive investing : understanding Samuelson's dictum

Garleanu, Nicolae; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 2, pp. 389-446

Persistent link: https://www.econbiz.de/10013253674

Responsible investing : the ESG-efficient frontier

Pedersen, Lasse Heje; Fitzgibbons, Shaun; Pomorski, Lukasz - In: Journal of financial economics 142 (2021) 2, pp. 572-597

Persistent link: https://www.econbiz.de/10013259952

Trends everywhere

Babu, Abhilash; Levine, Ari; Ooi, Yao Hua; Pedersen, … - In: Journal of investment management : JOIM 18 (2020) 1, pp. 52-68

Persistent link: https://www.econbiz.de/10012254356

Fact, Fiction and Momentum Investing

Asness, Clifford S. - 2014

It's been over 20 years since the academic discovery of momentum investing (Jegadeesh and Titman (1993), Asness (1994)), yet much confusion and debate remains regarding its efficacy and its use as a practical investment tool. In some cases “confusion and debate” is us attempting to be...

Persistent link: https://www.econbiz.de/10013054227