//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Factor Momentum
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Capital income
14
Kapitaleinkommen
14
Portfolio selection
14
Portfolio-Management
14
Theorie
12
Theory
12
Börsenkurs
11
Share price
11
CAPM
10
Anlageverhalten
9
Behavioural finance
9
USA
9
United States
9
Capital market returns
7
Estimation
7
Kapitalmarktrendite
7
Schätzung
7
Welt
6
World
6
Risikoprämie
5
Risk premium
5
Gewinn
4
Profit
4
Aktienindex
3
Finland
3
Finnland
3
Forecasting model
3
Intelligence
3
Profitability
3
Prognoseverfahren
3
Rentabilität
3
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
Stock index
3
1995-2002
2
Aktienfonds
2
Asset pricing
2
Autocorrelation
2
more ...
less ...
Online availability
All
Undetermined
29
Free
3
Type of publication
All
Article
Book / Working Paper
138
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Aufsatz im Buch
8
Book section
8
Mehrbändiges Werk
1
Multi-volume publication
1
Nachruf
1
Rezension
1
more ...
less ...
Language
All
English
69
Undetermined
43
Author
All
Arnott, Robert D.
58
Linnainmaa, Juhani
27
Kalesnik, Vitali
23
Hsu, Jason C.
11
Linnainmaa, Juhani T.
10
Keloharju, Matti
9
Li, Feifei
9
Grinblatt, Mark
6
LINNAINMAA, JUHANI T.
5
Wu, Lillian
5
Chaves, Denis B.
4
Gerakos, Joseph
4
Hsu, Jason
4
Nyberg, Peter
4
Saar, Gideon
4
Ball, Ray
3
Beck, Noah
3
Shakernia, Omid
3
Sherrerd, Katrina F.
3
Bernstein, Peter L.
2
Bernstein, William J.
2
Brightman, Chris
2
Chow, Tzee-Man
2
Goto, Shingo
2
Jeffrey, Robert H.
2
Kose, Engin
2
Little, Bryce
2
Liu, Xi
2
Markowitz, Harry
2
Moore, Philip
2
Nikolaev, Valeri
2
Tindall, Phil
2
Aked, Michael
1
Aked, Mike
1
Arnott, Robert D
1
Asness, Clifford S.
1
Berkin, Andrew L.
1
Bogle, John C.
1
Bouchey, Paul
1
Brightman, Christopher
1
more ...
less ...
Published in...
All
Financial analysts' journal : FAJ
24
The journal of portfolio management : a publication of Institutional Investor
24
The review of financial studies
10
Journal of financial economics
8
The journal of finance : the journal of the American Finance Association
7
Financial analysts journal : FAJ
4
The journal of portfolio management : JPM
4
Essays on the interface of market microstructure and behavioral finance
3
Journal of Finance
2
Journal of investment management : JOIM
2
Review of Financial Studies
2
Review of asset pricing studies
2
The Journal of Finance
2
Advances in futures and options research : a research annual
1
Factor investing : from traditional to alternative risk premia
1
Finance research letters
1
Journal of Financial Economics
1
Journal of applied corporate finance : JACF
1
Journal of economic literature
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managing investment portfolios : a dynamic process
1
Portable alpha theory and practice : what investors really need to know
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Social Science & Medicine
1
The Cato journal : an interdisciplinary journal of public policy analysis
1
The VaR implementation handbook
1
The handbook of inflation hedging investments : enhance performance and protect your portfolio from inflation risk
1
The journal of beta investment strategies
1
The journal of investing
1
The journal of investing : JOI
1
The theory and practice of investment management
1
more ...
less ...
Source
All
ECONIS (ZBW)
66
OLC EcoSci
38
RePEc
6
Other ZBW resources
2
Showing
1
-
10
of
112
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Why are high exposures to factor betas unlikely to deliver anticipated returns?
Brightman, Chris
;
Henslee, Forrest
;
Kalesnik, Vitali
; …
- In:
The journal of portfolio management : JPM
48
(
2022
)
2
,
pp. 144-163
Persistent link: https://www.econbiz.de/10012802492
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Mitigating the hidden risks of factor investing
Arnott, Robert D.
;
Kalesnik, Vitali
;
Wu, Lillian
- In:
The journal of portfolio management : JPM
49
(
2023
)
2
,
pp. 111-124
Persistent link: https://www.econbiz.de/10014232194
Saved in:
9
Earning alpha by avoiding the index rebalancing crowd
Arnott, Robert D.
;
Brightman, Christopher
;
Kalesnik, Vitali
- In:
Financial analysts journal : FAJ
79
(
2023
)
2
,
pp. 76-97
Persistent link: https://www.econbiz.de/10014291963
Saved in:
10
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
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->